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.
Results
Showing 1 to 20 of 47 for “"empirical distribution"”.
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Empirical distribution function statistics, speed of convergence, and p-variation
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1994.
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Normality of JSE Returns: Macro-outliers, Micro-outliers: an Empirical Evaluation
Previous work on the empirical distribution of security returns has found that equity returns are not normally distributed. These findings have brought the applicability of certain asset allocation and pricing frameworks into question. This study examines whether the removal of a priori …
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The design of binary shaping filter of binary code
… it is required that the codebook has an empirical distribution that maximizes the mutual information over the channel. In coding theory, however, most codes we can generate have Bernoulli (1/2) distribution. In this thesis, we present a new coding scheme to efficiently generate binary …
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Essays on Market Microstructure, Behavioral Finance, and Asset Management
… from 448 actively managed funds and employ the empirical strategy of Bollen and Busse (2001) to assess the ability of fund managers to time systematic risk factors. We construct synthetic portfolios to obtain the empirical distribution of timing coefficients under the null hypothesis of no …
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Conformational analysis and dielectric relaxation of polycarbosilanes and related materials
… for the α-relaxation process and Davidson-Cole empirical distribution factors have been calculated.
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A decomposition-based approach to uncertainty quantification of multicomponent systems
… analysis approach is shown to converge in distribution to the traditional all-at-once Monte Carlo uncertainty analysis under certain conditions. Our decomposition-based sensitivity analysis approach, which is founded on our decomposition-based uncertainty analysis algorithm, apportions the …
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Density estimation and some topics in multivariate analysis
… "A test of goodness-of-fit for multivariate distributions with special emphasis on multinornality", investigates a modification of the Chi-squared goodness-of-fit statistic which eliminates certain objectionable properties of other multivariate goodness-of-fit tests. Special emphasis is given …
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The optimal asset allocation for South African real return investors
… are modelled with data-centric methods that are empirical and non-parametric in nature, and are able to capture the dependencies of returns over time. The asset classes that are considered are South African (SA) equities, SA bonds, SA cash, SA property, global equities, global bonds, global cash, …
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The goodness-of-fit tests for geometric models
… two types of goodness-of-fit tests for geometric distribution and for a bivariate geometric distribution called BGD(B&D), based on their probability generating function (PGF). The first type is a special-case application of the general testing procedure for discrete distributions proposed by …
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Monitoring unknown source IP addresses and packet sizes to detect DDoS attacks
… follows a mixture of discrete and heavy tailed distributions. Both detection systems monitor the percentage of unknown source IP addresses. The rst detection model is formulated as a xed sample size binary hypothesis testing. The decision making is based on the Neyman-Pearson criteria. The …
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Accelerating NOvA's Feldman-Cousins procedure using high performance computing platforms
… of independent pseudoexperiments to generate empirical distribution functions that are used to calculate the significance of observations. I, along with collaborators on NOvA and Scientific Discovery through Advanced Computing: High Energy Physics Data Analytics (SciDAC-4) collaborations, have …
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The effects of spectral estimation on matched filter design
… The latter incorporates knowledge of the empirical distribution of the particular spectral estimator used, as well as the freedom of manipulating the signal.
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Inference for Predictor Comparisons: Dominance Analysis and the Distribution of R(2) Differences
… Three of these methods rely on examining the distribution of R2 differences by using (1) the asymptotic estimate of its covariance matrix, (2) the bootstrap estimate of its covariance matrix, or (3) the full empirical distribution (obtained using the bootstrap). The fourth inference method …
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Can we improve the freight network solutions of a large retailer by using probability distributions to model demand?
… transportation network by employing probability distributions to model freight demand. The quality of the solutions was assessed in the basis of transportation cost and service level. The research work was based on a large scale LP optimization tool, called Stochastic Flow Analyzer. SFA attempts …
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Three Essays on Econometric Analysis
… the unrestricted and restricted models. The empirical distribution of the test statistic is generated by bootstrapping and the asymptotic distribution for the bootstrap test statistic is also provided. The last chapter examines the relationship between population health and income inequality …
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The robustness to non-normality of significance levels of the t and F tests
… variances is very sensitive to such departures. Empirical studies made by Norton (19) and Boneau (3) agree with Gayen's theoretical conclusions. Norton studied the effect of non-normality on the F-test of analysis of variance,and showed that the form of the sampled population had very little …
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Modeling and estimation in Gaussian graphical models : maximum-entropy methods and walk-sum analysis
… graphical model approximation to a specified distribution. The estimation problem in turn exploits this graph structure to solve high-dimensional estimation problems very efficiently. We propose a new approach for learning a thin graphical model approximation to a specified multivariate …
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Statistical methods for mapping kinetics together with associated uncertainties in long field of view dynamic PET studies
… treatment decisions. This method uses an empirical distribution of re-scaled data and a non-parametric approach for analysis of the spatial correlation structure. Numerical simulations using both direct Filtered Backprojection (FBP) and iterative Maximum Likelihood (ML) reconstructions are …
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Improving Market Risk Management with Heuristic Algorithms
… over- or underestimate the portfolio risk. In an empirical analysis with TA and TR optimisation, we show that our new approach successfully optimises the portfolio risk-return profile and reduces the capital requirements. Next, we analyse the effect of different estimation techniques on the …
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A study of stochastic processes in Banach spaces
… matrices are considered. Each Xn is n by n with distribution invariant under unitary conjugation and induced by a positive weight function on R. New proofs are given of results, due to Boutet de Monvel, Pastur, Shcherbina and Sodin, on the behaviour of the empirical distribution of the …
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