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You searched for subject:(Student t distribution). Showing records 1 – 10 of 10 total matches.

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1. Mohamed, Khadar Ali. Applying Value at Risk (VaR) analysis to Brent Blend Oil prices.

Degree: Business and Economic Studies, 2011, University of Gävle

  The purpose with this study is to compare four different models to VaR in terms of accuracy, namely Historical Simulation (HS), Simple Moving Average… (more)

Subjects/Keywords: Value at Risk (VaR); Normaldistribution; Student t-distribution; Expected exception; Failure rate

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

APA (6th Edition):

Mohamed, K. A. (2011). Applying Value at Risk (VaR) analysis to Brent Blend Oil prices. (Thesis). University of Gävle. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:hig:diva-10798

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Mohamed, Khadar Ali. “Applying Value at Risk (VaR) analysis to Brent Blend Oil prices.” 2011. Thesis, University of Gävle. Accessed January 22, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:hig:diva-10798.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Mohamed, Khadar Ali. “Applying Value at Risk (VaR) analysis to Brent Blend Oil prices.” 2011. Web. 22 Jan 2020.

Vancouver:

Mohamed KA. Applying Value at Risk (VaR) analysis to Brent Blend Oil prices. [Internet] [Thesis]. University of Gävle; 2011. [cited 2020 Jan 22]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hig:diva-10798.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Mohamed KA. Applying Value at Risk (VaR) analysis to Brent Blend Oil prices. [Thesis]. University of Gävle; 2011. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hig:diva-10798

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

2. Tan, Tao. Univariate and Bivariate ACD Models for High-Frequency Data Based on Birnbaum-Saunders and Related Distributions.

Degree: MSc, 2018, McMaster University

 This thesis proposes a new class of bivariate autoregressive conditional median duration models for matched high-frequency data and develops some inferential methods for an existing… (more)

Subjects/Keywords: High-frequency financial data; Autoregressive conditional duration model; Conditional quantile duration; Student-t Birnbaum-Saunders distribution; Bivariate Birnbaum-Saunders distribution; Bivariate Student-t Birnbaum-Saunders distribution; Maximum likelihood estimation; Nelder-Mead algorithm; BFGS method; Monte Carlo simulation; Density forecast; Goodness-of-fit; Model discrimination; Information-based criterion

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APA (6th Edition):

Tan, T. (2018). Univariate and Bivariate ACD Models for High-Frequency Data Based on Birnbaum-Saunders and Related Distributions. (Masters Thesis). McMaster University. Retrieved from http://hdl.handle.net/11375/23977

Chicago Manual of Style (16th Edition):

Tan, Tao. “Univariate and Bivariate ACD Models for High-Frequency Data Based on Birnbaum-Saunders and Related Distributions.” 2018. Masters Thesis, McMaster University. Accessed January 22, 2020. http://hdl.handle.net/11375/23977.

MLA Handbook (7th Edition):

Tan, Tao. “Univariate and Bivariate ACD Models for High-Frequency Data Based on Birnbaum-Saunders and Related Distributions.” 2018. Web. 22 Jan 2020.

Vancouver:

Tan T. Univariate and Bivariate ACD Models for High-Frequency Data Based on Birnbaum-Saunders and Related Distributions. [Internet] [Masters thesis]. McMaster University; 2018. [cited 2020 Jan 22]. Available from: http://hdl.handle.net/11375/23977.

Council of Science Editors:

Tan T. Univariate and Bivariate ACD Models for High-Frequency Data Based on Birnbaum-Saunders and Related Distributions. [Masters Thesis]. McMaster University; 2018. Available from: http://hdl.handle.net/11375/23977

3. Ofe, Hosea. Value at Risk: A Standard Tool in Measuring Risk : A Quantitative Study on Stock Portfolio.

Degree: Umeå School of Business, 2011, Umeå University

  The role of risk management has gained momentum in recent years most notably after the recent financial crisis. This thesis uses a quantitative approach… (more)

Subjects/Keywords: Value at Risk; Back Testing; Kupiec Test; Student T-Distribution; Historical Simulation; Normal Distribution; and Exponentially Weighted Moving Average.; Business studies; Företagsekonomi

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APA (6th Edition):

Ofe, H. (2011). Value at Risk: A Standard Tool in Measuring Risk : A Quantitative Study on Stock Portfolio. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-45303

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Ofe, Hosea. “Value at Risk: A Standard Tool in Measuring Risk : A Quantitative Study on Stock Portfolio.” 2011. Thesis, Umeå University. Accessed January 22, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-45303.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Ofe, Hosea. “Value at Risk: A Standard Tool in Measuring Risk : A Quantitative Study on Stock Portfolio.” 2011. Web. 22 Jan 2020.

Vancouver:

Ofe H. Value at Risk: A Standard Tool in Measuring Risk : A Quantitative Study on Stock Portfolio. [Internet] [Thesis]. Umeå University; 2011. [cited 2020 Jan 22]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-45303.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ofe H. Value at Risk: A Standard Tool in Measuring Risk : A Quantitative Study on Stock Portfolio. [Thesis]. Umeå University; 2011. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-45303

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Uppsala University

4. Blad, Wiktor. GARCH models applied on Swedish Stock Exchange Indices.

Degree: Statistics, 2019, Uppsala University

  In the financial industry, it has been increasingly popular to measure risk. One of the most common quantitative measures for assessing risk is Value-at-Risk… (more)

Subjects/Keywords: Value-at-Risk; GARCH; GJR-GARCH; EGARCH; student´s t distribution; generalized error distribution; Kupiec´s test; Chrisoffersen´s test; forecast; Economics and Business; Ekonomi och näringsliv

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APA (6th Edition):

Blad, W. (2019). GARCH models applied on Swedish Stock Exchange Indices. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-386185

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Blad, Wiktor. “GARCH models applied on Swedish Stock Exchange Indices.” 2019. Thesis, Uppsala University. Accessed January 22, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-386185.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Blad, Wiktor. “GARCH models applied on Swedish Stock Exchange Indices.” 2019. Web. 22 Jan 2020.

Vancouver:

Blad W. GARCH models applied on Swedish Stock Exchange Indices. [Internet] [Thesis]. Uppsala University; 2019. [cited 2020 Jan 22]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-386185.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Blad W. GARCH models applied on Swedish Stock Exchange Indices. [Thesis]. Uppsala University; 2019. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-386185

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


The Ohio State University

5. Kim, Young Il. Essays on Volatility Risk, Asset Returns and Consumption-Based Asset Pricing.

Degree: PhD, Economics, 2008, The Ohio State University

  My dissertation addresses two main issues regarding asset returns: econometric modeling of asset returns in chapters 2 and 3 and puzzling features of the… (more)

Subjects/Keywords: Skew Student t distribution; GARCH-skew-t; volatility clustering; fat tails; skewness; stock returns; realized volatility; mixture-of-distributions; equity premium; asset return puzzles; consumption-based asset pricing; parameter uncertainty; Normal Inver

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APA (6th Edition):

Kim, Y. I. (2008). Essays on Volatility Risk, Asset Returns and Consumption-Based Asset Pricing. (Doctoral Dissertation). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1211912340

Chicago Manual of Style (16th Edition):

Kim, Young Il. “Essays on Volatility Risk, Asset Returns and Consumption-Based Asset Pricing.” 2008. Doctoral Dissertation, The Ohio State University. Accessed January 22, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=osu1211912340.

MLA Handbook (7th Edition):

Kim, Young Il. “Essays on Volatility Risk, Asset Returns and Consumption-Based Asset Pricing.” 2008. Web. 22 Jan 2020.

Vancouver:

Kim YI. Essays on Volatility Risk, Asset Returns and Consumption-Based Asset Pricing. [Internet] [Doctoral dissertation]. The Ohio State University; 2008. [cited 2020 Jan 22]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1211912340.

Council of Science Editors:

Kim YI. Essays on Volatility Risk, Asset Returns and Consumption-Based Asset Pricing. [Doctoral Dissertation]. The Ohio State University; 2008. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1211912340


University of Vienna

6. Artner, Richard. The distribution of stock returns and its implications.

Degree: 2017, University of Vienna

Die täglichen Renditen des Standard & Poor`s 500 Aktienindexes vom 20.11.1950 bis zum 18.11.2016 und die des Nikkei 225 Aktienindexes vom 5.01.1984 bis zum 7.12.2016… (more)

Subjects/Keywords: 83.50 Geld, Inflation, Kapitalmarkt; 31.70 Wahrscheinlichkeitsrechnung; 31.73 Mathematische Statistik; Fat-tails / Mittlere absolute Abweichung / Simulationsstudie / Aktienrenditen / Studentsche t-Verteilung; Fat-tails / Mean Absolute Deviation / Simulation Study / Stock Returns / Student`s t Distribution

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APA (6th Edition):

Artner, R. (2017). The distribution of stock returns and its implications. (Thesis). University of Vienna. Retrieved from http://othes.univie.ac.at/46235/

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Artner, Richard. “The distribution of stock returns and its implications.” 2017. Thesis, University of Vienna. Accessed January 22, 2020. http://othes.univie.ac.at/46235/.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Artner, Richard. “The distribution of stock returns and its implications.” 2017. Web. 22 Jan 2020.

Vancouver:

Artner R. The distribution of stock returns and its implications. [Internet] [Thesis]. University of Vienna; 2017. [cited 2020 Jan 22]. Available from: http://othes.univie.ac.at/46235/.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Artner R. The distribution of stock returns and its implications. [Thesis]. University of Vienna; 2017. Available from: http://othes.univie.ac.at/46235/

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

7. Oger, Julie. Méthodes probabilistes pour l'évaluation de risques en production industrielle : Probabilistic methodes for risks evaluation in industrial production.

Degree: Docteur es, Mathématiques, 2014, Université François-Rabelais de Tours

Dans un contexte industriel compétitif, une prévision fiable du rendement est une information primordiale pour déterminer avec précision les coûts de production et donc assurer… (more)

Subjects/Keywords: Krigeage; Inférence bayésienne; Mélange de processus gaussiens; Distribution de Student multivariée; Analyse d'incertitude; Évaluation de rendement industriel; Kriging; Bayesian inference; Gaussian processes mixture prior; Multivariate t-distribution; Uncertainty analysis; Manufacturing yield evaluation

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APA (6th Edition):

Oger, J. (2014). Méthodes probabilistes pour l'évaluation de risques en production industrielle : Probabilistic methodes for risks evaluation in industrial production. (Doctoral Dissertation). Université François-Rabelais de Tours. Retrieved from http://www.theses.fr/2014TOUR4002

Chicago Manual of Style (16th Edition):

Oger, Julie. “Méthodes probabilistes pour l'évaluation de risques en production industrielle : Probabilistic methodes for risks evaluation in industrial production.” 2014. Doctoral Dissertation, Université François-Rabelais de Tours. Accessed January 22, 2020. http://www.theses.fr/2014TOUR4002.

MLA Handbook (7th Edition):

Oger, Julie. “Méthodes probabilistes pour l'évaluation de risques en production industrielle : Probabilistic methodes for risks evaluation in industrial production.” 2014. Web. 22 Jan 2020.

Vancouver:

Oger J. Méthodes probabilistes pour l'évaluation de risques en production industrielle : Probabilistic methodes for risks evaluation in industrial production. [Internet] [Doctoral dissertation]. Université François-Rabelais de Tours; 2014. [cited 2020 Jan 22]. Available from: http://www.theses.fr/2014TOUR4002.

Council of Science Editors:

Oger J. Méthodes probabilistes pour l'évaluation de risques en production industrielle : Probabilistic methodes for risks evaluation in industrial production. [Doctoral Dissertation]. Université François-Rabelais de Tours; 2014. Available from: http://www.theses.fr/2014TOUR4002


The Ohio State University

8. Percy, Edward Richard, Jr. Corrected LM goodness-of-fit tests with applicaton to stock returns.

Degree: PhD, Economics, 2006, The Ohio State University

 Standard goodness-of-fit tests are biased towards acceptance of any hypothesized distribution if the test statistics do not contain explicit corrections for the fact that estimates… (more)

Subjects/Keywords: Goodness-of-Fit Tests; Hypothesis Testing; Computational Techniques; Model Evaluation and Testing; Density Estimation; Symmetric Stable Distribution; Generalized Student-t Distribution; Generalized Error Distribution; Mixture of Gaussian Distributions

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APA (6th Edition):

Percy, Edward Richard, J. (2006). Corrected LM goodness-of-fit tests with applicaton to stock returns. (Doctoral Dissertation). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1134416514

Chicago Manual of Style (16th Edition):

Percy, Edward Richard, Jr. “Corrected LM goodness-of-fit tests with applicaton to stock returns.” 2006. Doctoral Dissertation, The Ohio State University. Accessed January 22, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=osu1134416514.

MLA Handbook (7th Edition):

Percy, Edward Richard, Jr. “Corrected LM goodness-of-fit tests with applicaton to stock returns.” 2006. Web. 22 Jan 2020.

Vancouver:

Percy, Edward Richard J. Corrected LM goodness-of-fit tests with applicaton to stock returns. [Internet] [Doctoral dissertation]. The Ohio State University; 2006. [cited 2020 Jan 22]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1134416514.

Council of Science Editors:

Percy, Edward Richard J. Corrected LM goodness-of-fit tests with applicaton to stock returns. [Doctoral Dissertation]. The Ohio State University; 2006. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1134416514

9. ΠΟΛΥΔΩΡΟΥ, ΔΗΜΗΤΡΙΟΣ. ΜΕΛΕΤΗ ΣΤΑΤΙΣΤΙΚΩΝ ΧΑΡΑΚΤΗΡΙΣΤΙΚΩΝ ΡΑΔΙΟΕΠΙΚΟΙΝΩΝΙΑΚΩΝ ΔΙΑΥΛΩΝ ΣΕ ΕΣΩΤΕΡΙΚΟΥΣ ΧΩΡΟΥΣ - ΑΞΙΟΛΟΓΗΣΗ ΡΑΔΙΟΕΚΠΟΜΠΩΝ.

Degree: 1996, Εθνικό Μετσόβιο Πολυτεχνείο (ΕΜΠ); National Technical University of Athens (NTUA)

ΣΤΗΝ ΠΑΡΟΥΣΑ ΕΡΓΑΣΙΑ ΕΠΑΝΕΞΕΤΑΖΟΝΤΑΙ ΤΑ ΕΡΓΑΛΕΙΑ ΕΛΕΓΧΟΥ ΚΑΙ ΠΡΟΣΟΜΟΙΩΣΗΣ ΤΟΥ ΡΑΔΙΟΔΙΑΥΛΟΥ, ΜΕ ΒΑΣΙΚΗ ΚΑΤΕΥΘΥΝΣΗ ΤΗ ΔΙΕΥΡΥΝΣΗ ΤΩΝ ΠΡΟΒΛΕΠΤΙΚΩΝ ΔΥΝΑΤΟΤΗΤΩΝ ΤΟΥΣ, ΓΙΑ ΤΗΝ ΑΡΤΙΟΤΕΡΗ ΑΝΤΙΜΕΤΩΠΙΣΗ ΤΩΝ… (more)

Subjects/Keywords: FAST FADING; FINITE SCATTERERS; MODIFIED NON TYPICAL STUDENT T-DISTRIBUTION; Outage probability; POCA STATISTICAL MODEL; RADIO-COMMUNICATION CHANNEL SIMULATION; RADIO-SPECTRUM SUPERVISING; SLOW FADING; ΑΡΓΕΣ ΔΙΑΛΕΙΨΕΙΣ; ΓΡΗΓΟΡΕΣ ΔΙΑΛΕΙΨΕΙΣ; ΕΠΟΠΤΕΥΣΗ ΡΑΔΙΟ-ΦΑΣΜΑΤΟΣ; ΠΕΠΕΡΑΣΜΕΝΟΙ ΣΚΕΔΑΣΤΕΣ; ΠΙΘΑΝΟΤΗΤΑ ΔΙΑΚΟΠΗΣ; ΠΡΟΣΟΜΟΙΩΣΗ ΡΑΔΙΟ-ΕΠΙΚΟΙΝΩΝΙΑΚΟΥ ΔΙΑΥΛΟΥ; ΣΤΑΤΙΣΤΙΚΟ ΜΟΝΤΕΛΟ POCA; ΤΡΟΠΟΠΟΙΗΜΕΝΗ ΜΗ ΤΥΠΙΚΗ STUDENT T-ΚΑΤΑΝΟΜΗ

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APA (6th Edition):

ΠΟΛΥΔΩΡΟΥ, . (1996). ΜΕΛΕΤΗ ΣΤΑΤΙΣΤΙΚΩΝ ΧΑΡΑΚΤΗΡΙΣΤΙΚΩΝ ΡΑΔΙΟΕΠΙΚΟΙΝΩΝΙΑΚΩΝ ΔΙΑΥΛΩΝ ΣΕ ΕΣΩΤΕΡΙΚΟΥΣ ΧΩΡΟΥΣ - ΑΞΙΟΛΟΓΗΣΗ ΡΑΔΙΟΕΚΠΟΜΠΩΝ. (Thesis). Εθνικό Μετσόβιο Πολυτεχνείο (ΕΜΠ); National Technical University of Athens (NTUA). Retrieved from http://hdl.handle.net/10442/hedi/7926

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

ΠΟΛΥΔΩΡΟΥ, ΔΗΜΗΤΡΙΟΣ. “ΜΕΛΕΤΗ ΣΤΑΤΙΣΤΙΚΩΝ ΧΑΡΑΚΤΗΡΙΣΤΙΚΩΝ ΡΑΔΙΟΕΠΙΚΟΙΝΩΝΙΑΚΩΝ ΔΙΑΥΛΩΝ ΣΕ ΕΣΩΤΕΡΙΚΟΥΣ ΧΩΡΟΥΣ - ΑΞΙΟΛΟΓΗΣΗ ΡΑΔΙΟΕΚΠΟΜΠΩΝ.” 1996. Thesis, Εθνικό Μετσόβιο Πολυτεχνείο (ΕΜΠ); National Technical University of Athens (NTUA). Accessed January 22, 2020. http://hdl.handle.net/10442/hedi/7926.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

ΠΟΛΥΔΩΡΟΥ, ΔΗΜΗΤΡΙΟΣ. “ΜΕΛΕΤΗ ΣΤΑΤΙΣΤΙΚΩΝ ΧΑΡΑΚΤΗΡΙΣΤΙΚΩΝ ΡΑΔΙΟΕΠΙΚΟΙΝΩΝΙΑΚΩΝ ΔΙΑΥΛΩΝ ΣΕ ΕΣΩΤΕΡΙΚΟΥΣ ΧΩΡΟΥΣ - ΑΞΙΟΛΟΓΗΣΗ ΡΑΔΙΟΕΚΠΟΜΠΩΝ.” 1996. Web. 22 Jan 2020.

Vancouver:

ΠΟΛΥΔΩΡΟΥ . ΜΕΛΕΤΗ ΣΤΑΤΙΣΤΙΚΩΝ ΧΑΡΑΚΤΗΡΙΣΤΙΚΩΝ ΡΑΔΙΟΕΠΙΚΟΙΝΩΝΙΑΚΩΝ ΔΙΑΥΛΩΝ ΣΕ ΕΣΩΤΕΡΙΚΟΥΣ ΧΩΡΟΥΣ - ΑΞΙΟΛΟΓΗΣΗ ΡΑΔΙΟΕΚΠΟΜΠΩΝ. [Internet] [Thesis]. Εθνικό Μετσόβιο Πολυτεχνείο (ΕΜΠ); National Technical University of Athens (NTUA); 1996. [cited 2020 Jan 22]. Available from: http://hdl.handle.net/10442/hedi/7926.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

ΠΟΛΥΔΩΡΟΥ . ΜΕΛΕΤΗ ΣΤΑΤΙΣΤΙΚΩΝ ΧΑΡΑΚΤΗΡΙΣΤΙΚΩΝ ΡΑΔΙΟΕΠΙΚΟΙΝΩΝΙΑΚΩΝ ΔΙΑΥΛΩΝ ΣΕ ΕΣΩΤΕΡΙΚΟΥΣ ΧΩΡΟΥΣ - ΑΞΙΟΛΟΓΗΣΗ ΡΑΔΙΟΕΚΠΟΜΠΩΝ. [Thesis]. Εθνικό Μετσόβιο Πολυτεχνείο (ΕΜΠ); National Technical University of Athens (NTUA); 1996. Available from: http://hdl.handle.net/10442/hedi/7926

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

10. Dmitrii, Zholud. Extreme Value Analysis of Huge Datasets: Tail Estimation Methods in High-Throughput Screening and Bioinformatics.

Degree: 2011, University of Gothenburg / Göteborgs Universitet

 This thesis presents results in Extreme Value Theory with applications to High-Throughput Screening and Bioinformatics. The methods described here, however, are applicable to statistical analysis… (more)

Subjects/Keywords: Extreme Value Statistics; High-Throughput Screening; HTS; Bioinformatics; analysis of huge datasets; quality control; correction of theoretical p-values; comparison of pre-processing methods; SmartTail; estimation of False Discovery Rates; test power; distribution tail; high level excursions; quantile estimation; multiple testing; Student t−test; Welch statistic; small sample sizes; F−test; Wiener process; Gaussian random walk; Shepp statistic; limit theorems; exotic options.

distribution of the Student one- or two- sample t− or F − statistic, denoted further by Tn = Tn (… …distribution of the p−values. For the Student one- and two- sample t− and F − tests, however, the… …Paper II: Tail approximations for the Student t−, F −, and Welch statistics for non-normal and… …heavy-tailed distributions; the examples are the Burr, Pareto, and Student t- distributions… …generic p−value obtained using the Student one- or two-sample t−, or F − test. Then, for small x… 

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APA (6th Edition):

Dmitrii, Z. (2011). Extreme Value Analysis of Huge Datasets: Tail Estimation Methods in High-Throughput Screening and Bioinformatics. (Thesis). University of Gothenburg / Göteborgs Universitet. Retrieved from http://hdl.handle.net/2077/27833

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Dmitrii, Zholud. “Extreme Value Analysis of Huge Datasets: Tail Estimation Methods in High-Throughput Screening and Bioinformatics.” 2011. Thesis, University of Gothenburg / Göteborgs Universitet. Accessed January 22, 2020. http://hdl.handle.net/2077/27833.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Dmitrii, Zholud. “Extreme Value Analysis of Huge Datasets: Tail Estimation Methods in High-Throughput Screening and Bioinformatics.” 2011. Web. 22 Jan 2020.

Vancouver:

Dmitrii Z. Extreme Value Analysis of Huge Datasets: Tail Estimation Methods in High-Throughput Screening and Bioinformatics. [Internet] [Thesis]. University of Gothenburg / Göteborgs Universitet; 2011. [cited 2020 Jan 22]. Available from: http://hdl.handle.net/2077/27833.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Dmitrii Z. Extreme Value Analysis of Huge Datasets: Tail Estimation Methods in High-Throughput Screening and Bioinformatics. [Thesis]. University of Gothenburg / Göteborgs Universitet; 2011. Available from: http://hdl.handle.net/2077/27833

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

.