Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 49 for “"Conditional Distribution"”.
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Modeling Conditional Distribution of Intraday Returns
Time-series modeling of conditional distributions of intraday returns is of great importance to financial professionals and academic researchers. This work contributes to a methodological and empirical body of knowledge on conditional distributions of intraday asset returns. In Chapter 1, we study …
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Robust Estimation of the Cross-Sections of United States Wages and Stock Returns
… conventional measure of risk differs across the conditional distribution of returns. The conditional quartile functions show that the relationship is not constant across the conditional distribution implying that the independent variables have differential effects on the stock return given the …
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Extremal Properties Of Markov Chains And The Conditional Extreme Value Model
… has developed extremal models by studying the conditional distribution of a random vector, conditional on one of the components becoming extreme. This provides a way to handle situations such as asymptotic dependence, where traditional techniques may be uninformative. In this thesis, we explore …
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Markov random field modeling of the spatial distribution of proteins on cell membranes
… (MRF) modeling is proposed to reconstruct the distribution of multiple cell membrane constituents from pair-wise data sets. MRFs are a powerful mathematical formalism for modeling correlations between states associated with neighboring sites in spatial lattices. The presence or absence of a …
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Distributive Justice and Punishment in Team Sports
… indicated that athletes perceive consistent distribution of punishment as more fair than conditional distribution of punishment; consistently distributed punishment is perceived to be more likely to deter future misconduct than conditional punishment; punishment, in general, is perceived as …
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Probabilistic Graphical Models for Crowdsourcing and Turbulence
… we consider the problem of modeling the mixing distribution of homogeneous isotropic passive scalar turbulence. We consider models specifying the conditional distribution of a coarse grained node given its adjacent coarse grained nodes. In particular, we demonstrate the effectiveness of a higher …
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Quantile Regression Methods for Recursive Structural Equation Models
… series of percentiles of classmates achievement distribution as the peers outcome measurement and the quantile regression estimation method. It is found that better performance by lower attainment peers has a significant positive effect on performance of all students in both language and math. …
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Towards location-awareness in next generation wireless networks : a new approach based on channel state information
… uncertainty model, which describes the conditional distribution of the delays in the CIR given node positions. Simulation results using QuaDriGa channel simulator show that our localization algorithm achieves decimeter-level localization accuracy for both Wi-Fi and mmWave signals, which …
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New directions in sublinear algorithms and testing properties of distributions
… is algorithms for testing whether a probability distribution, to which the algorithms have sample access, is equal to a given hypothesis distribution, using a number of samples that is sublinear in the domain size. A second focus is to consider various other models of computation defined by type …
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Limiting Conditional Distributions: Imprecision and Relation to the Hazard Rate
… a single absorbing state have a unique limiting conditional distribution (LCD) to which they converge, conditioned on non-absorption, regardless of the initial distribution. If this limiting conditional distribution is used as the initial distribution over the non-absorbing states, then the …
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Three Essays Exploring Heterogeneity Using Quantile Regression
… between two variables at different points on the conditional distribution and, therefore, allows heterogeneity in these relationships to be explored. The first part of this study explores the relationship between CEO pay and firm performance relationships. I find that significant heterogeneity …
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Quantile Forecasting of Commodity Futures' Returns: Are Implied Volatility Factors Informative?
… are found to be better in the tails of the distribution than in the center. Trading performance based on quantile forecasts from the models above generated significant excess returns. Finally, the fact that the single IV forecasts were outperformed by their quantile regression (QR) …
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Statistical Modeling of Longitudinal Medical Cost Data
… in this context is the mean cost trajectory conditional on survival. Many standard approaches for longitudinal and survival analysis are not valid for the problem. The research for my Ph.D. dissertation consists of three aims. In Aim 1, we developed a two-stage semiparametric likelihood-based …
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US commodity support payments: On allocation of resources and fairness, post 1996
… where the effect of payments on the entire distribution of conditional farm size was quantified. The findings suggest that government payments do increase farm size at some parts of the conditional distribution and not others, and these effects are bigger for larger farms. This dissertation …
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Operation under Uncertainty in Electric Grid: A Multiparametric Programming Approach
… new paradigm, uncertainty is characterized by conditional distributions and decisions are made by incorporating such probabilistic descriptions. To illustrate the new paradigm, we consider two specific problems. For characterization of system uncertainty, we develop a formal methodology for …
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Essays in Economic *Growth and Asset Pricing
… and the effects of policy variables on the conditional distribution of the GDP growth rates. Our findings suggest that previous empirical growth studies relying on conditional mean estimation methods such as least squares give a misleading picture of the growth dynamics. Furthermore, it is …
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Smooth regression quantile estimation
… study of local linear kernel estimation of conditional distribution function. This has a special interest in itself as well as being related to regression quantiles. In Chapter 5, a kernel-version method of LMS (Cole and Green, 1992) is considered. The method proposed, which is still a …
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Longitudinal and survival statistical methods with applications in renal medicine
… results of this model, we obtain the predictive distribution of meeting the clinical guideline for detecting progression. Results show that there are patients with very high probability and emerging behaviour of progression. By these probabilities, we aim to inform clinical decision-making. …
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Essays on the empirical analysis of energy risk
… regime for the petroleum complex. Modelling the conditional distribution of energy prices as a regime switching process is motivated by the market-specific characteristics of oil: different market conditions, such as backwardation and contango, involve different dynamics. The first empirical part …
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Essays on Time Series Modeling
… and inflation uncertainty (measured here as the conditional scale of inflation). However, it is shown that this relationship only holds for certain ranges (higher quantiles) of the conditional quantiles of our measure of scale. Finally, the fourth chapter evaluates the predictive accuracy of …
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