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You searched for `+publisher:"University of Florida" +contributor:("Doss, Hani")`

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University of Florida

1. Steorts, Rebecca Carter. Bayes and Empirical Bayes Benchmarking for Small Area Estimation.

Degree: PhD, Statistics, 2012, University of Florida

URL: http://ufdc.ufl.edu/UFE0043927

► Small area estimation has become increasingly popular due to growing demand for such statistics. In order to produce estimates of adequate precision for these small…
(more)

Subjects/Keywords: Bayes estimators; Benchmarking; Counties; Estimated taxes; Estimation methods; Estimators; Income estimates; Population estimates; State estimation; Statistical estimation; area-level – bayes – benchmarking – bootstrap – empirical-bayes – fay-herriot – small-area

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Steorts, R. C. (2012). Bayes and Empirical Bayes Benchmarking for Small Area Estimation. (Doctoral Dissertation). University of Florida. Retrieved from http://ufdc.ufl.edu/UFE0043927

Chicago Manual of Style (16^{th} Edition):

Steorts, Rebecca Carter. “Bayes and Empirical Bayes Benchmarking for Small Area Estimation.” 2012. Doctoral Dissertation, University of Florida. Accessed September 21, 2019. http://ufdc.ufl.edu/UFE0043927.

MLA Handbook (7^{th} Edition):

Steorts, Rebecca Carter. “Bayes and Empirical Bayes Benchmarking for Small Area Estimation.” 2012. Web. 21 Sep 2019.

Vancouver:

Steorts RC. Bayes and Empirical Bayes Benchmarking for Small Area Estimation. [Internet] [Doctoral dissertation]. University of Florida; 2012. [cited 2019 Sep 21]. Available from: http://ufdc.ufl.edu/UFE0043927.

Council of Science Editors:

Steorts RC. Bayes and Empirical Bayes Benchmarking for Small Area Estimation. [Doctoral Dissertation]. University of Florida; 2012. Available from: http://ufdc.ufl.edu/UFE0043927

University of Florida

2. Roman, Jorge C. Convergence Analysis of Block Gibbs Samplers for Bayesian General Linear Mixed Models.

Degree: PhD, Statistics, 2012, University of Florida

URL: http://ufdc.ufl.edu/UFE0043966

► We consider two widely applicable Bayesian versions of the general linear mixed model (GLMM). These Bayesian GLMMs are created by adopting a proper and an…
(more)

Subjects/Keywords: Consistent estimators; Density; Ergodic theory; Estimation methods; Estimators; Markov chains; Simulations; Statistical discrepancies; Statistics; Sufficient conditions; chains – ergodicity – geometric – gibbs – markov – sampler

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Roman, J. C. (2012). Convergence Analysis of Block Gibbs Samplers for Bayesian General Linear Mixed Models. (Doctoral Dissertation). University of Florida. Retrieved from http://ufdc.ufl.edu/UFE0043966

Chicago Manual of Style (16^{th} Edition):

Roman, Jorge C. “Convergence Analysis of Block Gibbs Samplers for Bayesian General Linear Mixed Models.” 2012. Doctoral Dissertation, University of Florida. Accessed September 21, 2019. http://ufdc.ufl.edu/UFE0043966.

MLA Handbook (7^{th} Edition):

Roman, Jorge C. “Convergence Analysis of Block Gibbs Samplers for Bayesian General Linear Mixed Models.” 2012. Web. 21 Sep 2019.

Vancouver:

Roman JC. Convergence Analysis of Block Gibbs Samplers for Bayesian General Linear Mixed Models. [Internet] [Doctoral dissertation]. University of Florida; 2012. [cited 2019 Sep 21]. Available from: http://ufdc.ufl.edu/UFE0043966.

Council of Science Editors:

Roman JC. Convergence Analysis of Block Gibbs Samplers for Bayesian General Linear Mixed Models. [Doctoral Dissertation]. University of Florida; 2012. Available from: http://ufdc.ufl.edu/UFE0043966

University of Florida

3. Buta, Eugenia. Computational Approaches for Empirical Bayes Methods and Bayesian Sensitivity Analysis.

Degree: PhD, Statistics, 2010, University of Florida

URL: http://ufdc.ufl.edu/UFE0041145

► Computational Approaches for Empirical Bayes Methods and Bayesian Sensitivity Analysis We consider situations in Bayesian analysis where we have a family of priors on the…
(more)

Subjects/Keywords: Bayes estimators; Ergodic theory; Estimation methods; Estimators; Markov chains; Maximum likelihood estimations; Modeling; Point estimators; Skeleton; Statistics; analysis, bayes, bayesian, empirical, factor, hyperparameter, posterior, prior, selection, sensitivity, variable

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Buta, E. (2010). Computational Approaches for Empirical Bayes Methods and Bayesian Sensitivity Analysis. (Doctoral Dissertation). University of Florida. Retrieved from http://ufdc.ufl.edu/UFE0041145

Chicago Manual of Style (16^{th} Edition):

Buta, Eugenia. “Computational Approaches for Empirical Bayes Methods and Bayesian Sensitivity Analysis.” 2010. Doctoral Dissertation, University of Florida. Accessed September 21, 2019. http://ufdc.ufl.edu/UFE0041145.

MLA Handbook (7^{th} Edition):

Buta, Eugenia. “Computational Approaches for Empirical Bayes Methods and Bayesian Sensitivity Analysis.” 2010. Web. 21 Sep 2019.

Vancouver:

Buta E. Computational Approaches for Empirical Bayes Methods and Bayesian Sensitivity Analysis. [Internet] [Doctoral dissertation]. University of Florida; 2010. [cited 2019 Sep 21]. Available from: http://ufdc.ufl.edu/UFE0041145.

Council of Science Editors:

Buta E. Computational Approaches for Empirical Bayes Methods and Bayesian Sensitivity Analysis. [Doctoral Dissertation]. University of Florida; 2010. Available from: http://ufdc.ufl.edu/UFE0041145

University of Florida

4. Tan, Aixin. Convergence Rates and Regeneration of the Block Gibbs Sampler for Bayesian Random Effects Models.

Degree: PhD, Statistics, 2009, University of Florida

URL: http://ufdc.ufl.edu/UFE0024910

► Markov chain Monte Carlo (MCMC) methods have received considerable attention as powerful computing tools in Bayesian statistical analysis. The idea is to produce Markov chain…
(more)

Subjects/Keywords: Consistent estimators; Ergodic theory; Estimators; Markov chains; Perceptron convergence procedure; Simulations; Standard error; Statistics; Sufficient conditions; Tours; asymptotic, convergence, drift, ergodicity, geometric, minorization, variance

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Tan, A. (2009). Convergence Rates and Regeneration of the Block Gibbs Sampler for Bayesian Random Effects Models. (Doctoral Dissertation). University of Florida. Retrieved from http://ufdc.ufl.edu/UFE0024910

Chicago Manual of Style (16^{th} Edition):

Tan, Aixin. “Convergence Rates and Regeneration of the Block Gibbs Sampler for Bayesian Random Effects Models.” 2009. Doctoral Dissertation, University of Florida. Accessed September 21, 2019. http://ufdc.ufl.edu/UFE0024910.

MLA Handbook (7^{th} Edition):

Tan, Aixin. “Convergence Rates and Regeneration of the Block Gibbs Sampler for Bayesian Random Effects Models.” 2009. Web. 21 Sep 2019.

Vancouver:

Tan A. Convergence Rates and Regeneration of the Block Gibbs Sampler for Bayesian Random Effects Models. [Internet] [Doctoral dissertation]. University of Florida; 2009. [cited 2019 Sep 21]. Available from: http://ufdc.ufl.edu/UFE0024910.

Council of Science Editors:

Tan A. Convergence Rates and Regeneration of the Block Gibbs Sampler for Bayesian Random Effects Models. [Doctoral Dissertation]. University of Florida; 2009. Available from: http://ufdc.ufl.edu/UFE0024910

University of Florida

5. Goswami, Manisha. American Option Pricing under Stochastic Volatility Empirical Evaluations.

Degree: PhD, Industrial and Systems Engineering, 2008, University of Florida

URL: http://ufdc.ufl.edu/UFE0022624

► Over the past few years, model complexity in quantitative finance has increased substantially in response to earlier models that did not capture critical events for…
(more)

Subjects/Keywords: American option; Approximation; Assets; Hedging; Market prices; Modeling; Parametric models; Prices; Pricing; Stochastic models; american, lsm, stochastic, volatility

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Goswami, M. (2008). American Option Pricing under Stochastic Volatility Empirical Evaluations. (Doctoral Dissertation). University of Florida. Retrieved from http://ufdc.ufl.edu/UFE0022624

Chicago Manual of Style (16^{th} Edition):

Goswami, Manisha. “American Option Pricing under Stochastic Volatility Empirical Evaluations.” 2008. Doctoral Dissertation, University of Florida. Accessed September 21, 2019. http://ufdc.ufl.edu/UFE0022624.

MLA Handbook (7^{th} Edition):

Goswami, Manisha. “American Option Pricing under Stochastic Volatility Empirical Evaluations.” 2008. Web. 21 Sep 2019.

Vancouver:

Goswami M. American Option Pricing under Stochastic Volatility Empirical Evaluations. [Internet] [Doctoral dissertation]. University of Florida; 2008. [cited 2019 Sep 21]. Available from: http://ufdc.ufl.edu/UFE0022624.

Council of Science Editors:

Goswami M. American Option Pricing under Stochastic Volatility Empirical Evaluations. [Doctoral Dissertation]. University of Florida; 2008. Available from: http://ufdc.ufl.edu/UFE0022624

University of Florida

6. Guha, Suchandan. American Option Pricing under Stochastic Volatility Efficient Numerical Approaches.

Degree: PhD, Industrial and Systems Engineering, 2008, University of Florida

URL: http://ufdc.ufl.edu/UFE0022641

► We developed two new numerical techniques to price American options when the underlying follows a bivariate process. The first technique exploits the semi-martingale representation of…
(more)

Subjects/Keywords: American option; Approximation; Call options; Finance; Mathematical constants; Prices; Pricing; Put options; Stochastic models; Stock prices; american, engineering, financial, lsm, option, pricing, stochastic, volatility

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Guha, S. (2008). American Option Pricing under Stochastic Volatility Efficient Numerical Approaches. (Doctoral Dissertation). University of Florida. Retrieved from http://ufdc.ufl.edu/UFE0022641

Chicago Manual of Style (16^{th} Edition):

Guha, Suchandan. “American Option Pricing under Stochastic Volatility Efficient Numerical Approaches.” 2008. Doctoral Dissertation, University of Florida. Accessed September 21, 2019. http://ufdc.ufl.edu/UFE0022641.

MLA Handbook (7^{th} Edition):

Guha, Suchandan. “American Option Pricing under Stochastic Volatility Efficient Numerical Approaches.” 2008. Web. 21 Sep 2019.

Vancouver:

Guha S. American Option Pricing under Stochastic Volatility Efficient Numerical Approaches. [Internet] [Doctoral dissertation]. University of Florida; 2008. [cited 2019 Sep 21]. Available from: http://ufdc.ufl.edu/UFE0022641.

Council of Science Editors:

Guha S. American Option Pricing under Stochastic Volatility Efficient Numerical Approaches. [Doctoral Dissertation]. University of Florida; 2008. Available from: http://ufdc.ufl.edu/UFE0022641

University of Florida

7. Roy, Vivekananda. Theoretical and Methodological Developments for Markov Chain Monte Carlo Algorithms for Bayesian Regression.

Degree: PhD, Statistics, 2008, University of Florida

URL: http://ufdc.ufl.edu/UFE0022377

► I develop theoretical and methodological results for Markov chain Monte Carlo (MCMC) algorithms for two different Bayesian regression models. First, I consider a probit regression…
(more)

Subjects/Keywords: Consistent estimators; Ergodic theory; Markov chains; Mathematical theorems; Matrices; Perceptron convergence procedure; Regression analysis; Simulations; Statistical discrepancies; Statistics; bayesian, da, efficiency, markov, monte, multivariate, probit, px, regenerative

Record Details Similar Records

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Roy, V. (2008). Theoretical and Methodological Developments for Markov Chain Monte Carlo Algorithms for Bayesian Regression. (Doctoral Dissertation). University of Florida. Retrieved from http://ufdc.ufl.edu/UFE0022377

Chicago Manual of Style (16^{th} Edition):

Roy, Vivekananda. “Theoretical and Methodological Developments for Markov Chain Monte Carlo Algorithms for Bayesian Regression.” 2008. Doctoral Dissertation, University of Florida. Accessed September 21, 2019. http://ufdc.ufl.edu/UFE0022377.

MLA Handbook (7^{th} Edition):

Roy, Vivekananda. “Theoretical and Methodological Developments for Markov Chain Monte Carlo Algorithms for Bayesian Regression.” 2008. Web. 21 Sep 2019.

Vancouver:

Roy V. Theoretical and Methodological Developments for Markov Chain Monte Carlo Algorithms for Bayesian Regression. [Internet] [Doctoral dissertation]. University of Florida; 2008. [cited 2019 Sep 21]. Available from: http://ufdc.ufl.edu/UFE0022377.

Council of Science Editors:

Roy V. Theoretical and Methodological Developments for Markov Chain Monte Carlo Algorithms for Bayesian Regression. [Doctoral Dissertation]. University of Florida; 2008. Available from: http://ufdc.ufl.edu/UFE0022377

University of Florida

8. Li, Zhen. Bayesian Methodologies for Genomic Data with Missing Covariates.

Degree: PhD, Statistics, 2008, University of Florida

URL: http://ufdc.ufl.edu/UFE0022460

► With advancing technology, large single nucleotide polymorphism (SNP) datasets are easily available. For the ADEPT 2 project, we have candidate SNPs and interesting phenotypic trait…
(more)

Subjects/Keywords: Bayes estimators; Covariance; Datasets; Genotypes; Markov chains; Matrices; Missing data; Modeling; Parametric models; Parents; bayes, genomic, gibbs, metropolis, missing, variable

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Li, Z. (2008). Bayesian Methodologies for Genomic Data with Missing Covariates. (Doctoral Dissertation). University of Florida. Retrieved from http://ufdc.ufl.edu/UFE0022460

Chicago Manual of Style (16^{th} Edition):

Li, Zhen. “Bayesian Methodologies for Genomic Data with Missing Covariates.” 2008. Doctoral Dissertation, University of Florida. Accessed September 21, 2019. http://ufdc.ufl.edu/UFE0022460.

MLA Handbook (7^{th} Edition):

Li, Zhen. “Bayesian Methodologies for Genomic Data with Missing Covariates.” 2008. Web. 21 Sep 2019.

Vancouver:

Li Z. Bayesian Methodologies for Genomic Data with Missing Covariates. [Internet] [Doctoral dissertation]. University of Florida; 2008. [cited 2019 Sep 21]. Available from: http://ufdc.ufl.edu/UFE0022460.

Council of Science Editors:

Li Z. Bayesian Methodologies for Genomic Data with Missing Covariates. [Doctoral Dissertation]. University of Florida; 2008. Available from: http://ufdc.ufl.edu/UFE0022460