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 16 of 16 for “"Multivariate distribution"”.
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A study of the multivariate distribution of commodity futures prices with a view to the development of portfolios and trading systems
The univariate and multivariate distribution of daily returns on contracts in the London cocoa, coffee, sugar and rubber futures markets over the period 1975-79 are studied. In the analysis, two relatively recent multivariate procedures (the multivariate serial correlation coefficient and the …
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Some Contributions to Tolerance Intervals and Statistical Process Control
… tolerance intervals. Moreover, the existing multivariate distribution-free control charts in the literature lack the ability to identify the out-of-control variables directly from the chart signal and the scale of the original variables is often lost. In this dissertation, new tolerance …
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Some applications of copulae to finance
… variables - expressed through their marginal distributions - to their joint or multivariate distribution.
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ΜΟΝΟΔΙΑΣΤΑΤΕΣ ΚΑΙ ΠΟΛΥΔΙΑΣΤΑΤΕΣ ΚΑΤΑΝΟΜΕΣ POLYA ΚΑΙ ΑΝΑΣΤΡΟΦΗ POLYA ΤΑΞΕΩΣ Κ
… WE DERIVE AND STUDY NEW UNIVARIATE AND MULTIVARIATE DISCRETE DISTIBUTIONS OF ORDER K. WE INTRODUCE THE FOLLOWING DISTRIBUTIONS OF ORDER K, TYPE II: HYPERGEOMETRIC, NEGATIVE HYPERGEOMETRIC, INVERSE HYPERGEOMETRIC, INVERSE NEGATIVE HYPERGEOMETRIC, POLYA, INVERSE POLYA AND UNIFORM …
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On some multivariate descriptive statistics based on multivariate signs and ranks
In this research, several notions of multivariate symmetry and multivariate medians are discussed. We consider a generalization of univariate quantiles to the multivariate context and producing quantile contour plots. Also some descriptive nonparametric multivariate measures like scale curves, …
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LIMIT THEOREMS FOR FUNCTIONS OF MARGINAL QUANTILES AND ITS APPLICATION.
… well as making statistical inference. Meanwhile,multivariate data ordering schemes has a successful application in the color image processing. So in this paper,we extended the broken sample formulation to study the limit theorem for functions of marginal quantiles.We mainly studied how to explore …
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Generalized Principal Component Analysis
… of extending the PCA model beyond the Normal multivariate distribution to the Elliptically Symmetric family of distributions, which includes the Normal, the Student's t, the Laplace and the Pearson type II distributions as special cases. The result of these extensions is called the Generalized …
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Contributions to Profile Monitoring and Multivariate Statistical Process Control
… monitoring and 2) an improved approximate distribution for the T² statistic based on the successive differences covariance matrix estimator. Part 1: Nonlinear Profile Monitoring In an increasing number of cases the quality of a product or process cannot adequately be represented by the …
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Testing properties of Ising models
Given samples from an unknown multivariate distribution p, is it possible to distinguish whether p is the product of its marginals versus p being [epsilon]-far from every product distribution? Similarly, is it possible to distinguish whether p equals a given distribution q versus p and q being …
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Some new Laplace-based probability distributions for modeling data with pronounced peaks combined with heavy tails and outliers
… of Kotz et al. (2001), the classical Laplace distribution and its skewed generalizations have become increasingly important in modeling univariate and multivariate data across diverse application areas. In this study, we explore several extensions of the Laplace model, both univariate and …
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Multivariate Statistical Analysis In Single Cell Transcriptomics
… 3, we summarize a framework for comparing a multivariate distribution across k groups, and thereafter describe scenarios where this graph-based test allows us to compare the distribution of gene sets, corresponding to a biological pathway or function, across a set of closely related cell …
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Incorporating asymmetric dependency patterns in the evaluation of IS/IT projects using real option analysis
… Copulas allow each variable that make up a multivariate distribution to be considered separately from the dependence structure between the variables. This work can be seen as a logical next step in the MIS literature, which has thus far focused on evaluating individual projects without …
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Drought predictions: applications in Australia.
… insight into the nature of drought in Australia, multivariate models of drought characteristics are developed. Preliminary analysis demonstrates high correlations between several drought characteristics, these are the drought severity, intensity and duration. This thesis applies the copula …
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Mixture Modeling for Multivariate Observations
In this thesis, nonparametric multivariate density estimation is studied. The kernel density estimation predominately used in the literature is known to be less than ideal in both computation and estimation efficiency, especially for multivariate observations. Mixtures, particularly nonparametric …
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Modelling multiple disease risk factors for microsimulation studies
… are distinguished by how they decompose the multivariate distribution of the risk factors. The non-parametric methods are based on stratified sampling, and we develop a novel method for defining strata based on regression trees. We then describe how we can build on those methods to simulate …
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Robust mixtures of regression models
… tting mixture regression models assume a normal distribution for error and then estimate the regression param- eters by the maximum likelihood estimate (MLE). In this project, we demonstrate that the MLE, like the least squares estimate, is sensitive to outliers and heavy-tailed error …