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You searched for subject:(conditional distribution). Showing records 1 – 30 of 49 total matches.

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Brunel University

1. Al-Hamzawi, Rahim Jabbar Thaher. Prior elicitation and variable selection for bayesian quantile regression.

Degree: PhD, 2013, Brunel University

 Bayesian subset selection suffers from three important difficulties: assigning priors over model space, assigning priors to all components of the regression coefficients vector given a… (more)

Subjects/Keywords: 519.5; Gibbs sampler; Conditional distribution; Model selection

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

APA (6th Edition):

Al-Hamzawi, R. J. T. (2013). Prior elicitation and variable selection for bayesian quantile regression. (Doctoral Dissertation). Brunel University. Retrieved from http://bura.brunel.ac.uk/handle/2438/7501 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.573611

Chicago Manual of Style (16th Edition):

Al-Hamzawi, Rahim Jabbar Thaher. “Prior elicitation and variable selection for bayesian quantile regression.” 2013. Doctoral Dissertation, Brunel University. Accessed April 06, 2020. http://bura.brunel.ac.uk/handle/2438/7501 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.573611.

MLA Handbook (7th Edition):

Al-Hamzawi, Rahim Jabbar Thaher. “Prior elicitation and variable selection for bayesian quantile regression.” 2013. Web. 06 Apr 2020.

Vancouver:

Al-Hamzawi RJT. Prior elicitation and variable selection for bayesian quantile regression. [Internet] [Doctoral dissertation]. Brunel University; 2013. [cited 2020 Apr 06]. Available from: http://bura.brunel.ac.uk/handle/2438/7501 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.573611.

Council of Science Editors:

Al-Hamzawi RJT. Prior elicitation and variable selection for bayesian quantile regression. [Doctoral Dissertation]. Brunel University; 2013. Available from: http://bura.brunel.ac.uk/handle/2438/7501 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.573611


Louisiana State University

2. Yan, Dongxiang. Copula and default correlation.

Degree: MS, Applied Mathematics, 2010, Louisiana State University

 This work presents a study of copulas, with special focus on the Gaussian copula model and its behavior under a certain conditioning process. Simulations are… (more)

Subjects/Keywords: Wick's theorem; default correlation; conditional joint distribution

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APA (6th Edition):

Yan, D. (2010). Copula and default correlation. (Masters Thesis). Louisiana State University. Retrieved from etd-07082010-153124 ; https://digitalcommons.lsu.edu/gradschool_theses/4258

Chicago Manual of Style (16th Edition):

Yan, Dongxiang. “Copula and default correlation.” 2010. Masters Thesis, Louisiana State University. Accessed April 06, 2020. etd-07082010-153124 ; https://digitalcommons.lsu.edu/gradschool_theses/4258.

MLA Handbook (7th Edition):

Yan, Dongxiang. “Copula and default correlation.” 2010. Web. 06 Apr 2020.

Vancouver:

Yan D. Copula and default correlation. [Internet] [Masters thesis]. Louisiana State University; 2010. [cited 2020 Apr 06]. Available from: etd-07082010-153124 ; https://digitalcommons.lsu.edu/gradschool_theses/4258.

Council of Science Editors:

Yan D. Copula and default correlation. [Masters Thesis]. Louisiana State University; 2010. Available from: etd-07082010-153124 ; https://digitalcommons.lsu.edu/gradschool_theses/4258


NSYSU

3. Su, Nan-cheng. An Investigation of Distribution Functions.

Degree: PhD, Applied Mathematics, 2008, NSYSU

 The study of properties of probability distributions has always been a persistent theme of statistics and of applied probability. This thesis deals with an investigation… (more)

Subjects/Keywords: skew-normal distribution; nonhomogeneous Poisson process; conditional expectation; skew-Cauchy distribution; skew-t distribution.; skew-symmetric distribution; order statistics; characterization; conditional distribution; record values; order statistics property

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APA (6th Edition):

Su, N. (2008). An Investigation of Distribution Functions. (Doctoral Dissertation). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0624108-184139

Chicago Manual of Style (16th Edition):

Su, Nan-cheng. “An Investigation of Distribution Functions.” 2008. Doctoral Dissertation, NSYSU. Accessed April 06, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0624108-184139.

MLA Handbook (7th Edition):

Su, Nan-cheng. “An Investigation of Distribution Functions.” 2008. Web. 06 Apr 2020.

Vancouver:

Su N. An Investigation of Distribution Functions. [Internet] [Doctoral dissertation]. NSYSU; 2008. [cited 2020 Apr 06]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0624108-184139.

Council of Science Editors:

Su N. An Investigation of Distribution Functions. [Doctoral Dissertation]. NSYSU; 2008. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0624108-184139

4. Derumigny, Alexis. Some statistical results in high-dimensional dependence modeling : Contributions à l'analyse statistique des modèles de dépendance en grande dimension.

Degree: Docteur es, Mathématiques appliquées, 2019, Université Paris-Saclay (ComUE)

Cette thèse peut être divisée en trois parties.Dans la première partie, nous étudions des méthodes d'adaptation au niveau de bruit dans le modèle de régression… (more)

Subjects/Keywords: Distribution conditionelle; Statistiques en grande dimension; Copule conditionnelle; High-Dimensional statistics; Conditional distribution; Conditional copula; 519; 62F; 62G; 62H

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APA (6th Edition):

Derumigny, A. (2019). Some statistical results in high-dimensional dependence modeling : Contributions à l'analyse statistique des modèles de dépendance en grande dimension. (Doctoral Dissertation). Université Paris-Saclay (ComUE). Retrieved from http://www.theses.fr/2019SACLG002

Chicago Manual of Style (16th Edition):

Derumigny, Alexis. “Some statistical results in high-dimensional dependence modeling : Contributions à l'analyse statistique des modèles de dépendance en grande dimension.” 2019. Doctoral Dissertation, Université Paris-Saclay (ComUE). Accessed April 06, 2020. http://www.theses.fr/2019SACLG002.

MLA Handbook (7th Edition):

Derumigny, Alexis. “Some statistical results in high-dimensional dependence modeling : Contributions à l'analyse statistique des modèles de dépendance en grande dimension.” 2019. Web. 06 Apr 2020.

Vancouver:

Derumigny A. Some statistical results in high-dimensional dependence modeling : Contributions à l'analyse statistique des modèles de dépendance en grande dimension. [Internet] [Doctoral dissertation]. Université Paris-Saclay (ComUE); 2019. [cited 2020 Apr 06]. Available from: http://www.theses.fr/2019SACLG002.

Council of Science Editors:

Derumigny A. Some statistical results in high-dimensional dependence modeling : Contributions à l'analyse statistique des modèles de dépendance en grande dimension. [Doctoral Dissertation]. Université Paris-Saclay (ComUE); 2019. Available from: http://www.theses.fr/2019SACLG002


KTH

5. Östlund, Simon. Imputation of Missing Data with Application to Commodity Futures.

Degree: Mathematical Statistics, 2016, KTH

In recent years additional requirements have been imposed on financial institutions, including Central Counterparty clearing houses (CCPs), as an attempt to assess quantitative measures… (more)

Subjects/Keywords: Missing Data; Bayesian Statistics; Expectation Conditional Maximization (ECM); Conditional Distribution; Robust Regression; MCMC; Copulas.; Saknad Data; Bayesiansk Statistik; Expectation Conditional Maximization (ECM); Betingad Sannolikhet; Robust Regression; MCMC; Copulas.

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APA (6th Edition):

Östlund, S. (2016). Imputation of Missing Data with Application to Commodity Futures. (Thesis). KTH. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-187459

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):

Östlund, Simon. “Imputation of Missing Data with Application to Commodity Futures.” 2016. Thesis, KTH. Accessed April 06, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-187459.

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

MLA Handbook (7th Edition):

Östlund, Simon. “Imputation of Missing Data with Application to Commodity Futures.” 2016. Web. 06 Apr 2020.

Vancouver:

Östlund S. Imputation of Missing Data with Application to Commodity Futures. [Internet] [Thesis]. KTH; 2016. [cited 2020 Apr 06]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-187459.

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

Council of Science Editors:

Östlund S. Imputation of Missing Data with Application to Commodity Futures. [Thesis]. KTH; 2016. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-187459

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


McMaster University

6. Islam, Mohammad. Statistical Methods for Data Integration and Disease Classification.

Degree: PhD, 2017, McMaster University

Classifying individuals into binary disease categories can be challenging due to complex relationships across different exposures of interest. In this thesis, we investigate three different… (more)

Subjects/Keywords: Data Integration; Disease Classification; Bayesian Approach; Conditional Logistic Regression; Copula; Biomarker; Principal Component; Gamma Distribution

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APA (6th Edition):

Islam, M. (2017). Statistical Methods for Data Integration and Disease Classification. (Doctoral Dissertation). McMaster University. Retrieved from http://hdl.handle.net/11375/22017

Chicago Manual of Style (16th Edition):

Islam, Mohammad. “Statistical Methods for Data Integration and Disease Classification.” 2017. Doctoral Dissertation, McMaster University. Accessed April 06, 2020. http://hdl.handle.net/11375/22017.

MLA Handbook (7th Edition):

Islam, Mohammad. “Statistical Methods for Data Integration and Disease Classification.” 2017. Web. 06 Apr 2020.

Vancouver:

Islam M. Statistical Methods for Data Integration and Disease Classification. [Internet] [Doctoral dissertation]. McMaster University; 2017. [cited 2020 Apr 06]. Available from: http://hdl.handle.net/11375/22017.

Council of Science Editors:

Islam M. Statistical Methods for Data Integration and Disease Classification. [Doctoral Dissertation]. McMaster University; 2017. Available from: http://hdl.handle.net/11375/22017


Delft University of Technology

7. Chessa, A.G. Conditional simulation of spatial stochastic models for reservoir heterogeneity / Geconditioneerd simuleren van ruimtelijke stochastische processen voor reservoir heterogeniteit.

Degree: 1995, Delft University of Technology

Subjects/Keywords: stochastic processes; conditional distribution; reservoir characterisation

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APA (6th Edition):

Chessa, A. G. (1995). Conditional simulation of spatial stochastic models for reservoir heterogeneity / Geconditioneerd simuleren van ruimtelijke stochastische processen voor reservoir heterogeniteit. (Doctoral Dissertation). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:4f31635c-e68b-483b-afb3-514c2d306bef ; urn:NBN:nl:ui:24-uuid:4f31635c-e68b-483b-afb3-514c2d306bef ; urn:NBN:nl:ui:24-uuid:4f31635c-e68b-483b-afb3-514c2d306bef ; http://resolver.tudelft.nl/uuid:4f31635c-e68b-483b-afb3-514c2d306bef

Chicago Manual of Style (16th Edition):

Chessa, A G. “Conditional simulation of spatial stochastic models for reservoir heterogeneity / Geconditioneerd simuleren van ruimtelijke stochastische processen voor reservoir heterogeniteit.” 1995. Doctoral Dissertation, Delft University of Technology. Accessed April 06, 2020. http://resolver.tudelft.nl/uuid:4f31635c-e68b-483b-afb3-514c2d306bef ; urn:NBN:nl:ui:24-uuid:4f31635c-e68b-483b-afb3-514c2d306bef ; urn:NBN:nl:ui:24-uuid:4f31635c-e68b-483b-afb3-514c2d306bef ; http://resolver.tudelft.nl/uuid:4f31635c-e68b-483b-afb3-514c2d306bef.

MLA Handbook (7th Edition):

Chessa, A G. “Conditional simulation of spatial stochastic models for reservoir heterogeneity / Geconditioneerd simuleren van ruimtelijke stochastische processen voor reservoir heterogeniteit.” 1995. Web. 06 Apr 2020.

Vancouver:

Chessa AG. Conditional simulation of spatial stochastic models for reservoir heterogeneity / Geconditioneerd simuleren van ruimtelijke stochastische processen voor reservoir heterogeniteit. [Internet] [Doctoral dissertation]. Delft University of Technology; 1995. [cited 2020 Apr 06]. Available from: http://resolver.tudelft.nl/uuid:4f31635c-e68b-483b-afb3-514c2d306bef ; urn:NBN:nl:ui:24-uuid:4f31635c-e68b-483b-afb3-514c2d306bef ; urn:NBN:nl:ui:24-uuid:4f31635c-e68b-483b-afb3-514c2d306bef ; http://resolver.tudelft.nl/uuid:4f31635c-e68b-483b-afb3-514c2d306bef.

Council of Science Editors:

Chessa AG. Conditional simulation of spatial stochastic models for reservoir heterogeneity / Geconditioneerd simuleren van ruimtelijke stochastische processen voor reservoir heterogeniteit. [Doctoral Dissertation]. Delft University of Technology; 1995. Available from: http://resolver.tudelft.nl/uuid:4f31635c-e68b-483b-afb3-514c2d306bef ; urn:NBN:nl:ui:24-uuid:4f31635c-e68b-483b-afb3-514c2d306bef ; urn:NBN:nl:ui:24-uuid:4f31635c-e68b-483b-afb3-514c2d306bef ; http://resolver.tudelft.nl/uuid:4f31635c-e68b-483b-afb3-514c2d306bef


New Jersey Institute of Technology

8. Li, Jing. Modeling with bivariate geometric distributions.

Degree: PhD, Mathematical Sciences, 2010, New Jersey Institute of Technology

  This dissertation studied systems with several components which were subject to different types of failures. Systems with two components having frequency counts in the… (more)

Subjects/Keywords: Bivariate geometric distribution; Conditional failure rate; Maximum likelihood estimation; Bayes estimation; Mathematics

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APA (6th Edition):

Li, J. (2010). Modeling with bivariate geometric distributions. (Doctoral Dissertation). New Jersey Institute of Technology. Retrieved from https://digitalcommons.njit.edu/dissertations/219

Chicago Manual of Style (16th Edition):

Li, Jing. “Modeling with bivariate geometric distributions.” 2010. Doctoral Dissertation, New Jersey Institute of Technology. Accessed April 06, 2020. https://digitalcommons.njit.edu/dissertations/219.

MLA Handbook (7th Edition):

Li, Jing. “Modeling with bivariate geometric distributions.” 2010. Web. 06 Apr 2020.

Vancouver:

Li J. Modeling with bivariate geometric distributions. [Internet] [Doctoral dissertation]. New Jersey Institute of Technology; 2010. [cited 2020 Apr 06]. Available from: https://digitalcommons.njit.edu/dissertations/219.

Council of Science Editors:

Li J. Modeling with bivariate geometric distributions. [Doctoral Dissertation]. New Jersey Institute of Technology; 2010. Available from: https://digitalcommons.njit.edu/dissertations/219

9. Muré, Joseph. Objective Bayesian analysis of Kriging models with anisotropic correlation kernel : Analyse bayésienne objective des modèles de krigeage avec noyau de corrélation anisotrope.

Degree: Docteur es, Mathématiques. Mathématiques appliquées, 2018, Sorbonne Paris Cité

Les métamodèles statistiques sont régulièrement confrontés au manque de données qui engendre des difficultés à estimer les paramètres. Le paradigme bayésien fournit un moyen élégant… (more)

Subjects/Keywords: Loi conditionnelle; Compromis optimal; Krigeage; Prior de référence; Conditional distribution; Optimal compromise; Kriging; Reference prior

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APA (6th Edition):

Muré, J. (2018). Objective Bayesian analysis of Kriging models with anisotropic correlation kernel : Analyse bayésienne objective des modèles de krigeage avec noyau de corrélation anisotrope. (Doctoral Dissertation). Sorbonne Paris Cité. Retrieved from http://www.theses.fr/2018USPCC069

Chicago Manual of Style (16th Edition):

Muré, Joseph. “Objective Bayesian analysis of Kriging models with anisotropic correlation kernel : Analyse bayésienne objective des modèles de krigeage avec noyau de corrélation anisotrope.” 2018. Doctoral Dissertation, Sorbonne Paris Cité. Accessed April 06, 2020. http://www.theses.fr/2018USPCC069.

MLA Handbook (7th Edition):

Muré, Joseph. “Objective Bayesian analysis of Kriging models with anisotropic correlation kernel : Analyse bayésienne objective des modèles de krigeage avec noyau de corrélation anisotrope.” 2018. Web. 06 Apr 2020.

Vancouver:

Muré J. Objective Bayesian analysis of Kriging models with anisotropic correlation kernel : Analyse bayésienne objective des modèles de krigeage avec noyau de corrélation anisotrope. [Internet] [Doctoral dissertation]. Sorbonne Paris Cité; 2018. [cited 2020 Apr 06]. Available from: http://www.theses.fr/2018USPCC069.

Council of Science Editors:

Muré J. Objective Bayesian analysis of Kriging models with anisotropic correlation kernel : Analyse bayésienne objective des modèles de krigeage avec noyau de corrélation anisotrope. [Doctoral Dissertation]. Sorbonne Paris Cité; 2018. Available from: http://www.theses.fr/2018USPCC069


NSYSU

10. Chang, Tao-Wen. Characterizations of Distributions by Conditional Expectation.

Degree: Master, Applied Mathematics, 2001, NSYSU

 In this thesis, first we replace the condition X ⦠y in Huang and Su (2000) by X ⧠y and give necessary and sufficient… (more)

Subjects/Keywords: Binomial distribution; Conditional expectations; Exponential; Bivariate; distribution; Characterization; Uniform distribution.

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APA (6th Edition):

Chang, T. (2001). Characterizations of Distributions by Conditional Expectation. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0619101-160356

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):

Chang, Tao-Wen. “Characterizations of Distributions by Conditional Expectation.” 2001. Thesis, NSYSU. Accessed April 06, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0619101-160356.

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

MLA Handbook (7th Edition):

Chang, Tao-Wen. “Characterizations of Distributions by Conditional Expectation.” 2001. Web. 06 Apr 2020.

Vancouver:

Chang T. Characterizations of Distributions by Conditional Expectation. [Internet] [Thesis]. NSYSU; 2001. [cited 2020 Apr 06]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0619101-160356.

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

Council of Science Editors:

Chang T. Characterizations of Distributions by Conditional Expectation. [Thesis]. NSYSU; 2001. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0619101-160356

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


Universidad del Rosario

11. Alayón González, José Luis. Distribución hiperbólica generalizada: una aplicación en la selección de portafolios y en la cuantificación de medidas de riesgo de mercado.

Degree: 2014, Universidad del Rosario

En este trabajo se implementa una metodología para incluir momentos de orden superior en la selección de portafolios, haciendo uso de la Distribución Hiperbólica Generalizada,… (more)

Subjects/Keywords: Generalized Hyperbolic Distribution; Portfolio Selection; Robust Portfolio selection; Conditional Value at Risk; Worse Case Conditional Value at Risk; Asset Allocation; Risk Management; Markowitz; Multi-cicle, Expectation, and Conditional Estimation Method; 381; Mercados; Mercado de valores; Finanzas; Economía; Generalized Hyperbolic Distribution; Portfolio Selection; Robust Portfolio selection; Conditional Value at Risk; Worse Case Conditional Value at Risk; Asset Allocation; Risk Management; Markowitz Portfolio Selection; Multi-cicle, Expectation, and Conditional Estimation Method

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APA (6th Edition):

Alayón González, J. L. (2014). Distribución hiperbólica generalizada: una aplicación en la selección de portafolios y en la cuantificación de medidas de riesgo de mercado. (Thesis). Universidad del Rosario. Retrieved from http://repository.urosario.edu.co/handle/10336/8856

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):

Alayón González, José Luis. “Distribución hiperbólica generalizada: una aplicación en la selección de portafolios y en la cuantificación de medidas de riesgo de mercado.” 2014. Thesis, Universidad del Rosario. Accessed April 06, 2020. http://repository.urosario.edu.co/handle/10336/8856.

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

MLA Handbook (7th Edition):

Alayón González, José Luis. “Distribución hiperbólica generalizada: una aplicación en la selección de portafolios y en la cuantificación de medidas de riesgo de mercado.” 2014. Web. 06 Apr 2020.

Vancouver:

Alayón González JL. Distribución hiperbólica generalizada: una aplicación en la selección de portafolios y en la cuantificación de medidas de riesgo de mercado. [Internet] [Thesis]. Universidad del Rosario; 2014. [cited 2020 Apr 06]. Available from: http://repository.urosario.edu.co/handle/10336/8856.

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

Council of Science Editors:

Alayón González JL. Distribución hiperbólica generalizada: una aplicación en la selección de portafolios y en la cuantificación de medidas de riesgo de mercado. [Thesis]. Universidad del Rosario; 2014. Available from: http://repository.urosario.edu.co/handle/10336/8856

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

12. 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 April 06, 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. 06 Apr 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 Apr 06]. 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


University of Western Ontario

13. Wu, Jiang. Statistical Modelling, Optimal Strategies and Decisions in Two-Period Economies.

Degree: 2017, University of Western Ontario

 Motivated by some real problems, our thesis puts forward two general two-period pricing models and explore optimal buying and selling strategies in two states of… (more)

Subjects/Keywords: Decision theory; strategy; game theory; conditional probability; statistical modelling; gamma distribution.; Applied Statistics; Behavioral Economics; Probability; Statistical Models

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APA (6th Edition):

Wu, J. (2017). Statistical Modelling, Optimal Strategies and Decisions in Two-Period Economies. (Thesis). University of Western Ontario. Retrieved from https://ir.lib.uwo.ca/etd/5172

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):

Wu, Jiang. “Statistical Modelling, Optimal Strategies and Decisions in Two-Period Economies.” 2017. Thesis, University of Western Ontario. Accessed April 06, 2020. https://ir.lib.uwo.ca/etd/5172.

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

MLA Handbook (7th Edition):

Wu, Jiang. “Statistical Modelling, Optimal Strategies and Decisions in Two-Period Economies.” 2017. Web. 06 Apr 2020.

Vancouver:

Wu J. Statistical Modelling, Optimal Strategies and Decisions in Two-Period Economies. [Internet] [Thesis]. University of Western Ontario; 2017. [cited 2020 Apr 06]. Available from: https://ir.lib.uwo.ca/etd/5172.

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

Council of Science Editors:

Wu J. Statistical Modelling, Optimal Strategies and Decisions in Two-Period Economies. [Thesis]. University of Western Ontario; 2017. Available from: https://ir.lib.uwo.ca/etd/5172

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


University of Manitoba

14. Huang, Xinxin. Analyzing value at risk and expected shortfall methods: the use of parametric, non-parametric, and semi-parametric models.

Degree: Agribusiness and Agricultural Economics, 2014, University of Manitoba

 Value at Risk (VaR) and Expected Shortfall (ES) are methods often used to measure market risk. Inaccurate and unreliable Value at Risk and Expected Shortfall… (more)

Subjects/Keywords: Risk Management; Volatility Estimate; Value at Risk; GARCH; ARMA; General Error Distribution (GED); ARMA(1,1)-GJR-GARCH(1,1)-SGED; Extreme Value Theory (EVT); General Pareto Distribution (GPD); Expected Shortfall (ES); Conditional Tail Expectation (CTE); Conditional Value at Risk (CVaR)

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

APA (6th Edition):

Huang, X. (2014). Analyzing value at risk and expected shortfall methods: the use of parametric, non-parametric, and semi-parametric models. (Masters Thesis). University of Manitoba. Retrieved from http://hdl.handle.net/1993/23875

Chicago Manual of Style (16th Edition):

Huang, Xinxin. “Analyzing value at risk and expected shortfall methods: the use of parametric, non-parametric, and semi-parametric models.” 2014. Masters Thesis, University of Manitoba. Accessed April 06, 2020. http://hdl.handle.net/1993/23875.

MLA Handbook (7th Edition):

Huang, Xinxin. “Analyzing value at risk and expected shortfall methods: the use of parametric, non-parametric, and semi-parametric models.” 2014. Web. 06 Apr 2020.

Vancouver:

Huang X. Analyzing value at risk and expected shortfall methods: the use of parametric, non-parametric, and semi-parametric models. [Internet] [Masters thesis]. University of Manitoba; 2014. [cited 2020 Apr 06]. Available from: http://hdl.handle.net/1993/23875.

Council of Science Editors:

Huang X. Analyzing value at risk and expected shortfall methods: the use of parametric, non-parametric, and semi-parametric models. [Masters Thesis]. University of Manitoba; 2014. Available from: http://hdl.handle.net/1993/23875

15. SUN JIE. Statistical analysis and modeling in financial time series.

Degree: 2005, National University of Singapore

Subjects/Keywords: Conditional return distribution; Conditional average of price changes; Short-term trend; Trend reversal; Histogram-method; Adaptive-kernal method

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APA (6th Edition):

JIE, S. (2005). Statistical analysis and modeling in financial time series. (Thesis). National University of Singapore. Retrieved from http://scholarbank.nus.edu.sg/handle/10635/14765

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):

JIE, SUN. “Statistical analysis and modeling in financial time series.” 2005. Thesis, National University of Singapore. Accessed April 06, 2020. http://scholarbank.nus.edu.sg/handle/10635/14765.

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

MLA Handbook (7th Edition):

JIE, SUN. “Statistical analysis and modeling in financial time series.” 2005. Web. 06 Apr 2020.

Vancouver:

JIE S. Statistical analysis and modeling in financial time series. [Internet] [Thesis]. National University of Singapore; 2005. [cited 2020 Apr 06]. Available from: http://scholarbank.nus.edu.sg/handle/10635/14765.

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

Council of Science Editors:

JIE S. Statistical analysis and modeling in financial time series. [Thesis]. National University of Singapore; 2005. Available from: http://scholarbank.nus.edu.sg/handle/10635/14765

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


KTH

16. Prastorfer, Andreas. Simulation-Based Portfolio Optimization with Coherent Distortion Risk Measures.

Degree: Mathematical Statistics, 2020, KTH

This master's thesis studies portfolio optimization using linear programming algorithms. The contribution of this thesis is an extension of the convex framework for portfolio… (more)

Subjects/Keywords: Risk Management; Portfolio Optimization; Conditional Value-at-Risk; Coherent Distortion Riks Measures; Elliptical Distribution; GARCH model; Normal Copulas; Extreme Value Theory; Risk Contributions; Riskhantering; Portföljoptimering; Conditional Value-at-Risk; Koherenta distortionsriskmått; Elliptiska fördelningar; GARCH modeller; Normal-copula; Extremvärdes teori; Riskbidrag; Mathematics; Matematik

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

APA (6th Edition):

Prastorfer, A. (2020). Simulation-Based Portfolio Optimization with Coherent Distortion Risk Measures. (Thesis). KTH. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-266382

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):

Prastorfer, Andreas. “Simulation-Based Portfolio Optimization with Coherent Distortion Risk Measures.” 2020. Thesis, KTH. Accessed April 06, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-266382.

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

MLA Handbook (7th Edition):

Prastorfer, Andreas. “Simulation-Based Portfolio Optimization with Coherent Distortion Risk Measures.” 2020. Web. 06 Apr 2020.

Vancouver:

Prastorfer A. Simulation-Based Portfolio Optimization with Coherent Distortion Risk Measures. [Internet] [Thesis]. KTH; 2020. [cited 2020 Apr 06]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-266382.

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

Council of Science Editors:

Prastorfer A. Simulation-Based Portfolio Optimization with Coherent Distortion Risk Measures. [Thesis]. KTH; 2020. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-266382

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


University of Ottawa

17. Loukrati, Hicham. Tail Empirical Processes: Limit Theorems and Bootstrap Techniques, with Applications to Risk Measures .

Degree: 2018, University of Ottawa

 Au cours des dernières années, des changements importants dans le domaine des assurances et des finances attirent de plus en plus l’attention sur la nécessité… (more)

Subjects/Keywords: Extremes; Conditional tail expectation; Regularly varying tail; Hill estimator; Bootstrap; Harmonic moment estimators; T-Hill estimator; Value-at-Risk; Tail empirical distribution function

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

APA (6th Edition):

Loukrati, H. (2018). Tail Empirical Processes: Limit Theorems and Bootstrap Techniques, with Applications to Risk Measures . (Thesis). University of Ottawa. Retrieved from http://hdl.handle.net/10393/37594

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):

Loukrati, Hicham. “Tail Empirical Processes: Limit Theorems and Bootstrap Techniques, with Applications to Risk Measures .” 2018. Thesis, University of Ottawa. Accessed April 06, 2020. http://hdl.handle.net/10393/37594.

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

MLA Handbook (7th Edition):

Loukrati, Hicham. “Tail Empirical Processes: Limit Theorems and Bootstrap Techniques, with Applications to Risk Measures .” 2018. Web. 06 Apr 2020.

Vancouver:

Loukrati H. Tail Empirical Processes: Limit Theorems and Bootstrap Techniques, with Applications to Risk Measures . [Internet] [Thesis]. University of Ottawa; 2018. [cited 2020 Apr 06]. Available from: http://hdl.handle.net/10393/37594.

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

Council of Science Editors:

Loukrati H. Tail Empirical Processes: Limit Theorems and Bootstrap Techniques, with Applications to Risk Measures . [Thesis]. University of Ottawa; 2018. Available from: http://hdl.handle.net/10393/37594

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

18. Francisco RogÃrio Gomes Cruz. Modelagem condicional especÃfica da gestÃo de risco de mercado nos BRIC.

Degree: Master, 2013, Universidade Federal do Ceará

As economias emergentes que compÃem os BRIC, apesar de serem caracterizadas por heterogeneidades marcantes em termos econÃmicos, sociais e polÃticos, apresentam evidÃncias empÃricas sobre convergÃncia… (more)

Subjects/Keywords: CIENCIAS SOCIAIS APLICADAS; BRIC; Value at Risk; Volatilidade condicional; Normalidade; GrÃficos de Balzer; BRIC; Value at Risk; Conditional volatility; Normal distribution; Balzer graphs; IntegraÃÃo EconÃmica Internacional; FinanÃas Internacionais

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

APA (6th Edition):

Cruz, F. R. G. (2013). Modelagem condicional especÃfica da gestÃo de risco de mercado nos BRIC. (Masters Thesis). Universidade Federal do Ceará. Retrieved from http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=11576 ;

Chicago Manual of Style (16th Edition):

Cruz, Francisco RogÃrio Gomes. “Modelagem condicional especÃfica da gestÃo de risco de mercado nos BRIC.” 2013. Masters Thesis, Universidade Federal do Ceará. Accessed April 06, 2020. http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=11576 ;.

MLA Handbook (7th Edition):

Cruz, Francisco RogÃrio Gomes. “Modelagem condicional especÃfica da gestÃo de risco de mercado nos BRIC.” 2013. Web. 06 Apr 2020.

Vancouver:

Cruz FRG. Modelagem condicional especÃfica da gestÃo de risco de mercado nos BRIC. [Internet] [Masters thesis]. Universidade Federal do Ceará 2013. [cited 2020 Apr 06]. Available from: http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=11576 ;.

Council of Science Editors:

Cruz FRG. Modelagem condicional especÃfica da gestÃo de risco de mercado nos BRIC. [Masters Thesis]. Universidade Federal do Ceará 2013. Available from: http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=11576 ;


Delft University of Technology

19. Van der Meij, A.B. Ocean Waves Reanalysis of Operational Based Method: Wave Forecast Error based on the encountered OCTOPUS wave database:.

Degree: 2015, Delft University of Technology

 Dockwise started in 2008 with the OCTOPUS motion monitoring and captain decision support system for performance optimization and bad weather routing capacity. The OCTOPUS-Onboard system… (more)

Subjects/Keywords: WaveWatch III; WAve Model; reanalysis intercomparison; Cape of Good Hope; copulas dependence measures; goodness-of-fit; pair-copulae; conditional distribution; Wave Forecast Error; bivariate offshore environment; extreme value statistics

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APA (6th Edition):

Van der Meij, A. B. (2015). Ocean Waves Reanalysis of Operational Based Method: Wave Forecast Error based on the encountered OCTOPUS wave database:. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:18304ff7-6589-40af-8f9a-d87764ef9bc5

Chicago Manual of Style (16th Edition):

Van der Meij, A B. “Ocean Waves Reanalysis of Operational Based Method: Wave Forecast Error based on the encountered OCTOPUS wave database:.” 2015. Masters Thesis, Delft University of Technology. Accessed April 06, 2020. http://resolver.tudelft.nl/uuid:18304ff7-6589-40af-8f9a-d87764ef9bc5.

MLA Handbook (7th Edition):

Van der Meij, A B. “Ocean Waves Reanalysis of Operational Based Method: Wave Forecast Error based on the encountered OCTOPUS wave database:.” 2015. Web. 06 Apr 2020.

Vancouver:

Van der Meij AB. Ocean Waves Reanalysis of Operational Based Method: Wave Forecast Error based on the encountered OCTOPUS wave database:. [Internet] [Masters thesis]. Delft University of Technology; 2015. [cited 2020 Apr 06]. Available from: http://resolver.tudelft.nl/uuid:18304ff7-6589-40af-8f9a-d87764ef9bc5.

Council of Science Editors:

Van der Meij AB. Ocean Waves Reanalysis of Operational Based Method: Wave Forecast Error based on the encountered OCTOPUS wave database:. [Masters Thesis]. Delft University of Technology; 2015. Available from: http://resolver.tudelft.nl/uuid:18304ff7-6589-40af-8f9a-d87764ef9bc5

20. Li, Qiong. Bayesian Estimation of Graphical Gaussian Models with Edges and Vertices Symmetries.

Degree: PhD, Mathematics & Statistics, 2017, York University

 We consider the Bayesian analysis of undirected graphical Gaussian models with edges and vertices symmetries. The graphical Gaussian models with equality constraints on the precision… (more)

Subjects/Keywords: Statistics; Asymptotic normality; Bayesian estimator; Colored G-Wishart distribution; Conditional independence; Conjugate prior; Consistency; Marginal model; Metropolis-Hastings; Large deviation; Symmetry constraint.

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APA (6th Edition):

Li, Q. (2017). Bayesian Estimation of Graphical Gaussian Models with Edges and Vertices Symmetries. (Doctoral Dissertation). York University. Retrieved from http://hdl.handle.net/10315/33452

Chicago Manual of Style (16th Edition):

Li, Qiong. “Bayesian Estimation of Graphical Gaussian Models with Edges and Vertices Symmetries.” 2017. Doctoral Dissertation, York University. Accessed April 06, 2020. http://hdl.handle.net/10315/33452.

MLA Handbook (7th Edition):

Li, Qiong. “Bayesian Estimation of Graphical Gaussian Models with Edges and Vertices Symmetries.” 2017. Web. 06 Apr 2020.

Vancouver:

Li Q. Bayesian Estimation of Graphical Gaussian Models with Edges and Vertices Symmetries. [Internet] [Doctoral dissertation]. York University; 2017. [cited 2020 Apr 06]. Available from: http://hdl.handle.net/10315/33452.

Council of Science Editors:

Li Q. Bayesian Estimation of Graphical Gaussian Models with Edges and Vertices Symmetries. [Doctoral Dissertation]. York University; 2017. Available from: http://hdl.handle.net/10315/33452


University of Sydney

21. Chen, Qian. Bayesian Methods for Estimation, Inference and Forecasting of Flexible Models for Value-at-Risk and Tail Conditional Expectations .

Degree: 2011, University of Sydney

 Forecasting financial risk and risk measurement methods have been of increasing interest for financial market regulators and financial institutions in the past two decades. While… (more)

Subjects/Keywords: Bayesian method; Value-at-Risk; expected shortfall; asymmetric Laplace; two-sided Weibull; partitioned distribution; backtesting; Markov chain Monte Carlo; mixture of Gaussian; financial crisis; risk measurement; conditional tail expectation

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APA (6th Edition):

Chen, Q. (2011). Bayesian Methods for Estimation, Inference and Forecasting of Flexible Models for Value-at-Risk and Tail Conditional Expectations . (Thesis). University of Sydney. Retrieved from http://hdl.handle.net/2123/7863

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):

Chen, Qian. “Bayesian Methods for Estimation, Inference and Forecasting of Flexible Models for Value-at-Risk and Tail Conditional Expectations .” 2011. Thesis, University of Sydney. Accessed April 06, 2020. http://hdl.handle.net/2123/7863.

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

MLA Handbook (7th Edition):

Chen, Qian. “Bayesian Methods for Estimation, Inference and Forecasting of Flexible Models for Value-at-Risk and Tail Conditional Expectations .” 2011. Web. 06 Apr 2020.

Vancouver:

Chen Q. Bayesian Methods for Estimation, Inference and Forecasting of Flexible Models for Value-at-Risk and Tail Conditional Expectations . [Internet] [Thesis]. University of Sydney; 2011. [cited 2020 Apr 06]. Available from: http://hdl.handle.net/2123/7863.

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

Council of Science Editors:

Chen Q. Bayesian Methods for Estimation, Inference and Forecasting of Flexible Models for Value-at-Risk and Tail Conditional Expectations . [Thesis]. University of Sydney; 2011. Available from: http://hdl.handle.net/2123/7863

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


Linnaeus University

22. Xue, Mengya. Comparative Analysis of Portfolio Optimization.

Degree: Mathematics, 2016, Linnaeus University

  Portfolio optimization is one of the main approaches in investing and one of the key steps of portfolio construction. In this study, we consider mean… (more)

Subjects/Keywords: portfolio optimization; mean variance; mean-absolute deviation; conditional value-at-risk; skewness; kurtosis; non-Gaussian returns; copula; Pearson distribution; Natural Sciences; Naturvetenskap; Mathematics; Matematik

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APA (6th Edition):

Xue, M. (2016). Comparative Analysis of Portfolio Optimization. (Thesis). Linnaeus University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-56502

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):

Xue, Mengya. “Comparative Analysis of Portfolio Optimization.” 2016. Thesis, Linnaeus University. Accessed April 06, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-56502.

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

MLA Handbook (7th Edition):

Xue, Mengya. “Comparative Analysis of Portfolio Optimization.” 2016. Web. 06 Apr 2020.

Vancouver:

Xue M. Comparative Analysis of Portfolio Optimization. [Internet] [Thesis]. Linnaeus University; 2016. [cited 2020 Apr 06]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-56502.

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

Council of Science Editors:

Xue M. Comparative Analysis of Portfolio Optimization. [Thesis]. Linnaeus University; 2016. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-56502

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


Uppsala University

23. Malmberg, Åsa. Evaluating the gender wage gap in Sweden.

Degree: Economics, 2007, Uppsala University

  Using mainly quantile regressions, this paper evaluates the gender wage gap throughout the conditional wage distribution in Sweden. The gender wage is found to… (more)

Subjects/Keywords: Glass ceiling; gender wage gap; conditional wage distribution; quantile regression; Economics; Nationalekonomi

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APA (6th Edition):

Malmberg, . (2007). Evaluating the gender wage gap in Sweden. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-7654

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):

Malmberg, Åsa. “Evaluating the gender wage gap in Sweden.” 2007. Thesis, Uppsala University. Accessed April 06, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-7654.

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

MLA Handbook (7th Edition):

Malmberg, Åsa. “Evaluating the gender wage gap in Sweden.” 2007. Web. 06 Apr 2020.

Vancouver:

Malmberg . Evaluating the gender wage gap in Sweden. [Internet] [Thesis]. Uppsala University; 2007. [cited 2020 Apr 06]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-7654.

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

Council of Science Editors:

Malmberg . Evaluating the gender wage gap in Sweden. [Thesis]. Uppsala University; 2007. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-7654

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


Virginia Commonwealth University

24. Masiano, Steven P. Family Planning and HIV Interventions among Women in Low-income Settings.

Degree: PhD, Healthcare Policy & Research, 2018, Virginia Commonwealth University

  This dissertation examines the effectiveness of interventions related to family planning and the uptake of HIV-related preventive services among women in low-income settings. Women… (more)

Subjects/Keywords: Family planning; community-based distribution; conditional cash transfers; prevention of mother-to-child transmission; anal cancer screening; guideline concordance; Health Services Research; International Public Health; Women's Health

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APA (6th Edition):

Masiano, S. P. (2018). Family Planning and HIV Interventions among Women in Low-income Settings. (Doctoral Dissertation). Virginia Commonwealth University. Retrieved from https://doi.org/10.25772/BS1V-BV77 ; https://scholarscompass.vcu.edu/etd/5688

Chicago Manual of Style (16th Edition):

Masiano, Steven P. “Family Planning and HIV Interventions among Women in Low-income Settings.” 2018. Doctoral Dissertation, Virginia Commonwealth University. Accessed April 06, 2020. https://doi.org/10.25772/BS1V-BV77 ; https://scholarscompass.vcu.edu/etd/5688.

MLA Handbook (7th Edition):

Masiano, Steven P. “Family Planning and HIV Interventions among Women in Low-income Settings.” 2018. Web. 06 Apr 2020.

Vancouver:

Masiano SP. Family Planning and HIV Interventions among Women in Low-income Settings. [Internet] [Doctoral dissertation]. Virginia Commonwealth University; 2018. [cited 2020 Apr 06]. Available from: https://doi.org/10.25772/BS1V-BV77 ; https://scholarscompass.vcu.edu/etd/5688.

Council of Science Editors:

Masiano SP. Family Planning and HIV Interventions among Women in Low-income Settings. [Doctoral Dissertation]. Virginia Commonwealth University; 2018. Available from: https://doi.org/10.25772/BS1V-BV77 ; https://scholarscompass.vcu.edu/etd/5688


Louisiana State University

25. Cheng, Guangxiang. Dynamic trip distribution models for hurricane evacuation.

Degree: PhD, Civil and Environmental Engineering, 2010, Louisiana State University

 The dissertation presents several methods to estimate time-dependent origin-destination (O-D) trip tables for hurricane evacuation using survey data from hurricane Floyd in South Carolina in… (more)

Subjects/Keywords: Time-dependent destination choice model; multinomial logit model; conditional logit model; trip distribution; network condition index; evacuation; hurricane; travel demand; negative exponential function; trip length distribution; gravity model; impedance function; dynamic traffic assignment; Rayleigh function.

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

APA (6th Edition):

Cheng, G. (2010). Dynamic trip distribution models for hurricane evacuation. (Doctoral Dissertation). Louisiana State University. Retrieved from etd-04212010-140623 ; https://digitalcommons.lsu.edu/gradschool_dissertations/3137

Chicago Manual of Style (16th Edition):

Cheng, Guangxiang. “Dynamic trip distribution models for hurricane evacuation.” 2010. Doctoral Dissertation, Louisiana State University. Accessed April 06, 2020. etd-04212010-140623 ; https://digitalcommons.lsu.edu/gradschool_dissertations/3137.

MLA Handbook (7th Edition):

Cheng, Guangxiang. “Dynamic trip distribution models for hurricane evacuation.” 2010. Web. 06 Apr 2020.

Vancouver:

Cheng G. Dynamic trip distribution models for hurricane evacuation. [Internet] [Doctoral dissertation]. Louisiana State University; 2010. [cited 2020 Apr 06]. Available from: etd-04212010-140623 ; https://digitalcommons.lsu.edu/gradschool_dissertations/3137.

Council of Science Editors:

Cheng G. Dynamic trip distribution models for hurricane evacuation. [Doctoral Dissertation]. Louisiana State University; 2010. Available from: etd-04212010-140623 ; https://digitalcommons.lsu.edu/gradschool_dissertations/3137


North Carolina State University

26. Boyer, Joseph Guenther. Topics Involving the Gamma Distribution: the Normal Coefficient of Variation and Conditional Monte Carlo.

Degree: PhD, Statistics, 2007, North Carolina State University

 A transformation of the sample coefficient of variation (CV) for normal data is shown to be nearly proportional to a χˆ2 random variable. The associated… (more)

Subjects/Keywords: exponential distribution; dispersion effects; Jacobian; Type I censoring; exponential regression; Gibbs sampling; Dirichlet distribution; importance sampling; conditional Monte Carlo; nuisance parameters; conditional inference; sufficient statistic; coefficient of variation; exponential family; gamma distribution

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

APA (6th Edition):

Boyer, J. G. (2007). Topics Involving the Gamma Distribution: the Normal Coefficient of Variation and Conditional Monte Carlo. (Doctoral Dissertation). North Carolina State University. Retrieved from http://www.lib.ncsu.edu/resolver/1840.16/3721

Chicago Manual of Style (16th Edition):

Boyer, Joseph Guenther. “Topics Involving the Gamma Distribution: the Normal Coefficient of Variation and Conditional Monte Carlo.” 2007. Doctoral Dissertation, North Carolina State University. Accessed April 06, 2020. http://www.lib.ncsu.edu/resolver/1840.16/3721.

MLA Handbook (7th Edition):

Boyer, Joseph Guenther. “Topics Involving the Gamma Distribution: the Normal Coefficient of Variation and Conditional Monte Carlo.” 2007. Web. 06 Apr 2020.

Vancouver:

Boyer JG. Topics Involving the Gamma Distribution: the Normal Coefficient of Variation and Conditional Monte Carlo. [Internet] [Doctoral dissertation]. North Carolina State University; 2007. [cited 2020 Apr 06]. Available from: http://www.lib.ncsu.edu/resolver/1840.16/3721.

Council of Science Editors:

Boyer JG. Topics Involving the Gamma Distribution: the Normal Coefficient of Variation and Conditional Monte Carlo. [Doctoral Dissertation]. North Carolina State University; 2007. Available from: http://www.lib.ncsu.edu/resolver/1840.16/3721


University of Oxford

27. Hitz, Adrien. Modelling of extremes.

Degree: PhD, 2016, University of Oxford

 This work focuses on statistical methods to understand how frequently rare events occur and what the magnitude of extreme values such as large losses is.… (more)

Subjects/Keywords: 519.5; Extreme Value Theory; Extreme River Flows; Website Visits; Discrete Distributions; Asymptotic Graphical Models; Graphical Models; One Component Regular Variation; Asymptotic Conditional Independence; Generalized Zipf Distribution; Tree Graphical Models; Multivariate Regular Variation; Gaussian Graphical Models; Student Graphical Models; Censored Copula; Discrete Generalized Pareto Distribution; Discrete Pareto IV Distribution

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APA (6th Edition):

Hitz, A. (2016). Modelling of extremes. (Doctoral Dissertation). University of Oxford. Retrieved from https://ora.ox.ac.uk/objects/uuid:ad32f298-b140-4aae-b50e-931259714085 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.730173

Chicago Manual of Style (16th Edition):

Hitz, Adrien. “Modelling of extremes.” 2016. Doctoral Dissertation, University of Oxford. Accessed April 06, 2020. https://ora.ox.ac.uk/objects/uuid:ad32f298-b140-4aae-b50e-931259714085 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.730173.

MLA Handbook (7th Edition):

Hitz, Adrien. “Modelling of extremes.” 2016. Web. 06 Apr 2020.

Vancouver:

Hitz A. Modelling of extremes. [Internet] [Doctoral dissertation]. University of Oxford; 2016. [cited 2020 Apr 06]. Available from: https://ora.ox.ac.uk/objects/uuid:ad32f298-b140-4aae-b50e-931259714085 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.730173.

Council of Science Editors:

Hitz A. Modelling of extremes. [Doctoral Dissertation]. University of Oxford; 2016. Available from: https://ora.ox.ac.uk/objects/uuid:ad32f298-b140-4aae-b50e-931259714085 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.730173

28. Fries, Sebastien. Anticipative alpha-stable linear processes for time series analysis : conditional dynamics and estimation.

Degree: 2019, NARCIS

 In the framework of linear time series analysis, we study a class of so-called anticipative strictly stationary processes potentially depending on all the terms of… (more)

Subjects/Keywords: Time series; Noncausal process; Anticipative process; Multivariate stable distribution; Conditional distribution; Prediction; Statistics and Probability; Statistics, Probability and Uncertainty; Economics and Econometrics

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APA (6th Edition):

Fries, S. (2019). Anticipative alpha-stable linear processes for time series analysis : conditional dynamics and estimation. (Doctoral Dissertation). NARCIS. Retrieved from https://research.vu.nl/en/publications/85324641-0cb4-49a0-a455-c47e6e867221 ; urn:nbn:nl:ui:31-85324641-0cb4-49a0-a455-c47e6e867221 ; 85324641-0cb4-49a0-a455-c47e6e867221 ; 1871.1/85324641-0cb4-49a0-a455-c47e6e867221 ; urn:nbn:nl:ui:31-85324641-0cb4-49a0-a455-c47e6e867221 ; https://research.vu.nl/en/publications/85324641-0cb4-49a0-a455-c47e6e867221

Chicago Manual of Style (16th Edition):

Fries, Sebastien. “Anticipative alpha-stable linear processes for time series analysis : conditional dynamics and estimation.” 2019. Doctoral Dissertation, NARCIS. Accessed April 06, 2020. https://research.vu.nl/en/publications/85324641-0cb4-49a0-a455-c47e6e867221 ; urn:nbn:nl:ui:31-85324641-0cb4-49a0-a455-c47e6e867221 ; 85324641-0cb4-49a0-a455-c47e6e867221 ; 1871.1/85324641-0cb4-49a0-a455-c47e6e867221 ; urn:nbn:nl:ui:31-85324641-0cb4-49a0-a455-c47e6e867221 ; https://research.vu.nl/en/publications/85324641-0cb4-49a0-a455-c47e6e867221.

MLA Handbook (7th Edition):

Fries, Sebastien. “Anticipative alpha-stable linear processes for time series analysis : conditional dynamics and estimation.” 2019. Web. 06 Apr 2020.

Vancouver:

Fries S. Anticipative alpha-stable linear processes for time series analysis : conditional dynamics and estimation. [Internet] [Doctoral dissertation]. NARCIS; 2019. [cited 2020 Apr 06]. Available from: https://research.vu.nl/en/publications/85324641-0cb4-49a0-a455-c47e6e867221 ; urn:nbn:nl:ui:31-85324641-0cb4-49a0-a455-c47e6e867221 ; 85324641-0cb4-49a0-a455-c47e6e867221 ; 1871.1/85324641-0cb4-49a0-a455-c47e6e867221 ; urn:nbn:nl:ui:31-85324641-0cb4-49a0-a455-c47e6e867221 ; https://research.vu.nl/en/publications/85324641-0cb4-49a0-a455-c47e6e867221.

Council of Science Editors:

Fries S. Anticipative alpha-stable linear processes for time series analysis : conditional dynamics and estimation. [Doctoral Dissertation]. NARCIS; 2019. Available from: https://research.vu.nl/en/publications/85324641-0cb4-49a0-a455-c47e6e867221 ; urn:nbn:nl:ui:31-85324641-0cb4-49a0-a455-c47e6e867221 ; 85324641-0cb4-49a0-a455-c47e6e867221 ; 1871.1/85324641-0cb4-49a0-a455-c47e6e867221 ; urn:nbn:nl:ui:31-85324641-0cb4-49a0-a455-c47e6e867221 ; https://research.vu.nl/en/publications/85324641-0cb4-49a0-a455-c47e6e867221


University of Florida

29. Seth,Sohan. On Nonparametric Measures of Dependence and Conditional Independence Theory and Applications.

Degree: PhD, Electrical and Computer Engineering, 2011, University of Florida

 ?Does greenhouse gas emission cause global warming??, ?Does gas price depend on supply and demand??, ?Does stress cause depression??, ?Does productivity depend on competition??  –… (more)

Subjects/Keywords: Causality; Consistent estimators; Correlation coefficients; Cumulative distribution functions; Distance functions; Estimators; Machine learning; Random variables; Statistics; Time series; association  – causal  – conditional  – dependence  – granger  – hypothesis  – ica  – independence  – inference  – measure  – metric  – nonparametric  – point  – process  – selection  – space  – spike  – testing  – train  – variable

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APA (6th Edition):

Seth,Sohan. (2011). On Nonparametric Measures of Dependence and Conditional Independence Theory and Applications. (Doctoral Dissertation). University of Florida. Retrieved from http://ufdc.ufl.edu/UFE0043252

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Chicago Manual of Style (16th Edition):

Seth,Sohan. “On Nonparametric Measures of Dependence and Conditional Independence Theory and Applications.” 2011. Doctoral Dissertation, University of Florida. Accessed April 06, 2020. http://ufdc.ufl.edu/UFE0043252.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

MLA Handbook (7th Edition):

Seth,Sohan. “On Nonparametric Measures of Dependence and Conditional Independence Theory and Applications.” 2011. Web. 06 Apr 2020.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Vancouver:

Seth,Sohan. On Nonparametric Measures of Dependence and Conditional Independence Theory and Applications. [Internet] [Doctoral dissertation]. University of Florida; 2011. [cited 2020 Apr 06]. Available from: http://ufdc.ufl.edu/UFE0043252.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Council of Science Editors:

Seth,Sohan. On Nonparametric Measures of Dependence and Conditional Independence Theory and Applications. [Doctoral Dissertation]. University of Florida; 2011. Available from: http://ufdc.ufl.edu/UFE0043252

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

30. Fernanda Salles de Oliveira Pessoa. GestÃo de risco setorial no mercado de aÃÃes brasileiro.

Degree: Master, 2013, Universidade Federal do Ceará

Este trabalho analisa durante o perÃodo de 01/2008 a 12/2011 o risco de mercado de seis Ãndices setoriais da Bolsa de Valores de SÃo Paulo… (more)

Subjects/Keywords: CIENCIAS SOCIAIS APLICADAS; Ãndices Setoriais; Value-at-Risk; DistribuiÃÃo Normal; Volatilidade Condicional; GARCH; Backtesting; GrÃficos de Balzer; Sectorial Indexes; Value at Risk; Normal Distribution; Conditional Volatility; GARCH; Backtesting; BalzerÂs Graphics; Risco; Volatilidade Condicional; Investimentos

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APA (6th Edition):

Pessoa, F. S. d. O. (2013). GestÃo de risco setorial no mercado de aÃÃes brasileiro. (Masters Thesis). Universidade Federal do Ceará. Retrieved from http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=11506 ;

Chicago Manual of Style (16th Edition):

Pessoa, Fernanda Salles de Oliveira. “GestÃo de risco setorial no mercado de aÃÃes brasileiro.” 2013. Masters Thesis, Universidade Federal do Ceará. Accessed April 06, 2020. http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=11506 ;.

MLA Handbook (7th Edition):

Pessoa, Fernanda Salles de Oliveira. “GestÃo de risco setorial no mercado de aÃÃes brasileiro.” 2013. Web. 06 Apr 2020.

Vancouver:

Pessoa FSdO. GestÃo de risco setorial no mercado de aÃÃes brasileiro. [Internet] [Masters thesis]. Universidade Federal do Ceará 2013. [cited 2020 Apr 06]. Available from: http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=11506 ;.

Council of Science Editors:

Pessoa FSdO. GestÃo de risco setorial no mercado de aÃÃes brasileiro. [Masters Thesis]. Universidade Federal do Ceará 2013. Available from: http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=11506 ;

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