Comparaison de différentes méthodes de calcul bayésien pour l'estimation des régresseurs d'un modèle linéaire PDF Download

Author: Lise Trottier
Publisher:
ISBN:
Category :
Languages : fr
Pages :

View

Book Description

Author: Mohamed Kebieh
Publisher:
ISBN:
Category :
Languages : fr
Pages :

View

Book Description
NOTRE OBJECTIF CONCERNE L'EVALUATION DES METHODES BAYESIENNES D'ESTIMATION EMPLOYEES EN ECONOMETRIE. EN NE NOUS LIMITANT PAS A UNE PURE PRESENTATION DES TECHNIQUES BAYESIENNES DISPONIBLES, NOUS AVONS TENTE D'EN DONNER LES MEILLEURES JUSTIFICATIONS ET D'EN ETUDIER LA PORTEE DANS LES APPLICATIONS PRATIQUES. CE TRAVAIL EST DIVISE EN DEUX PARTIES ESSENTIELLES. LA PREMIERE S'ATTACHE A PRESENTER LES PRINCIPES DE L'ESTIMATION CLASSIQUE, LES NOTIONS ESSENTIELLES DE L'ANALYSE BAYESIENNE ET DE FAIRE LA COMPARAISON ENTRE LES DEUX METHODES CLASSIQUES ET BAYESIENNE EN ANALYSANT LES RESULTATS OBTENUS SUR PLUSIEURS CAS PARTICULIERS. LA DEUXIEME PARTIE SE COMPOSE DE QUATRE APPLICATIONS PRATIQUES OU SONT EVALUES ET EXPLIQUES QUANTITATIVEMENT ET QUALITATIVEMENT LES EFFETS DES VARIABLES EXPLICATIVES SUR LA DEMANDE D'AUTOMOBILES FRANCAISES POUR LA PERIODE 1966-1981, LA DEMANDE DE CARBURANT AUTOMOBILE POUR TRENTE SEPT PAYS ET UNE ANNEE PARTICULIERE 1977, LA PRODUCTION AGRICOLE EN SYRIE POUR LA PERIODE 1953-1972 ET ENFIN SUR LES DEPENSES DE CONSOMMATION PERMANENTE PAR HABITANT POUR TRENTE DEUX PAYS A PARTIR DE TROIS MODELES LINEAIRES DIFFERENTS. L'INTERET DE LA METHODE BAYESIENNE D'ESTIMATION CONSISTE A AUGMENTER LA PRECISION DES ESTIMATIONS ET EN CONSEQUENCE LES VARIANCES A POSTERIORI DES PARAMETRES BASEES SUR UNE LOI A PRIORI INFORMATIVE SONT PLUS PETITES QUE LES VARIANCES DES PARAMETRES ESTIMES PAR LES METHODES CLASSIQUES.

Author: Jean Cloutier (Négociateur et gestionnaire de portefeuille)
Publisher:
ISBN:
Category :
Languages : fr
Pages : 42

View

Book Description
La modélisation de la volatilité des actifs financiers s'est avérée un sujet très populaire depuis plusieurs années. La performance accrue des ordinateurs a permis d'appliquer les méthodes bayésiennes à l'estimation de ces modèles. Ce mémoire traite de l'estimation bayesienne des modèles d'un modèle de volatilité stochastique dans ses versions univariées et multivariées. L'estimation se fait par un algorithme MCMC via la technique de l'augmentation des données. Par la suite, une application au calcul de la valeur-à-risque sur un titre à revenus fixes est démontrée.

Author: Yury A. Kutoyants
Publisher: Springer Science & Business Media
ISBN: 144713866X
Category : Mathematics
Languages : en
Pages : 493

View

Book Description
The first book in inference for stochastic processes from a statistical, rather than a probabilistic, perspective. It provides a systematic exposition of theoretical results from over ten years of mathematical literature and presents, for the first time in book form, many new techniques and approaches.

Author: Anastasios Tsiatis
Publisher: Springer Science & Business Media
ISBN: 0387373454
Category : Mathematics
Languages : en
Pages : 392

View

Book Description
This book summarizes current knowledge regarding the theory of estimation for semiparametric models with missing data, in an organized and comprehensive manner. It starts with the study of semiparametric methods when there are no missing data. The description of the theory of estimation for semiparametric models is both rigorous and intuitive, relying on geometric ideas to reinforce the intuition and understanding of the theory. These methods are then applied to problems with missing, censored, and coarsened data with the goal of deriving estimators that are as robust and efficient as possible.

Author: Kunal Roy
Publisher: Academic Press
ISBN: 0128016337
Category : Medical
Languages : en
Pages : 494

View

Book Description
Understanding the Basics of QSAR for Applications in Pharmaceutical Sciences and Risk Assessment describes the historical evolution of quantitative structure-activity relationship (QSAR) approaches and their fundamental principles. This book includes clear, introductory coverage of the statistical methods applied in QSAR and new QSAR techniques, such as HQSAR and G-QSAR. Containing real-world examples that illustrate important methodologies, this book identifies QSAR as a valuable tool for many different applications, including drug discovery, predictive toxicology and risk assessment. Written in a straightforward and engaging manner, this is the ideal resource for all those looking for general and practical knowledge of QSAR methods. - Includes numerous practical examples related to QSAR methods and applications - Follows the Organization for Economic Co-operation and Development principles for QSAR model development - Discusses related techniques such as structure-based design and the combination of structure- and ligand-based design tools

Author: Hans U. Gerber
Publisher: Springer Science & Business Media
ISBN: 3662026554
Category : Mathematics
Languages : en
Pages : 137

View

Book Description
HaIley's Comet has been prominently displayed in many newspapers during the last few months. For the first time in 76 years it appeared this winter, clearly visible against the nocturnal sky. This is an appropriate occasion to point out the fact that Sir Edmund Halley also constructed the world's first life table in 1693, thus creating the scientific foundation of life insurance. Halley's life table and its successors were viewed as deterministic laws, i. e. the number of deaths in any given group and year was considered to be a weIl defined number that could be calculated by means of a life table. However, in reality this number is random. Thus any mathematical treatment of life insurance will have to rely more and more on prob ability theory. By sponsoring this monograph the Swiss Association of Actuaries wishes to support the "modern" probabilistic view oflife contingencies. We are fortu nate that Professor Gerber, an internationally renowned expert, has assumed the task of writing the monograph. We thank the Springer-Verlag and hope that this monograph will be the first in a successful series of actuarial texts. Hans Bühlmann Zürich, March 1986 President Swiss Association of Actuaries Preface Two major developments have influenced the environment of actuarial math ematics. One is the arrival of powerful and affordable computers; the once important problem of numerical calculation has become almost trivial in many instances.

Author: The World Bank
Publisher: World Bank Publications
ISBN: 0821397648
Category : Social Science
Languages : en
Pages : 209

View

Book Description
The report analyzes key challenges for improving gender equality in the MENA region and provides policy priorities that Governments could consider to address these challenges. By and large the critical areas are in improving economic and political participation of females.

Author: Sophie Dabo-Niang
Publisher: Springer Science & Business Media
ISBN: 3790820628
Category : Mathematics
Languages : en
Pages : 296

View

Book Description
An increasing number of statistical problems and methods involve infinite-dimensional aspects. This is due to the progress of technologies which allow us to store more and more information while modern instruments are able to collect data much more effectively due to their increasingly sophisticated design. This evolution directly concerns statisticians, who have to propose new methodologies while taking into account such high-dimensional data (e.g. continuous processes, functional data, etc.). The numerous applications (micro-arrays, paleo- ecological data, radar waveforms, spectrometric curves, speech recognition, continuous time series, 3-D images, etc.) in various fields (biology, econometrics, environmetrics, the food industry, medical sciences, paper industry, etc.) make researching this statistical topic very worthwhile. This book gathers important contributions on the functional and operatorial statistics fields.

Author: National Research Council Canada
Publisher: NRC Research Press
ISBN: 9780660149547
Category : Technology & Engineering
Languages : en
Pages : 276

View

Book Description
Up-to-date information, knowledge and research in progress in scientific fields related to natural production of juvenile Atlantic salmon and some other ecologically similar fluvial salmonids is contained in the 25 papers and 12 abstracts contained in this publication, which were prepared for an international symposium held in St. John's, Newfoundland. Studies relate to stream ecology, invertebrates and predators, habitat improvement, competitive effects, behaviour and dispersal, habitat and production of juvenile salmon, population dynamics and relationships of juvenile salmon estimates to smolt yields. A list of participants at the conference is also provided.