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 8 of 8 for “"Confidence band"”.
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Uniform Confidence Band for Pricing Kernels
… of the pricing kernel, we develop a uniform confidence band of the EPK. Furthermore, as an alternative to the asymptotic approach, we propose a bootstrap confidence band. The developed theory is helpful for testing parametric specifications of pricing kernels and has a direct extension to …
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Mathematical analysis of uncertainty in machine learning and deep learning
… generalizes the KL divergence. We also study a confidence band to assess uncertainty of a kernel ridge regression estimator. We propose the formulation to obtain a confidence band as the convex optimization, which enables us to use existing algorithms such as the primal-dual inner point method. …
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Sequential confidence bands for densities
… procedure for constructing a fixed width confidence band for an unknown density on a finite interval and show the procedure has the desired coverage probability asymptotically as the width of the band approaches zero. The procedure is based on a result of Bickel and Rosenblatt (1973, Ann. …
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Numerical modelling of reinforced concrete bridge pier under artificially generated earthquake time-histories
… from 6 to 11 may be sufficient depending on the confidence band width from the mean of all damage responses. Effects of several parameters of the earthquake and structure to the dynamic response and damage of the bridge pier are investigated. Throughout these parametric studies, several of the …
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All fired-up about coal : technology & policy recommendations for the 2030 United Kingdom energy strategy
… generation remains largely uncertain with a wide confidence band. This thesis uses real options analysis to develop low, medium, and high coal and carbon prices in the year 2030 to account for future uncertainties. These scenarios are compared against current and proposed coal and carbon policies …
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Simultaneous confidence bands in linear regression analysis
A simultaneous confidence band provides useful information on the plausible range of an<br/>unknown regression model. For a simple linear regression model, the most frequently<br/>quoted bands in the statistical literature include the two-segment band, the three-segment<br/>band and the hyperbolic …
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Develop Methods To Evaluate the Performance of Aflatoxin Sampling Plans for Shelled Corn.
… test results were found to lie within a 95% confidence band. Using the mean and variance relationships to compute the parameters of the compound gamma distribution, 16 sampling plans, based on four sample sizes and four sample acceptance levels were created and analyzed. For a given sample …
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Quantile Inference and Change Point Test under Time Series Non-stationarity
… the latter theoretical results, simultaneous confidence bands for the above mentioned quantile curves with asymptotically correct coverage probabilities are constructed. The second part of the thesis considers quantile structural change testing for linear models with random designs and a wide …