Ändra sökning
Avgränsa sökresultatet
1 - 6 av 6
RefereraExporteraLänk till träfflistan
Permanent länk
Referera
Referensformat
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Annat format
Fler format
Språk
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Annat språk
Fler språk
Utmatningsformat
  • html
  • text
  • asciidoc
  • rtf
Träffar per sida
  • 5
  • 10
  • 20
  • 50
  • 100
  • 250
Sortering
  • Standard (Relevans)
  • Författare A-Ö
  • Författare Ö-A
  • Titel A-Ö
  • Titel Ö-A
  • Publikationstyp A-Ö
  • Publikationstyp Ö-A
  • Äldst först
  • Nyast först
  • Skapad (Äldst först)
  • Skapad (Nyast först)
  • Senast uppdaterad (Äldst först)
  • Senast uppdaterad (Nyast först)
  • Disputationsdatum (tidigaste först)
  • Disputationsdatum (senaste först)
  • Standard (Relevans)
  • Författare A-Ö
  • Författare Ö-A
  • Titel A-Ö
  • Titel Ö-A
  • Publikationstyp A-Ö
  • Publikationstyp Ö-A
  • Äldst först
  • Nyast först
  • Skapad (Äldst först)
  • Skapad (Nyast först)
  • Senast uppdaterad (Äldst först)
  • Senast uppdaterad (Nyast först)
  • Disputationsdatum (tidigaste först)
  • Disputationsdatum (senaste först)
Markera
Maxantalet träffar du kan exportera från sökgränssnittet är 250. Vid större uttag använd dig av utsökningar.
  • 1.
    Holgersson, Thomas
    et al.
    Högskolan i Jönköping, Internationella Handelshögskolan, IHH, Economics, Finance and Statistics.
    Mansoor, Rashid
    Högskolan i Jönköping, Internationella Handelshögskolan, IHH, Economics, Finance and Statistics.
    Assessing Normality of High-Dimensional Data2013Ingår i: Communications in statistics. Simulation and computation, ISSN 0361-0918, E-ISSN 1532-4141, Vol. 42, nr 2, s. 360-369Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    The assumption of normality is crucial in many multivariate inference methods and may be even more important when the dimension of data is proportional to the sample size. It is therefore necessary that tests for multivariate non normality remain well behaved in such settings. In this article, we examine the properties of three common moment-based tests for non normality under increasing dimension asymptotics (IDA). It is demonstrated through Monte Carlo simulations that one of the tests is inconsistent under IDA and that one of them stands out as uniformly superior to the other two.

  • 2.
    Mansoor, Rashid
    Högskolan i Jönköping, Internationella Handelshögskolan, IHH, Economics, Finance and Statistics.
    A Bayesian Approach for Estimating Mean-Standard Deviation Ratios of Financial DataManuskript (preprint) (Övrigt vetenskapligt)
  • 3.
    Mansoor, Rashid
    Högskolan i Jönköping, Internationella Handelshögskolan, IHH, Economics, Finance and Statistics.
    Assessing Distributional Properties of High-Dimensional Data2013Doktorsavhandling, sammanläggning (Övrigt vetenskapligt)
    Abstract [en]

    This doctoral thesis consists of five papers in the field of multivariate statistical analysis of high-dimensional data. Because of the wide application and methodological scope, the individual papers in the thesis necessarily target a number of different statistical issues. In the first paper, Monte Carlo simulations are used to investigate a number of tests of multivariate non-normality with respect to their increasing dimension asymptotic (IDA) properties as the dimension p grows proportionally with the number of observations n such that p/n → c where is a constant. In the second paper a new test for non-normality that utilizes principal components is proposed for cases when p/n → c. The power and size of the test are examined through Monte Carlo simulations where different combinations of p and n are used.

    The third paper treats the problem of the relation between the second central moment of a distribution to its first raw moment. In order to make inference of the systematic relationship between mean and standard deviation, a model that captures this relationship by a slope parameter (β) is proposed and three different estimators of this parameter are developed and their consistency proven in the context where the number of variables increases proportionally to the number of observations. In the fourth paper, a Bayesian regression approach has been taken to model the relationship between the mean and standard deviation of the excess return and to test hypotheses regarding the β parameter. An empirical example involving Stockholm exchange market data is included. Then finally in the fifth paper three new methods to test for panel cointegration

  • 4.
    Mansoor, Rashid
    Högskolan i Jönköping, Internationella Handelshögskolan, IHH, Economics, Finance and Statistics.
    Using Principal Components to Test Normality of High-Dimensional DataManuskript (preprint) (Övrigt vetenskapligt)
  • 5.
    Mansoor, Rashid
    et al.
    Högskolan i Jönköping, Internationella Handelshögskolan, IHH, Economics, Finance and Statistics.
    Holgersson, Thomas
    Högskolan i Jönköping, Internationella Handelshögskolan, IHH, Economics, Finance and Statistics.
    Testing for Autocorrelation in High-dimensional Data2012Rapport (Övrigt vetenskapligt)
  • 6.
    Mansoor, Rashid
    et al.
    Högskolan i Jönköping, Internationella Handelshögskolan, IHH, Economics, Finance and Statistics.
    Månsson, Kristofer
    Högskolan i Jönköping, Internationella Handelshögskolan, IHH, Economics, Finance and Statistics.
    Testing for Panel Cointegration in High-Dimensional Data in the Presence of Cross-Sectional DependencyManuskript (preprint) (Övrigt vetenskapligt)
1 - 6 av 6
RefereraExporteraLänk till träfflistan
Permanent länk
Referera
Referensformat
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Annat format
Fler format
Språk
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Annat språk
Fler språk
Utmatningsformat
  • html
  • text
  • asciidoc
  • rtf