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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 59 for “"Student t"”.
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Estimating stochastic volatility models with student-t distributed errors
… Bollerslev (1987), estimating ARCH models with Student-t distributed errors, to estimating Stochastic Volatility (SV) models with Student-t distributed errors. It is unclear whether Gaussian distributed errors sufficiently account for the observed leptokurtosis in financial time series and hence …
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Monte Carlo Examination of Static and Dynamic Student t Regression Models
… a number of issues related to Static and Dynamic Student t Regression Models. The Static Student t Regression Model is derived and transformed to an operational form. The operational form is then examined in a series of Monte Carlo experiments. The model is judged based on its usefulness for …
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Volatility forecasting using Double-Markov switching GARCH models under skewed Student-t distribution
… Markov switching GARCH model with a skewed Student-t error distribution. The model was applied to individual shares obtained from the Johannesburg Stock Exchange (JSE). The Bayesian approach which uses Markov Chain Monte Carlo was used to estimate the unknown parameters in the model. The …
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Robust Prediction of Large Spatio-Temporal Datasets
… describes a robust and efficient design of Student-t based Robust Spatio-Temporal Prediction, namely, St-RSTP, to provide estimation based on observations over spatio-temporal neighbors. It is crucial to many applications in geographical information systems, medical imaging, urban planning, …
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Statistical algorithms for Cluster Weighted Models
… numerical point of view for both Gaussian and Student-t CWM. Then we introduce a novel family of twelve mixture models, all nested in the linear-t cluster weighted model (CWM). This family of models provides a unified framework that also includes the linear Gaussian CWM as a special case. …
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Statistical Analysis of Seasonal Precipitation for the Lake Pontchartrain Basin and Associated Watersheds
… of the Shapiro-Wilk Test, the F-Test, and the Student T-test, eight station groups were formed. To define seasonal rainfall patterns across south Louisiana, statistical tests were conducted for a 12 month period and six and three month intervals. For the six month intervals, group rainfall …
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Nurse and patient perception of stressors associated with coronary artery bypass surgery
… Product Moment Correlation Coefficient, and (3) Student t-test. Nurses consistently rated the stressors higher than the patients. The results suggest that nurses need to develop a method of accurately assessing the patient's perception of the stressors related to coronary artery bypass surgery. …
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Investigating food waste management in college and university foodservice operations
… Services, and 63 usable responses were received. Student t-tests and analysis of variance (ANOVA) were used to compare to test differences among groups. Educating customers about FWM was considered most likely to reduce food waste among suggested foodservice management activities. Composting was …
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Approximate interval estimation methods for the reliability of systems using component data with exponential and Weibull distributions.
… also simple to evaluate and requires the use of Student t tables.
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Evaluation of Integumental Extension Patterns in American-Japanese and its Comparisons to Burstone's Caucasian Standards
… the Caucasian sample by the calculation of the student t test. The results obtained showed significant differences between the males and females of the American-Japanese sample in eight of ten extension measurements. When comparing American-Japanese males to Caucasian males, four extension …
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The Distribution of Individual Stock Returns in a Modified Black-scholes Option Pricing Model
… model using the Weiner process. It was found the Student-t distribution did a better job at modeling the larger time intervals and the 3-parameter lognormal did a better job at modeling the smaller time intervals. We were not able to make any definite conclusion due to the cost of purchasing …
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Creation of an Effective Manufacturing Supply Chain Utilizing Lean Best Practices
… in this paper has been validated using the Student t-test to statistically determine that improvement occurred with the application of the described principles.
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Cardiac Na+, K+, Mg+2 and Ca+2 Concentrations in Chronically Exercised Rats
… were all non-significant according to the Student t-test. The following concentration ratios were calculated for both groups: Na+: K+, Mg+2: Ca+2, and Ca+2 : Na+. No significant differences were found. There was considerable variation among individual results; an increased sample size might …
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Nutrient loading in the Vaal River over the past two decades
… and industrial activities, and urban areas. Student t-tests investigated the difference between the two decades and in most cases showed significant differences between these decades. The last decade showed elevated nutrient levels for N03, NH4+ and chlorophyll-a in most of the DWS monitoring …
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Portfolio risk minimization under departures from normality
… variance, when returns have a multivariate Student-t distribution with degrees of freedom less than or equal to 6. This motivates our consideration of other robust measures of risk, for which we present linear and quadratic programming formulations.
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The development of a systematic experimental method for damage identification
… and the curvature models were used. Finally, the student t' statistical tests were applied to decide whether the two compared data sets are significantly different in statistical sense.
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Prediction of soil moisture from selected climatic data
… and measure soil moisture were compared by the student t-test for paired observations. The results of the statistical analysis indicated it could be used to estimate soil moisture in local conditions. Finally, the correlation between daily evapotranspiration and pan evaporation was determined. A …
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Evaluation of methods for measuring aggregate specific gravity
… methods to the AASHTO method was done using the student t distribution test.
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Risk aggregation and capital allocation using copulas
… can be simulated by using the Gaussian, Cauchy, Student t and Clayton copulas in order to determine capital requirements using 95% VaR, 99% VaR, 95% ETL, 99% ETL and StressVaR. The resultant capital estimates will always be a function of the choice of copula, the choice of risk measure and the …
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Comparing aerobic adaptations with a running based high intensity interval training (HIIT) and a continuous endurance training (CET) protocol in relatively healthy adults
… Pre to post test values were compared using a student t test with p < ̲ .05, and significance between were measured us a one-way ANOVA with a Tukey post-hoc when necessary. The HIlT and CET group found significance in regards to VO₂[subscritp max] with no difference between groups. The HIlT and …
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