Physical Sciences and Mathematics Commons^™

Simulation Study Of Estimation And Inference In Factor Analysis: Normal And Non-Normal Noise Distributions, Ping Zhang

All Graduate Plan B and other Reports, Spring 1920 to Spring 2023

Objective: To study the estimation and inference m factor analyses when the data have normal or non-normal noise distributions.

Methods: Population data were created in package R with a specified number of factors, factor structure and observable variables with known loadings. Then, repeated simple random samples (SRS's) were taken from the population, independently. The maximum likelihood method with varimax rotation was used to perform factor analysis and inference on each sampled dataset. Factor loadings were estimated to determine if the estimation of the loadings was (approximately) unbiased and/or efficient for each specified population and chi-square x2-statistics were obtained to test …

Wavelet Analysis Of Magnetometer Data, Inga Maslova

All Graduate Plan B and other Reports, Spring 1920 to Spring 2023

The wavelet analysis of the ground-based magnetograms' records is performed in this project. We explore the records from low, medium and high latitude stations during a calm period and a stormy one. Different methods for detecting and estimating the tail index of heavy-tailed distributions are compared. A detailed analysis of the properties of the distributions of the discrete wavelet transform coefficients of magnetometer data is presented. Conclusions on the tail index estimation techniques and the distribution of the discrete wavelet transform coefficients are made.