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 46 for “"Correlation matrices"”.
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Use of correlation matrices in lattice QCD
This thesis explores the use of correlation matrices in analyzing Monte Carlo calculations from lattice quantum chromodynamics. Correlation matrices are a powerful tool for examining many problems in which significant correlations exist, and thus offer potential advantages for lattice QCD. Several …
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Low-rank completion and recovery of correlation matrices
… methods of dimension reduction for multi-factor correlation systems and for sparsely populated and partially observed matrices, the problem of matrix completion within a low-rank framework is of particular significance. This dissertation presents the methods of spectral completion and convex …
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Efficient Unbiased Estimating Equations for Analyzing Structured Correlation Matrices
… an active area of research. For normal data, correlations fully quantify the dependence. And historically, maximum likelihood method has been very successful to estimate the correlations and unbiased estimating equation approach has become a popular alternative when there may be a departure …
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Analysis of Discrete Choice Probit Models with Structured Correlation Matrices
… discrete choice probit models for a couple of correlation structures such as equicorrelation and product correlation. Using stochastic representations, we derive and simplify analytical expressions for the computation of choice probabilities for both of the structures. Further, we illustrate …
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Measurements of B → D(∗)−,0D(∗)+,0K+π− Branching Fractions in the K∗0 Mass Window
… and are reported alongside the covariance and correlation matrices for the final measurement.
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Investigation of bootstrap estimates of the parameters, their standard errors, and associated confidence intervals of structural equation models with ordered categorical variables
… Likelihood estimator applied on both polychoric correlation matrices and Pearson's product moment correlation matrices. The bootstrap samples are generated randomly and transformed, so that they preserve the covariance structure of the model. Then the polychoric correlation matrix is computed and …
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An integrated systems approach to QFD
… charts are sensitive to the interaction in the correlation matrices, therefore another method is also proposed to detect inconsistencies in the correlation matrices by utilising an inference mechanism and multi-valued logic theory.<br/><br/>An integrated systems approach to QFD is eventually …
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Simulating Univariate and Multivariate Burr Type III and Type XII Distributions Through the Method of L-Moments
… III and Type XII distributions with arbitrary L-correlation matrices. Numerical examples are provided to demonstrate that L-moment based Burr distributions are superior to their conventional moment based counterparts in the context of estimation, distribution fitting, and robustness to outliers. …
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Applications of Random Matrix Theory to Portfolio Management and Financial Networks
… the RMT approach to clean measurement noise from correlation matrices constructed for large portfolios of stocks of the FTSE 100. We apply this methodology to a number of correlation estimators, i.e., the sample correlation matrix, the Constant Conditional Correlation Model (CCC) of Bollerslev …
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Personality Test Validation Research: Present-employee and job applicant samples
… and Ambition). Further, the meta-analytic correlations among these personality constructs are estimated. Test-taking status is examined as a moderator of the criterion-related validities as well as the personality construct inter-correlations. Meta-analytic correlation matrices are then …
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Comovements of Equity Markets in Emerging Economies
This paper studies the correlations between the equity markets of emerging economies, with a particular focus in the Latin American region. In particular, it offers a cross-regional comparison of the correlations and trends of correlations between the equity markets of the emerging countries in the …
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Seismic site characterization through joint modeling of complementary data functionals, with applications to Santo Domingo, Dominican Republic.
… probability distributions (PPD) and parameter correlation matrices. Jointly fitting dispersion curves and HVSR functionals via global optimization allows us to assess model reliability, identify parts of the "best-fit" model that are poorly constrained, and guide us toward new data that might …
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The nexus of capital structure, profitability, and the covid-19 financial crisis: an empirical analysis of South African JSE listed firms.
… an analysis using descriptive statistics, correlation matrices, and fixed effects regression models. Findings revealed negative associations between debt ratios and profitability metrics over the full sample period. The study addressed the COVID-19 pandemic's influence, and the results were …
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Distributions of certain test statistics in multivariate regression
… testing the equality of two population multiple correlation coefficients in identical regression experiments has been studied. The author's results are extentions to those of Schuman and Bradley. In Chapter 2 the results of Chapter 1 are extended to the multivariate case, in other words, the …
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Make Some Noise: Methods for Generating Data from Imperfect Factor Models
… and the WB method to generate error-perturbed correlation matrices for models with varying numbers of factors, items per factor, salient factor loadings, factor correlations, and target model fit indices. The results of the simulation study showed that the multiple-target TKL method was more …
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Analysis off Dependent Discrete Choices Using Gaussian Copula
… symmetric and autoregressive of order one correlation matrices to construct a general multivariate model for the joint distribution of the utilities. The induced correlations on the utilities and the choice probabilities are studied using analytic expressions and simulations. For regression …
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Defining Subject Matter Expertise in Job Analysis
… by looking at differences in the patterns of correlations between dimensions. Job analysis data was collected from 17 fleet managers and the fleet manager supervisor in a mid-West based trucking company. The matrix questionnaire that was administered was designed to tap the relationships …
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Characterization of a Phased Array Feed Model
… array impedance matrix, signal and noise correlation matrices, and efficiencies and sensitivities of the PAF are compared and promising levels of agreement are shown. Modeled sensitivity is 30 to 46% larger than measured.</p>
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Introduction to fast Super-Paramagnetic Clustering
… days. The signal to noise ratio of stock market correlation matrices is briefly considered. Our result recover approximately clusters representative of standard economic sectors and mixed clusters whose dynamics shine light on the adaptive nature of financial markets and raise concerns relating …
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Individual investors, social media and Chinese stock market : a correlation study
… used sentiment Chinese dictionaries. The correlation matrices and regressions between sentiment ratios and returns of 9 holding periods for all the 30 sample securities reveal that correlation exists between investor sentiment on social media and the future returns of the Chinese stock …
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