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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

URL: http://bura.brunel.ac.uk/handle/2438/7501 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.573611

► 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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: etd-07082010-153124 ; https://digitalcommons.lsu.edu/gradschool_theses/4258

► 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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0624108-184139

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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)

URL: http://www.theses.fr/2019SACLG002

►

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-187459

►

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

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

URL: http://hdl.handle.net/11375/22017

►

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: 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

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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: https://digitalcommons.njit.edu/dissertations/219

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://www.theses.fr/2018USPCC069

►

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0619101-160356

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

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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://repository.urosario.edu.co/handle/10336/8856

►

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

Record Details Similar Records

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APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://hdl.handle.net/11375/23977

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: https://ir.lib.uwo.ca/etd/5172

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://hdl.handle.net/1993/23875

► 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)

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://scholarbank.nus.edu.sg/handle/10635/14765

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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-266382

►

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

Record Details Similar Records

❌

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://hdl.handle.net/10393/37594

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=11576 ;

►

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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://resolver.tudelft.nl/uuid:18304ff7-6589-40af-8f9a-d87764ef9bc5

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/10315/33452

► 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.

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/2123/7863

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

Not specified: Masters Thesis or Doctoral Dissertation

Linnaeus University

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

Degree: Mathematics, 2016, Linnaeus University

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-56502

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

Not specified: Masters Thesis or Doctoral Dissertation

Uppsala University

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

Degree: Economics, 2007, Uppsala University

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-7654

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: https://doi.org/10.25772/BS1V-BV77 ; https://scholarscompass.vcu.edu/etd/5688

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: etd-04212010-140623 ; https://digitalcommons.lsu.edu/gradschool_dissertations/3137

► 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.

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://www.lib.ncsu.edu/resolver/1840.16/3721

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: https://ora.ox.ac.uk/objects/uuid:ad32f298-b140-4aae-b50e-931259714085 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.730173

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: 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

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://ufdc.ufl.edu/UFE0043252

► ?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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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.

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

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

URL: http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=11506 ;

►

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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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 ;