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 10 of 10 for “"M-estimation"”.
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Contributions to Conditional Heteroscedastic Models: M-Estimation and Other Methods.
… models. The performance of M-estimators in the estimation and prediction of value-at-risk (VaR) is investigated. A wide range of summary statistics is used to evaluate and compare M-estimators in estimating the in-sample and predicting the out-of-sample VaR of three well-known stock indices. …
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Model selection: Consistency and robustness properties of the Schwarz Information Criterion for generalized M-estimation
This thesis main focus are the robustness properties of the Schwarz Information Criterion (SIC) based on sample objective functions defining (Bias) robust M-estimators. The Bayesian underpinnings of such a criterion are established by extending Schwarz's original framework to densities not …
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A robust variable order facet model for image data
… contains a systematic Monte Carlo study of M-estimation and LMS estimation for image surface approximation, an examination of the merits of postprocessing and tuning various parameters in the robust estimation procedures, and a new robust variable order facet model paradigm. Several new …
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Statistical Methods for Complex and/or High Dimensional Data
… Ultimately, we present matching quantiles M-estimation (MQME), a novel method establishing the relationship between the target response variable and the explanatory variables. MQME extends the matching quantiles estimation (MQE) method to a more general one by replacing the ordinary …
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Outlier Resistant Model Robust Regression
… is a blend of a robust parametric fit, such as M-estimation, with a robust nonparametric fit, such as Loess. Some properties of the method will be discussed as well as illustrated with several examples.
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Statistical Modeling of Simulation Errors and Their Reduction via Response Surface Techniques
… approximations. A robust regression technique, M-estimation implemented by iteratively reweighted least squares (IRLS), is used to identify the outliers, which are then repaired by higher fidelity optimizations. The IRLS procedure is applied to the results of the Rosenbrock test problem, and wing …
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Identification and estimation in panel models with overspecified number of groups
… structure in panel models by adapting the M-estimationmethod. We consider both linear and nonlinear panel models where the regression coefficients are heterogeneous across groups but homogeneous within a group and the group membership is unknown to researchers. The main result of the thesis …
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Numerical Methods for the Chemical Master Equation
The chemical master equation, formulated on the Markov assumption of underlying chemical kinetics, offers an accurate stochastic description of general chemical reaction systems on the mesoscopic scale. The chemical master equation is especially useful when formulating mathematical models of gene …
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Analysis based on incomplete data
Submission published under a 24 month embargo labeled 'Closed Access', the embargo will last until 2024-12-01
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Estimation in Truncated Exponential Family of Distributions
… approach to the problem of maximum likelihood estimation in the two parameter doubly truncated normal, truncated gamma, and singly truncated normal families, and obtain a set of necessary and sufficient conditions in terms of observable sample quantities. This approach basically depends upon …