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Relevant bibliographies by topics / Univariate and multivariate analysis

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Dissertations / Theses

Academic literature on the topic 'Univariate and multivariate analysis'

Author: Grafiati

Published: 4 June 2021

Last updated: 15 February 2022

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Dissertations / Theses on the topic "Univariate and multivariate analysis"

1

Zhou, Feifei, and 周飞飞. "Cure models for univariate and multivariate survival data." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2011. http://hub.hku.hk/bib/B45700977.

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2

Ley, Christophe. "Univariate and multivariate symmetry: statistical inference and distributional aspects." Doctoral thesis, Universite Libre de Bruxelles, 2010. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/210029.

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This thesis deals with several statistical and probabilistic aspects of symmetry and asymmetry, both in a univariate and multivariate context, and is divided into three distinct parts.<p><p>The first part, composed of Chapters 1, 2 and 3 of the thesis, solves two conjectures associated with multivariate skew-symmetric distributions. Since the introduction in 1985 by Adelchi Azzalini of the most famous representative of that class of distributions, namely the skew-normal distribution, it is well-known that, in the vicinity of symmetry, the Fisher information matrix is singular and the profile l

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3

McGeehan, Lawrence T. "Multivariate and Univariate Analyses of the Geographic Variation within Etheostoma Flabellare (Pisces: Percidae) of Eastern North America." Connect to resource, 1985. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1218739588.

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4

Lee, Jessica. "Evaluating Restoration Success of a Southern California Wetland Comparing Univariate Analysis to Multivariate and Equivalence Analyses." Thesis, California State University, Long Beach, 2018. http://pqdtopen.proquest.com/#viewpdf?dispub=10752347.

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<p> Loss of wetland habitat and their associated services and functions during the past century has been extensive. As a solution, managers have turned to restoration, but even regionally, researchers lack agreement on monitoring criteria and analytical methods for defining restoration success. This study investigated the recovery trajectory of two recently restored wetlands in southern California as compared to a reference site using univariate, multivariate and equivalence analyses. Important abiotic and biotic parameters in the two restored marshes, such as salinity and invertebrate abundan

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5

Stevens, James G. "An investigation of multivariate adaptive regression splines for modeling and analysis of univariate and semi-multivariate time series systems." Thesis, Monterey, California. Naval Postgraduate School, 1991. http://hdl.handle.net/10945/26601.

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6

Acres, Daniel Nigel Gerard. "The behaviour of style anomalies in worldwide sector indices : a univariate and multivariate analysis." Master's thesis, University of Cape Town, 2007. http://hdl.handle.net/11427/8909.

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Includes bibliographical references.<br>The aim of this thesis is to explain the cross-section of International Classification Benchmark (ICB) level 4 (sector) index returns. A worldwide study of 48 developed and emerging countries is conducted, considering up to 38 sector indices per country. In cluster and factor analyses of the sector returns all the developed markets are found to cluster together, as are the emerging markets, suggesting diversificationary benefits from investing across the two. The one-month-ahead return forecasting power of 35 sector-specific attributes is investigated ov

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7

ARAÚJO, Adalberto Gomes de. "Comparação entre métodos univariados e multivariados na seleção de variáveis independentes, na construção de tabelas volumétricas para Leucaena leicocephala (Lam) de Wit." Universidade Federal Rural de Pernambuco, 2005. http://www.tede2.ufrpe.br:8080/tede2/handle/tede2/4450.

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Submitted by (ana.araujo@ufrpe.br) on 2016-05-18T16:23:27Z No. of bitstreams: 1 Adalberto Gomes de Araujo.pdf: 1912427 bytes, checksum: f5afb060ed8c40727f32cece528acc33 (MD5)<br>Made available in DSpace on 2016-05-18T16:23:27Z (GMT). No. of bitstreams: 1 Adalberto Gomes de Araujo.pdf: 1912427 bytes, checksum: f5afb060ed8c40727f32cece528acc33 (MD5) Previous issue date: 2005-06-15<br>The objective of this work was to use multivariate and univariate statistical methods, in the selection of independent variables, in mathematical models, in the construction of volume tables for Leucaena leu

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8

Bradshaw, Steve. "Style anomalies on the London Stock Exchange : an analysis of univariate, multivariate and timing strategies." Thesis, University of Cape Town, 2005. http://hdl.handle.net/11427/6691.

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According to Dimson (1998), modem financial theory is founded on the assumption that markets are highly efficient. The presence of anomalous stock market behaviour has therefore attracted a great amount of research internationally. This thesis investigates the presence and exploitability of style anomalies on the London Stock Exchange (LSE) and is divided into three main branches of research.

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9

Janari, Emile. "The behaviour of style anomalies on the Australian Stock Exchange : a univariate and multivariate analysis." Master's thesis, University of Cape Town, 2005. http://hdl.handle.net/11427/15905.

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Includes bibliographical references.<br>Recent attempts to empirically verify the Sharpe (1964), Lintner (1965), Moss in (1966), and Black (1972) Capital Asset Pricing Model (CAPM) have identified numerous inconsistencies with the model's predictions. A number of variables have displayed evidence of the ability to explain the cross-sectional variation in share returns beyond that explained by data. These anomalous effect have become known as "style effects " or "style characteristics". This thesis sets out to examine the existence and behaviour of these style-characteristics over the period Ju

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10

Schwartz, Michael. "Optimized Forecasting of Dominant U.S. Stock Market Equities Using Univariate and Multivariate Time Series Analysis Methods." Chapman University Digital Commons, 2017. http://digitalcommons.chapman.edu/comp_science_theses/3.

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This dissertation documents an investigation into forecasting U.S. stock market equities via two very different time series analysis techniques: 1) autoregressive integrated moving average (ARIMA), and 2) singular spectrum analysis (SSA). Approximately 40% of the S&P 500 stocks are analyzed. Forecasts are generated for one and five days ahead using daily closing prices. Univariate and multivariate structures are applied and results are compared. One objective is to explore the hypothesis that a multivariate model produces superior performance over a univariate configuration. Another objective

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