Sökning: "Parametric estimation methods"

Visar resultat 1 - 5 av 51 uppsatser innehållade orden Parametric estimation methods.

1. 1. Point process learning for non-parametric intensity estimation with focus on Voronoi estimation

   Master-uppsats, Göteborgs universitet/Institutionen för matematiska vetenskaper

   Författare :Alexander Thorén; [2023-03-28]
   Nyckelord :;

   Sammanfattning : Point process learning is a new statistical theory that gives us a way to estimate parameters using cross-validation for point processes. By thinning a point pattern we are able to create training and validation sets which are then used in prediction errors. LÄS MER

3. 2. Robust Non-Linear State Estimation for Underwater Acoustic Localization : Expanding on Gaussian Mixture Methods

   Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

   Författare :Diogo Antunes; [2023]
   Nyckelord :Robust state estimation; Underwater localization; Target tracking; Gaussian mixture; AUV; Estimação robusta de estado; Localização subaquática; Rastreamento de alvos; Mistura Gaussiana; AUV; Robust tillståndsuppskattning; Undervattenslokalisering; Målspårning; Gaussisk blandning; AUV;

   Sammanfattning : Robust state estimation solutions must deal with faulty measurements, called outliers, and unknown data associations, which lead to multiple feasible hypotheses. Take, for instance, the scenario of tracking two indistinguishable targets based on position measurements, where each measurement could refer to either of the targets or even be a faulty reading. LÄS MER

4. 3. Forecasting Value-at-Risk and Expected Shortfall: A comparison of non- and parametric methods for crude oil amidst extreme volatility

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Otto Colbin; Yugam Sharma; [2023]
   Nyckelord :Value-at-Risk VaR ; Expected Shortfall ES ; Nonparametric estimation methods; Parametric estimation methods; Crude oil.; Business and Economics;

   Sammanfattning : Practitioners primarily utilise nonparametric methods when estimating Value-at- Risk (VaR) and Expected Shortfall (ES) for computing capital requirements. However, various researchers assert that there are issues with those estimates, particularly amidst periods of market turmoil. LÄS MER

5. 4. Assessing the Eco-efficiency of Swedish Crop Farms and the Role of Subsidies : a Directional Distance Function Approach

   Master-uppsats, SLU/Dept. of Economics

   Författare :Therese Ratilla; [2023]
   Nyckelord :Swedish crop farmers; CAP subsidies; FADN; stochastic frontier analysis; multi-output; one-step approach;

   Sammanfattning : The agriculture sector’s contribution to global greenhouse gas (GHG) emissions and its increasing vulnerability to the effects of climate change warrants assessments considering not only on-farm productivity but also the industry’s environmental sustainability. Utilizing the concept of eco-efficiency, this study analyzes the environmental performance of Swedish crop farms by incorporating farm-level GHG emissions as an undesirable output in the production function. LÄS MER

7. 5. Into the Trading Book: Estimating Expected Shortfall

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Robin Eric Schmutz; Leonard Schneider; [2023]
   Nyckelord :Expected shortfall; Trading book; Historical simulation; Parametric estimation; Backtesting; Business and Economics;

   Sammanfattning : In light of the revised 2019 proposals constituting the Fundamental Review of the Trading Book, which amend the third Basel Accord, expected shortfall is set to replace value at risk as the risk measure dictating banks' capital reserving requirements for exposure to market risk. This paper examines how best to accurately estimate expected shortfall from a regulatory perspective by carrying out an array of non-parametric as well as parametric methods over the recent years of financial instability. LÄS MER