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Now showing items 1-10 of 25

#### MULTIVARIATE ERROR COVARIANCE ESTIMATES BY MONTE-CARLO SIMULATION FOR OCEANOGRAPHIC ASSIMILATION STUDIES

(2005-08-04)

One of the most difficult aspects of ocean state estimation is the prescription of the model forecast error covariances. Simple covariances are usually prescribed, rarely are cross-covariances between
different model ...

#### Generalized Volatility Model And Calculating VaR Using A New Semiparametric Model

(2005-12-05)

The first part of the dissertation concerns financial volatility models. Financial volatility has some stylized facts, such as excess kurtosis, volatility clustering and leverage effects. A good volatility model should be ...

#### Estimation theory of a location parameter in small samples

(2008-04-22)

The topic of this thesis is estimation of a location parameter in small samples. Chapter 1 is an overview of the general theory of statistical estimates of parameters, with a special attention on the Fisher information, ...

#### Finite Mixture Model Specifications Accommodating Treatment Nonresponse in Experimental Research

(2009)

For researchers exploring causal inferences with simple two group experimental designs, results are confounded when using common statistical methods and further are unsuitable in cases of treatment nonresponse. In signal ...

#### Factor Analysis of Cross-Classified Data

(2005-08-04)

This thesis introduces a model hierarchy related to Principal Component Analysis and Factor Analysis, in which vector measurements are linearly decomposed into a relatively small set of hypothetical principal directions, ...

#### Gradient Flow Based Matrix Joint Diagonalization for Independent Componenet Analysis

(2004-05-06)

In this thesis, employing the theory of matrix Lie groups, we develop gradient based flows for the problem of Simultaneous or Joint Diagonalization (JD) of a set of symmetric matrices. This problem has applications in many ...

#### Discrete Time Stochastic Volatility Model

(2009)

In this dissertation we propose a new model which captures observed features of asset prices. The model reproduces the skewness and fat tails of asset returns by introducing a discretized variance gamma process as the ...

#### Estimating Common Odds Ratio with Missing Data

(2005-07-26)

We derive estimates of expected cell counts for $I\times J\times K$
contingency tables where the stratum variable $C$ is always observed
but the column variable $B$ and row variable $A$ might be missing. In
particular, we ...

#### Diagnostics for Nonlinear Mixed-Effects Models

(2009)

The estimation methods in Nonlinear Mixed-Effects Models (NLMM)
still largely rely on numerical approximation of the likelihood function
and the properties of these methods are yet to be characterized. These
methods are ...

#### SMALL MASS ASYMPTOTICS FOR PROBLEMS IN STOCHASTIC DIFFERENTIAL EQUATIONS

(2014)

Some generalizations of small mass asymptotics of the motion of a particle moving in a force field (Smoluchowski-Kramers approximation) are considered.