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 14 of 14 for “"Non-parametric estimation"”.
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Non parametric Estimation of high-frequency Volatility and Correlation Dynamics
… of the Fourier estimator, a newly proposed nonparametric methodology to measure ex-post volatility and cross-volatilities as functions of time, when financial assets are observed at different highfrequency levels over the day. The estimator has the peculiar feature to employ the observed …
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Jointly Asymptotically Efficient Non-Parametric Estimation of Regression and Scale Parameters
Made available in DSpace on 2014-12-11T18:24:09Z (GMT). No. of bitstreams: 1 7414553.pdf: 1299803 bytes, checksum: f64de5f45cf8b17736390040f9111fbb (MD5) Previous issue date: 1974
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Non-parametric estimation methods for instrumental variables and sample selection : theory and applications
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 1998.
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Consistency and Convergence of Non-parametric Estimation of Drift and Diffusion Coefficients in SDEs from Long Stationary Time-series
We study the efficiency of non-parametric estimation of stochastic differential equations driven by Brownian motion (i.e. diffusions) from long stationary trajectories. First, we introduce estimators based on conditional expectation which is motivated by the definition of drift and diffusion …
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Query processing in heterogeneous distributed database management systems
… query expressed over a conceptual schema; (3) An estimation methodology to derive the intermediate result sizes of the database operations; (4) A query decomposition algorithm to generate an efficient sequence of the basic database operations to answer the query. This research addressed the first …
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In-sample forecasting: structured models and reserving
… reserving practice can be understood as a non-parametric estimation approach in a structured model setting. The forecast of future claims is done without the use of exposure information, i.e., without knowledge about the number of underwritten policies. New statistical estimation techniques …
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ECONOMIC DIVERSIFICATION: THE CASE OF SAUDI ARABIA WITH REFERENCE TO RICH NATURAL RESOURCE COUNTRIES
… the Saudi’s economy by stimulating those non-oil sectors through trade openness. Furthermore, through this analysis we could determine the economic sectors that might be negatively affected by trade openness. Therefore, imposing more protective trade policies that reduce trade …
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Systematic asset allocation using flexible views for South African markets
… 144, 145]. The HS-FP framework is a flexible non-parametric estimation approach that considers future asset class behavior to be conditional on time and market environments, and derives a forward-looking distribution that is consistent with this view while remaining as close as possible to the …
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ESSAYS ON NONPARAMETRIC ESTIMATION OF HETEROGENEOUS CAUSAL EFFECTS
My dissertation studies semi- and non-parametric estimation strategies for the distribution of heterogeneous causal effects with applications to labor economics and macroeconomics. \par In the first chapter, I propose a nonparametric strategy to identify the distribution of heterogeneous causal …
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Machine learning approaches to challenging problems : interpretable imbalanced classification, interpretable density estimation, and causal inference
… feature space. The second problem is a density estimation problem for categorical data sets. We present tree- and list- structured density estimation methods for binary/categorical data. We present three generative models, where the first one allows the user to specify the number of desired …
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Essays on Empirical Analysis of Continuous-Time Models of Industrial Organization
… develop a methodology for the identification and non-parametric estimation of a continuous-time principal-agent model. My framework extends the existing literature on optimal dynamic contracts by allowing for the presence of unobserved state variables. To accommodate such heterogeneity, I develop …
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Child road trauma: a profile for children in New South Wales and evaluation of properly-used age-appropriate restraints as a countermeasure
… the period of July 1998 to June 2005 using a non-parametric estimation method, and reported a non-significant decline of hospitalised injuries to child passengers over time. The second study used Poisson regression to demonstrate that rural NSW children were two times more likely to suffer …
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Collaborative Information Processing in Wireless Sensor Networks for Diffusive Source Estimation
… processing for diffusive source parameter estimation using wireless sensor networks (WSNs) capable of sensing in dispersive medium/environment, from signal processing perspective. We begin the dissertation by focusing on the mathematical formulation of a special diffusion phenomenon, i.e., …
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Επί μεθόδων στατιστικής συπερασματολογίας με χρήση της εμπειρικής χαρακτηριστικής συνάρτησης
… research and for which the standard methods of estimation are not efficient. In chapter III an adaptive estimator of the median of symmetric populations is introduced. In the proposed method of estimation a tail-weight index is used based on the modulus of the ecf for the specification of the …