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 20 of 7061 for “"variance"”.
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Lower bounds for the variance of uniformly minimum variance unbiased estimators
… of this paper was to study lower bounds ·for the variance of uniformly minimum variance unbiased estimators. The lower bounds of Cramer and Rao, Bhattacharyya, Hammersley, Chapman and Robbins, and Kiefer were derived and discussed. Each was compared with the other, showing their relative merits …
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CUSUM Generalized Variance Charts
… the mean vector are affected by a shit in the covariance matrix. As in the univariate case, a chart for monitoring for a change in the covariance matrix should be examined first before examining the chart used to monitor for a change in the mean vector.</p>
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SPDEs with Infinite-Variance Lévy Noise
This thesis is devoted to the study of the existence and uniqueness of solutions for stochastic partial differential equations (SPDEs) driven by Lévy noise. The main contributions of this work are contained in the recent publications [32] and [5]. Article [32] focuses on a stochastic wave equation …
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Assessing Common Variance in Psychopathy Measures
… accounted for 95% of the common variance in the PCL-YV. Further, consistent with previous research, there was little item correspondence between the APSD measures and the PCL-YV. Documenting the similarities and differences in regard to the construct of psychopathy is necessary in …
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Outliers and influence under arbitrary variance
Using a geometric approach to best linear unbiased estimation in the general linear model, the additional sum of squares principle, used to generate decompositions, can be generalized allowing for an efficient treatment of augmented linear models. The notion of the admissibility of a new variable …
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Organisational climate: variance across functional units
… for each functional unit. One-way analysis of variance (the Kruskal-Wallis Test) was used for assessing the significance of differences between the four units on the different climate subscales. The results of the study supported the hypothesis that had been formulated. It was concluded that …
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Semi supervised weighted maximum variance dimensionality reduction
… features. The two parameter weighted maximum variance (2P-WMV) is a generalized dimensionality reduction method of which principal component analysis (PCA) and maximum margin criterion (MMC) are special cases.. In this paper, we have extended the 2P-WMV approach from our previous work to a …
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On the multivariate components of variance problem
… procedures for making inferences on the variance components in univariate mixed effect models have been developed and extensively used in many fields. Development for multivariate mixed models has been relatively limited. One important issue in the multivariate problem is determining the …
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Conditional error variance in the WISC-IV
… to empirically test the conditional error variance hypothesis. Graduate students in clinical psychology at a Midwestern university scored fictitious WISC-IV Vocabulary subtests constructed to yield actual scaled scores of 4, 10, and 16. Classical measurement theory assumes error rate will …
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Variance Contamination Due to a Systems Environment
This dissertation analyzed the use of standard costing for exception reporting in a systems environment. Standard costing, when used with a ex post flexible budget, has been commonly used in accounting to support management by exception. An assumption of responsibility center accounting is that …
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Variance-reduced simulation of lattice Markov chains
… these sample paths exhibit dramatically reduced variance. The work is comprised of three main parts. First, we introduce algorithms to reduce the simulation costs for discrete-time Markov chains. We describe how to modify the simulation of sample trajectories that introduces negative correlation …
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Enhanced minimum variance optimisation: a pragmatic approach
… modifications and enhancements of Mean Variance (MV) optimisation. This study endeavours to extend on this, by means of adding factors to the minimum variance framework, which would increase the likelihood of outperforming both the market and the minimum variance portfolio (MVP). An …
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Mean-variance hedging in an illiquid market
… square replication error at maturity. This mean-variance optimal strategy is first found when the liquidly traded asset is a local martingale under the real world probability measure through an application of the Kunita-Watanabe projection onto the space of attainable claims. The result is then …
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Exploitation of nonadditive variance through nonrandom mating
… mating programs, utilizing nonadditive genetic variance only by avoiding mating between close relatives to prevent inbreeding depression, could be improved upon by use of predicted combination effects due to nonadditive variation beyond inbreeding. Simulation was employed to evaluate increase in …
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Simple Strategies for Variance Uncertainty in Meta-Analysis
… usually used in practice tends to have a variance higher than the optimal one even though this appears to be lower, just by chance.<br/> In performing a fixed-effects meta-analysis, individual treatment estimates are weighted proportionately to the precision of the study. Such weighting is …
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Simple strategies for variance uncertainty in meta-analysis
… usually used in practice tends to have a variance higher than the optimal one even though this appears to be lower, just by chance. In performing a fixed-effects meta-analysis, individual estimates are weighted proportionately to the precision of the study. Such weighting is optimal only …
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A Mean Variance Skewness Model of Security Demand
Made available in DSpace on 2014-12-11T17:13:28Z (GMT). No. of bitstreams: 1 7511641.pdf: 5580396 bytes, checksum: b06b2656f172ac498d6026b958a9bc08 (MD5) Previous issue date: 1974
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Multivariate Analysis of Variance of Repeated Measures Experiments
Made available in DSpace on 2014-12-10T18:47:42Z (GMT). No. of bitstreams: 1 7414516.pdf: 3869678 bytes, checksum: 1dc0053bd2c5ec0f9e46d8915763f2a3 (MD5) Previous issue date: 1974
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Variance reduction for Poisson and Markov jump processes
This thesis develops new variance reduction algorithms for the simulation and estimation of stochastic dynamic models. It provides particular application to particle dynamics models including an emissions process and radioactive decay. These algorithms apply several variance reduction techniques to …
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