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Tesis sobre el tema "Kernel estimates"

Autor: Grafiati
Publicado: 4 de junio de 2021
Última modificación: 13 de febrero de 2022

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1

Paulat, Martin [Verfasser]. "Sub-Riemannian geometry and heat kernel estimates / Martin Paulat." Kiel : Universitätsbibliothek Kiel, 2008. http://d-nb.info/1019659203/34.

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2

Rose, Christian. "Heat kernel estimates based on Ricci curvature integral bounds." Doctoral thesis, Universitätsbibliothek Chemnitz, 2017. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-qucosa-228681.

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Any Riemannian manifold possesses a minimal solution of the heat equation for the Dirichlet Laplacian, called the heat kernel. During the last decades many authors investigated geometric properties of the manifold such that its heat kernel fulfills a so-called Gaussian upper bound. Especially compact and non-compact manifolds with lower bounded Ricci curvature have been examined and provide such Gaussian estimates. In the compact case it ended even with integral Ricci curvature assumptions. The important techniques to obtain Gaussian bounds are the symmetrization procedure for compact manifold
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3

Kühn, Franziska. "Probability and Heat Kernel Estimates for Lévy(-Type) Processes." Doctoral thesis, Saechsische Landesbibliothek- Staats- und Universitaetsbibliothek Dresden, 2016. http://nbn-resolving.de/urn:nbn:de:bsz:14-qucosa-214839.

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In this thesis, we present a new existence result for Lévy-type processes. Lévy-type processes behave locally like a Lévy process, but the Lévy triplet may depend on the current position of the process. They can be characterized by their so-called symbol; this is the analogue of the characteristic exponent in the Lévy case. Using a parametrix construction, we prove the existence of Lévy-type processes with a given symbol under weak regularity assumptions on the regularity of the symbol. Applications range from existence results for stable-like processes and mixed processes to uniqueness result
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4

Nakamura, Chikara. "Asymptotic behaviors of random walks; application of heat kernel estimates." Kyoto University, 2018. http://hdl.handle.net/2433/232222.

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5

Orgoník, Svetoslav. "Stochastické modelování datových souborů." Master's thesis, Vysoké učení technické v Brně. Fakulta strojního inženýrství, 2011. http://www.nusl.cz/ntk/nusl-229729.

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Master's thesis is focused on implementing modern statistical methods for fitting propability distribution using kernel estimates with regard to the possibilities of their implementation on the PC and the application of specic data sets. Master's thesis is a part of project from MSMT of the Czech Republic no. 1M06047 Center for Quality and Reliability of Production.
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6

Weber, Andreas. "Heat kernel estimates and Lp spectral theory of locally symmetric spaces." Karlsruhe : Univ.-Verl. Karlsruhe, 2006. http://www.uvka.de/univerlag/volltexte/2007/198/.

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7

Claire, Narinder Singh. "Spectral theory and heat kernel estimates for higher order differential operators." Thesis, King's College London (University of London), 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.395811.

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8

Weber, Andreas [Verfasser]. "Heat kernel estimates and Lp spectral theory of locally symmetric spaces / von Andreas Weber." Karlsruhe : Univ.-Verl. Karlsruhe, 2007. http://d-nb.info/983600430/34.

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9

Kornienko, Olga [Verfasser], and Daniel [Akademischer Betreuer] Durstewitz. "Neural Representations and Decoding with Optimized Kernel Density Estimates / Olga Kornienko ; Betreuer: Daniel Durstewitz." Heidelberg : Universitätsbibliothek Heidelberg, 2015. http://d-nb.info/1180608836/34.

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10

Chayet, Maurice 1953. "Some general estimates for the heat kernel on symmetric spaces and related problems of integral Geometry." Thesis, McGill University, 1990. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=74536.

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We use a method of analytic continuation introduced by M. Flensted-Jensen to study the asymptotic behaviour of the heat kernel on noncompact symmetric spaces, for values of the time parameter which are arbitrarily small or arbitrarily large. The same method is applied to one case of the inversion problem for the Abel transform. The results are illustrated with explicit computations for SL(3, R).
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11

Rose, Christian [Verfasser], Peter [Akademischer Betreuer] Stollmann, Peter [Gutachter] Stollmann, Alexander [Gutachter] Grigor’yan, and Gilles [Gutachter] Carron. "Heat kernel estimates based on Ricci curvature integral bounds / Christian Rose ; Gutachter: Peter Stollmann, Alexander Grigor’yan, Gilles Carron ; Betreuer: Peter Stollmann." Chemnitz : Universitätsbibliothek Chemnitz, 2017. http://d-nb.info/1214306705/34.

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12

Kühn, Franziska Verfasser], René L. [Akademischer Betreuer] [Gutachter] Schilling, and Alexey [Gutachter] [Kulik. "Probability and Heat Kernel Estimates for Lévy(-Type) Processes / Franziska Kühn ; Gutachter: René L. Schilling, Alexei Kulik ; Betreuer: René L. Schilling." Dresden : Saechsische Landesbibliothek- Staats- und Universitaetsbibliothek Dresden, 2016. http://d-nb.info/1121499295/34.

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13

Kühn, Franziska [Verfasser], René L. Akademischer Betreuer] [Gutachter] Schilling, and Alexey [Gutachter] [Kulik. "Probability and Heat Kernel Estimates for Lévy(-Type) Processes / Franziska Kühn ; Gutachter: René L. Schilling, Alexei Kulik ; Betreuer: René L. Schilling." Dresden : Saechsische Landesbibliothek- Staats- und Universitaetsbibliothek Dresden, 2016. http://d-nb.info/1121499295/34.

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14

Kühn, Franziska [Verfasser], René L. [Akademischer Betreuer] Schilling, and Alexey [Gutachter] Kulik. "Probability and Heat Kernel Estimates for Lévy(-Type) Processes / Franziska Kühn ; Gutachter: René L. Schilling, Alexei Kulik ; Betreuer: René L. Schilling." Dresden : Saechsische Landesbibliothek- Staats- und Universitaetsbibliothek Dresden, 2016. http://nbn-resolving.de/urn:nbn:de:bsz:14-qucosa-214839.

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15

Otieno, Wilkistar. "A Framework for Determining the Reliability of Nanoscale Metallic Oxide Semiconductor (MOS) Devices." Scholar Commons, 2010. http://scholarcommons.usf.edu/etd/3499.

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An increase in worldwide investments during the past several decades has pro-pelled scienti c breakthroughs in nanoscience and technology research to new and exciting levels. To ensure that these discoveries lead to commercially viable prod-ucts, it is important to address some of the fundamental engineering and scientific challenges related to nanodevices. Due to the centrality of reliability to product integrity, nanoreliability requires critical analysis and understanding to ensure long-term sustainability of nanodevices and systems. In this study, we construct a relia-bility framework for
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16

Dharmasena, Tibbotuwa Deniye Kankanamge Lasitha Sandamali, and Sandamali dharmasena@rmit edu au. "Sequential Procedures for Nonparametric Kernel Regression." RMIT University. Mathematical and Geospatial Sciences, 2008. http://adt.lib.rmit.edu.au/adt/public/adt-VIT20090119.134815.

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In a nonparametric setting, the functional form of the relationship between the response variable and the associated predictor variables is unspecified; however it is assumed to be a smooth function. The main aim of nonparametric regression is to highlight an important structure in data without any assumptions about the shape of an underlying regression function. In regression, the random and fixed design models should be distinguished. Among the variety of nonparametric regression estimators currently in use, kernel type estimators are most popular. Kernel type estimators provide a flexible c
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17

Xiong, Jue. "The Dirichlet operator and its mapping properties." The Ohio State University, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=osu1554944747702051.

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18

Feneuil, Joseph. "Analyse harmonique sur les graphes et les groupes de Lie : fonctionnelles quadratiques, transformées de Riesz et espaces de Besov." Thesis, Université Grenoble Alpes (ComUE), 2015. http://www.theses.fr/2015GREAM040/document.

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Ce mémoire est consacré à des résultats d'analyse harmonique réelle dans des cadres géométriques discrets (graphes) ou continus (groupes de Lie).Soit $\Gamma$ un graphe (ensemble de sommets et d'arêtes) muni d'un laplacien discret $\Delta=I-P$, où $P$ est un opérateur de Markov.Sous des hypothèses géométriques convenables sur $\Gamma$, nous montrons la continuité $L^p$ de fonctionnelles de Littlewood-Paley fractionnaires. Nous introduisons des espaces de Hardy $H^1$ de fonctions et de $1$-formes différentielles sur $\Gamma$, dont nous donnons plusieurs caractérisations, en supposant seulement
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19

Soares, Maria Aparecida da Silva. "Estimador do Tipo N?cleo para Densidades Limites de Cadeias de Markov com Espa?o de Estados Geral." Universidade Federal do Rio Grande do Norte, 2010. http://repositorio.ufrn.br:8080/jspui/handle/123456789/18631.

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Made available in DSpace on 2015-03-03T15:22:33Z (GMT). No. of bitstreams: 1 MariaASS_DISSERT.pdf: 1267496 bytes, checksum: aabe75eb05da3e6d622acfd6e208c192 (MD5) Previous issue date: 2010-02-25<br>In this work we studied the consistency for a class of kernel estimates of f f (.) in the Markov chains with general state space E C Rd case. This study is divided into two parts: In the first one f (.) is a stationary density of the chain, and in the second one f (x) v (dx) is the limit distribution of a geometrically ergodic chain<br>Neste trabalho vamos estudamos a consist?ncia para uma class
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20

Bahraoui, Zuhair. "Quantifying Risk using Copulae and Kernel Estimators." Doctoral thesis, Universitat de Barcelona, 2015. http://hdl.handle.net/10803/289620.

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In this Thesis we addressed two very important themes related to quantitative risk management. On one hand, we provided relevant results about the analysis of extreme value distributions; on the other hand, we also presented different results concerning the dependence modelling between extreme value distributions. These results will be useful in the calculation of the capital requirement in the context of Solvency II in terms of quantifying the risk when the data contain extreme values. This can occur when we analyse operational risk and subscription risk, where the company could have losses t
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21

Cunha, Enai Taveira da. "Estimadores do tipo n?cleo para a densidade de transi??o de uma cadeia de markov com espa?o de estados geral." Universidade Federal do Rio Grande do Norte, 2010. http://repositorio.ufrn.br:8080/jspui/handle/123456789/18636.

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Made available in DSpace on 2015-03-03T15:28:31Z (GMT). No. of bitstreams: 1 EnaiTC_DISSERT.pdf: 791005 bytes, checksum: 0aee506aa23dd64244f916f2b42bdf10 (MD5) Previous issue date: 2010-05-21<br>Coordena??o de Aperfei?oamento de Pessoal de N?vel Superior<br>In this work, we studied the strong consistency for a class of estimates for a transition density of a Markov chain with general state space ?E ? Rd. The strong ergodicity of the estimates for the density transition is obtained from the strong consistency of the kernel estimates for both the marginal density p(:) of the chain and the j
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22

Egelrud, Daniel. "Kernel density estimators as a tool for atmospheric dispersion models." Thesis, Umeå universitet, Institutionen för fysik, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-187307.

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Lagrangian particle models are useful for modelling pollutants in the atmosphere. They simulate the spread of pollutants by modelling trajectories of individual particles. However, to be useful, these models require a density estimate. The standard method to use has been boxcounting, but kernel density estimator (KDE) is an alternative. How KDE is used varies as there is no standard implementation. Primarily, it is the choice of kernel and bandwidth estimator that determines the model. In this report I have implemented a KDE for FOI’s Lagrangian particle model LPELLO. The kernel I have used is
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23

Zhu, Zi. "Estimation of the Optimal Threshold Using Kernel Estimate and ROC Curve Approaches." Digital Archive @ GSU, 2011. http://digitalarchive.gsu.edu/math_theses/107.

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Credit Line Analysis plays a very important role in the housing market, especially with the situation of large number of frozen loans during the current financial crisis. In this thesis, we apply the methods of kernel estimate and the Receiver Operating Characteristic (ROC) curve in the credit loan application process in order to help banks select the optimal threshold to differentiate good customers from bad customers. Better choice of the threshold is essential for banks to prevent loss and maximize profit from loans. One of the main advantages of our study is that the method does not re
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24

Kotlyarova, Yulia. "Kernel estimators : testing and bandwidth selection in models of unknown smoothness." Thesis, McGill University, 2005. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=85179.

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Semiparametric and nonparametric estimators are becoming indispensable tools in applied econometrics. Many of these estimators depend on the choice of smoothing bandwidth and kernel function. Optimality of such parameters is determined by unobservable smoothness of the model, that is, by differentiability of the distribution functions of random variables in the model. In this thesis we consider two estimators of this class: the smoothed maximum score estimator for binary choice models and the kernel density estimator.<br>We present theoretical results on the asymptotic distribution of t
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25

Rahbaralam, Maryam. "Modeling of reactive transport with particle tracking and kernel density estimators." Doctoral thesis, Universitat Politècnica de Catalunya, 2018. http://hdl.handle.net/10803/462148.

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Random walk particle tracking methods are a computationally efficient family of methods to solve reactive transport problems. While the number of particles in most realistic applications is in the order of 10^6 - 10^9, the number of reactive molecules even in diluted systems might be in the order of fractions of the Avogadro number. Thus, each particle actually represents a group of potentially reactive molecules. The use of a low number of particles may result not only in loss of accuracy, but also may lead to an improper reproduction of the mixing process, limited by diffusion. Recent works
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26

Moody, Marla Marie. "Constrained optimal neighborhoods and kernel estimators as improvements to applications of kriging." Diss., The University of Arizona, 1993. http://hdl.handle.net/10150/186233.

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The motivation for this dissertation is to develop innovations in spatial, environmental data analyses, using kriging and kernel estimation, that form a basis for an eventual automation of the calculations. Special consideration should be given to the different requirements for environmental data as compared to the mining data generally used in the evaluation of kriging applications. It is common to use standard search neighborhoods in the applications of kriging. It is one object of this dissertation to develop variable search neighborhoods and to extend the use of these search neighborhoods
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27

Hodara, Pierre. "Systèmes de neurones en interactions : modélisation probabiliste et estimation." Thesis, Cergy-Pontoise, 2016. http://www.theses.fr/2016CERG0854/document.

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On étudie un système de particules en interactions. Deux types de processus sont utilisés pour modéliser le système. Tout d'abord des processus de Hawkes. On propose deux modèles pour lesquels on obtient l'existence et l'unicité d'une version stationnaire, ainsi qu'une construction graphique de la mesure stationnaire à l'aide d'une décomposition de type Kalikow et d'un algorithme de simulation parfaite.Le deuxième type de processus utilisés est un processus de Markov déterministe par morceaux (PDMP). On montre l'ergodicité de ce processus et propose un estimateur à noyau pour la fonction de ta
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28

Carstairs, Ian Ruthven. "Kernel density estimators applied to hard X-ray observations of the Crab Pulsar." Thesis, University of Southampton, 1992. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.315292.

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29

Nguyen, Van Hanh. "Modèles de mélange semi-paramétriques et applications aux tests multiples." Phd thesis, Université Paris Sud - Paris XI, 2013. http://tel.archives-ouvertes.fr/tel-00987035.

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Dans un contexte de test multiple, nous considérons un modèle de mélange semi-paramétrique avec deux composantes. Une composante est supposée connue et correspond à la distribution des p-valeurs sous hypothèse nulle avec probabilité a priori p. L'autre composante f est nonparamétrique et représente la distribution des p-valeurs sous l'hypothèse alternative. Le problème d'estimer les paramètres p et f du modèle apparaît dans les procédures de contrôle du taux de faux positifs (''false discovery rate'' ou FDR). Dans la première partie de cette dissertation, nous étudions l'estimation de la propo
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30

El, Waled Khalil. "Estimations paramétriques et non-paramétriques pour des modèles de diffusions périodiques." Thesis, Rennes 2, 2015. http://www.theses.fr/2015REN20042/document.

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Cette thèse est consacrée au problème d'estimation de la fonction de dérive de certains modèles de processus stochastiques périodiques lorsque la durée d'observation tend vers l'infini. Aucune hypothèse de récurrence n'est posée a priori.Dans un premier temps nous considérons le modèle du type signal plus bruit dζt = f (t, θ)dt + σ(t)dWt,; et puis nous étudions l'estimation du paramètre θ à partir d'une observation continue et puis d'une observation discrète du processus {ζt} sur l'intervalle [0; T]. Les fonctions f (·, ·) et σ(·) sont continues et périodiques en t de même période P &gt; 0, σ(
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31

Chen, Li. "Quasi transformées de Riesz, espaces de Hardy et estimations sous-gaussiennes du noyau de la chaleur." Phd thesis, Université Paris Sud - Paris XI, 2014. http://tel.archives-ouvertes.fr/tel-01001868.

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Dans cette thèse nous étudions les transformées de Riesz et les espaces de Hardy associés à un opérateur sur un espace métrique mesuré. Ces deux sujets sont en lien avec des estimations du noyau de la chaleur associé à cet opérateur. Dans les Chapitres 1, 2 et 4, on étudie les transformées quasi de Riesz sur les variétés riemannienne et sur les graphes. Dans le Chapitre 1, on prouve que les quasi transformées de Riesz sont bornées dans Lp pour 1
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32

Silva, Mariana Barbosa da. "Estimadores do tipo n?cleo para Vari?vei s I.I.D. com espa?o de estados geral." Universidade Federal do Rio Grande do Norte, 2012. http://repositorio.ufrn.br:8080/jspui/handle/123456789/17011.

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Made available in DSpace on 2014-12-17T15:26:39Z (GMT). No. of bitstreams: 1 MarianaBS_DISSERT.pdf: 5316617 bytes, checksum: 4fb0344851aa8f373aa2dab90bb6d3c5 (MD5) Previous issue date: 2012-05-31<br>Coordena??o de Aperfei?oamento de Pessoal de N?vel Superior<br>In this work, the paper of Campos and Dorea [3] was detailed. In that article a Kernel Estimator was applied to a sequence of random variables with general state space, which were independent and identicaly distributed. In chapter 2, the estimator?s properties such as asymptotic unbiasedness, consistency in quadratic mean, strong cons
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33

Bassene, Aladji. "Contribution à la modélisation spatiale des événements extrêmes." Thesis, Lille 3, 2016. http://www.theses.fr/2016LIL30039/document.

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Dans cette de thèse, nous nous intéressons à la modélisation non paramétrique de données extrêmes spatiales. Nos résultats sont basés sur un cadre principal de la théorie des valeurs extrêmes, permettant ainsi d’englober les lois de type Pareto. Ce cadre permet aujourd’hui d’étendre l’étude des événements extrêmes au cas spatial à condition que les propriétés asymptotiques des estimateurs étudiés vérifient les conditions classiques de la Théorie des Valeurs Extrêmes (TVE) en plus des conditions locales sur la structure des données proprement dites. Dans la littérature, il existe un vaste panor
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34

Murasaki, Seiichi. "Sex-Specific Patterns of Movement and Space Use in the Strawberry Poison Frog, Oophaga pumilio." FIU Digital Commons, 2010. http://digitalcommons.fiu.edu/etd/226.

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The home range encompasses an animal’s movements as it goes about its normal activity, and several home range estimators have been developed. I evaluated the performance of the Minimum Convex Polygon, Bivariate Normal, and several kernel home range estimators in a geographical information system environment using simulations and a large database of O. pumilio mark-recapture locations. A fixed 90% kernel estimator using Least-Square Cross-Validation (to select the bandwidth) outperformed other methods of estimating home range size and was effective with relatively few capture points. Home range
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35

Fraysse, Philippe. "Estimation récursive dans certains modèles de déformation." Phd thesis, Université Sciences et Technologies - Bordeaux I, 2013. http://tel.archives-ouvertes.fr/tel-00844393.

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Cette thèse est consacrée à l'étude de certains modèles de déformation semi-paramétriques. Notre objectif est de proposer des méthodes récursives, issues d'algorithmes stochastiques, pour estimer les paramètres de ces modèles. Dans la première partie, on présente les outils théoriques existants qui nous seront utiles dans la deuxième partie. Dans un premier temps, on présente un panorama général sur les méthodes d'approximation stochastique, en se focalisant en particulier sur les algorithmes de Robbins-Monro et de Kiefer-Wolfowitz. Dans un second temps, on présente les méthodes à noyaux pour
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36

Dion, Charlotte. "Estimation non-paramétrique de la densité de variables aléatoires cachées." Thesis, Université Grenoble Alpes (ComUE), 2016. http://www.theses.fr/2016GREAM031/document.

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Cette thèse comporte plusieurs procédures d'estimation non-paramétrique de densité de probabilité.Dans chaque cas les variables d'intérêt ne sont pas observées directement, ce qui est une difficulté majeure.La première partie traite un modèle linéaire mixte où des observations répétées sont disponibles.La deuxième partie s'intéresse aux modèles d'équations différentielles stochastiques à effets aléatoires. Plusieurs trajectoires sont observées en temps continu sur un intervalle de temps commun.La troisième partie se place dans un contexte de bruit multiplicatif.Les différentes parties de cette
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37

Nguyen, Minh-Lien Jeanne. "Estimation non paramétrique de densités conditionnelles : grande dimension, parcimonie et algorithmes gloutons." Thesis, Université Paris-Saclay (ComUE), 2019. http://www.theses.fr/2019SACLS185/document.

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Nous considérons le problème d’estimation de densités conditionnelles en modérément grandes dimensions. Beaucoup plus informatives que les fonctions de régression, les densités condi- tionnelles sont d’un intérêt majeur dans les méthodes récentes, notamment dans le cadre bayésien (étude de la distribution postérieure, recherche de ses modes...). Après avoir rappelé les problèmes liés à l’estimation en grande dimension dans l’introduction, les deux chapitres suivants développent deux méthodes qui s’attaquent au fléau de la dimension en demandant : d’être efficace computat
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38

Kharoufeh, Jeffrey P. "Density estimation for functions of correlated random variables." Ohio : Ohio University, 1997. http://www.ohiolink.edu/etd/view.cgi?ohiou1177097417.

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39

Goulart, Renan Motta. "Um método Kernel para estimativa de densidade e sua aplicação em jogos de repetição." Universidade Federal de Juiz de Fora (UFJF), 2017. https://repositorio.ufjf.br/jspui/handle/ufjf/5907.

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40

Frade, Djair Durand Ramalho. "Relações entre fatores ambientais e espécies florestais por metodologias de processos pontuais." Universidade de São Paulo, 2014. http://www.teses.usp.br/teses/disponiveis/11/11134/tde-04042014-095854/.

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O padrão espacial de espécies em florestas nativas pode fornecer evidências sobre a estrutura da comunidade vegetal. Fatores ambientais podem influenciar o padrão espacial das espécies, como as características edáficas e processos que dependem da densidade, como competição intra e interespecífica. Desse modo, a pesquisa da relação entre as características ambientais e o padrão espacial de espécies florestais pode ajudar a entender a dinâmica de florestas. O objetivo deste estudo foi empregar técnicas da análise de processos pontuais para verificar o efeito de fatores ambientais sobre a ocorrên
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41

Coudret, Raphaël. "Stochastic modelling using large data sets : applications in ecology and genetics." Phd thesis, Université Sciences et Technologies - Bordeaux I, 2013. http://tel.archives-ouvertes.fr/tel-00865867.

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There are two main parts in this thesis. The first one concerns valvometry, which is here the study of the distance between both parts of the shell of an oyster, over time. The health status of oysters can be characterized using valvometry in order to obtain insights about the quality of their environment. We consider that a renewal process with four states underlies the behaviour of the studied oysters. Such a hidden process can be retrieved from a valvometric signal by assuming that some probability density function linked with this signal, is bimodal. We then compare several estimators whic
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42

Liero, Hannelore. "Testing the Hazard Rate, Part I." Universität Potsdam, 2003. http://opus.kobv.de/ubp/volltexte/2011/5151/.

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We consider a nonparametric survival model with random censoring. To test whether the hazard rate has a parametric form the unknown hazard rate is estimated by a kernel estimator. Based on a limit theorem stating the asymptotic normality of the quadratic distance of this estimator from the smoothed hypothesis an asymptotic ®-test is proposed. Since the test statistic depends on the maximum likelihood estimator for the unknown parameter in the hypothetical model properties of this parameter estimator are investigated. Power considerations complete the approach.
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43

Tristão, Tiago Santana. "Relações não lineares na curva de Phillips : uma abordagem não-paramétrica." reponame:Biblioteca Digital de Teses e Dissertações da UFRGS, 2013. http://hdl.handle.net/10183/79047.

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Uma das principais preocupações da macroeconomia é a compreensão da dinâmica da inflação no curto prazo. Entender como a inflação se relaciona com a atividade econômica é decisivo para traçar estratégias de desinflação, assim como, de determinação da trajetória de política monetária. Uma questão que surge é qual a forma exata da relação inflação-produto. Ou seja, podemos caracterizar essa relação como não linear? Se sim, qual a forma dessa não linearidade? Para responder a essas perguntas, estimou-se a relação inflação-produto de forma não-paramétrica através de um local linear kernel estimato
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44

Moradi, Mohammad Mehdi. "Spatial and spatio-temporal point patterns on linear networks." Doctoral thesis, Universitat Jaume I, 2018. http://hdl.handle.net/10803/664140.

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A thesis submitted in partial fulfillment of the requirements for the degree of Doctor in Information Management, specialization in Geographic Information Systems<br>The last decade witnessed an extraordinary increase in interest in the analysis of network related data and trajectories. This pervasive interest is partly caused by a strongly expanded availability of such datasets. In the spatial statistics field, there are numerous real examples such as the locations of traffic accidents and geo-coded locations of crimes in the streets of cities that need to restrict the support of the un
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Silva, Junior Julio Cesar Araujo da. "Contágio entre mercados financeiros : uma análise via cópulas não paramétricas." reponame:Biblioteca Digital de Teses e Dissertações da UFRGS, 2012. http://hdl.handle.net/10183/69996.

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O aumento dos fluxos globais comerciais e financeiros, a partir da década de 90, e as diversas crises ocorridas até o atual período fizeram da avaliação de contágio um tema extremamente relevante, tanto para investidores quanto para formuladores de política. Nesse sentido, a presente dissertação tem como objetivo testar a hipótese de contágio financeiro para os mercados de Brasil, Inglaterra e Espanha em face à última crise americana de 2008. Para tanto, desenvolveu-se o artigo que integra o Capítulo 2 - a espinha dorsal deste trabalho - com dados diários dos retornos dos índices de Jan/2004 a
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46

Amiri, Aboubacar. "Estimateurs fonctionnels récursifs et leurs applications à la prévision." Phd thesis, Université d'Avignon, 2010. http://tel.archives-ouvertes.fr/tel-00565221.

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Nous nous intéressons dans cette thèse aux méthodes d'estimation non paramétriques par noyaux récursifs ainsi qu'à leurs applications à la prévision. Nous introduisons dans un premier chapitre une famille d'estimateurs récursifs de la densité indexée par un paramètre ℓ ∈ [0, 1]. Leur comportement asymptotique en fonction de ℓ va nous amener à introduire des critères de comparaison basés sur les biais, variance et erreur quadratique asymptotiques. Pour ces critères, nous comparons les estimateurs entre eux et aussi comparons notre famille à l'estimateur non récursif de la densité de Parzen-Rose
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47

Samarakoon, Nishantha Anura. "Conditional variance function checking in heteroscedastic regression models." Diss., Kansas State University, 2011. http://hdl.handle.net/2097/10744.

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Doctor of Philosophy<br>Department of Statistics<br>Weixing Song<br>The regression model has been given a considerable amount of attention and played a significant role in data analysis. The usual assumption in regression analysis is that the variances of the error terms are constant across the data. Occasionally, this assumption of homoscedasticity on the variance is violated; and the data generated from real world applications exhibit heteroscedasticity. The practical importance of detecting heteroscedasticity in regression analysis is widely recognized in many applications because effi
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48

Zheng, Yi. "Essays On Nonparametric Econometrics With Applications To Consumer And Financial Economics." The Ohio State University, 2008. http://rave.ohiolink.edu/etdc/view?acc_num=osu1227848134.

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Sow, Mohamedou. "Développement de modèles non paramétriques et robustes : application à l’analyse du comportement de bivalves et à l’analyse de liaison génétique." Thesis, Bordeaux 1, 2011. http://www.theses.fr/2011BOR14257/document.

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Le développement des approches robustes et non paramétriques pour l’analyse et le traitement statistique de gros volumes de données présentant une forte variabilité,comme dans les domaines de l’environnement et de la génétique, est fondamental.Nous modélisons ici des données complexes de biologie appliquées à l’étude du comportement de bivalves et à l’analyse de liaison génétique. L’application des mathématiques à l’analyse du comportement de mollusques bivalves nous a permis d’aller vers une quantification et une traduction mathématique de comportements d’animaux in-situ, en milieu proche ou
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50

Rasteiro, Louise Rossi. "Regressão quantílica para dados censurados." Universidade de São Paulo, 2017. http://www.teses.usp.br/teses/disponiveis/45/45133/tde-09072017-141021/.

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A regressão quantílica para dados censurados é uma extensão dos modelos de regressão quantílica que, por levar em consideração a informação das observações censuradas na modelagem, e por apresentar propriedades bastante satisfatórias, pode ser vista como uma abordagem complementar às metodologias tradicionais em Análise de Sobrevivência, com a vantagem de permitir que as conclusões inferenciais sejam tomadas facilmente em relação aos tempos de sobrevivência propriamente ditos, e não em relação à taxa de riscos ou a uma função desse tempo. Além disso, em alguns casos, pode ser vista também como
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