Tech Report

Nonparametric methods for the estimation of the Levy density of a Levy process X are developed. Estimators that can be writtenin terms of the "jumps" of X are introduced, and so are discrete-data based approximations. A model selection approach made up oftwo steps is investigated. The first step...

Statistikoje ir jos taikyme vienas dažniausiai sprendžiamų uždavinių yra daugiamačių tankių vertinimas.Tankių vertinimas skirstomas į parametrinį ir neparametrinį vertinimą. Parametriniame vertinime daroma prielaida, kad tankio funkcija f, apibūdinanti duomenis yi, kai i kinta nuo...

Spatial characterization of non-Gaussian attributes in earth sciences and engineering commonly requires the estimation of their conditional distribution. The indicator and probability kriging approaches of current nonparametric geostatistics provide approximations for estimating conditional...

Two recent examples of data from statistical consulting work form the basis of this paper. Both data sets arose from situations where temporal decay was expected, and different models for this are discussed, in particular, variants on simple exponential decay: hyperexponential (or mixed...

In this thesis, we try to provide a broadeconometric analysis of a class of risk measures, distortion risk measures (DRM). With carefully selected functional form, theValue-at-Risk (VaR) and Tail-VaR (TVaR) are special cases of DRMs. Besides, the DRM also admits interpretation in the sense...

The estimation of conditional probability distribution functions (PDFs) in a kernel nonparametric framework has recently received attention. As emphasized by Hall, Racine and Li (2004), these conditional PDFs are extremely useful for a range of tasks including modelling and predicting consumer...

This dissertation is composed of four articles describing inference and visualization of periodic sequences.In the first article, a nonparametric method is proposed for estimating the period and values of a periodic sequence when the data are evenly spaced in time. Theperiod is estimated by a...

A consequence of the 2005 Government White Paper on Education was the apparent continuation of the marketisation of education in England. As a result, it would appear that the need for schools to be able to market themselves within this culture was becoming more and more important. One of the...