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- Cauchy distribution (1)
- Correlated discrete choice models (1)
- Dependent discrete choice models (1)
- Derivative of multivariate normal CDF (1)
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- Estimates (1)
- Galactic cosmic rays (1)
- Gaussian copula (1)
- Generalized conditional logit model (1)
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- Shielding (1)
- Solar particles (1)
- Stock returns (1)
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- Transport of heavy ions (1)
Articles 1 - 4 of 4
Full-Text Articles in Physical Sciences and Mathematics
Analysis Off Dependent Discrete Choices Using Gaussian Copula, Arjun Poddar
Analysis Off Dependent Discrete Choices Using Gaussian Copula, Arjun Poddar
Mathematics & Statistics Theses & Dissertations
A popular tool for analyzing product choices of consumers is the well-known conditional logit discrete choice model. Originally publicized by McFadden (1974), this model assumes that the random components of the underlying latent utility functions of the consumers follow independent Gumbel distributions. However, in practice the independence assumption may be violated and a more reasonable model should account for the dependence of the utilities. In this dissertation we use the Gaussian copula with compound symmetric and autoregressive of order one correlation matrices to construct a general multivariate model for the joint distribution of the utilities. The induced correlations on the …
Analysis Of Discrete Choice Probit Models With Structured Correlation Matrices, Bhaskara Ravi
Analysis Of Discrete Choice Probit Models With Structured Correlation Matrices, Bhaskara Ravi
Mathematics & Statistics Theses & Dissertations
Discrete choice models are very popular in Economics and the conditional logit model is the most widely used model to analyze consumer choice behavior, which was introduced in a seminal paper by McFadden (1974). This model is based on the assumption that the unobserved factors, which determine the consumer choices, are independent and follow a Gumbel distribution, widely known as the Independence of irrelevant Alternatives (IIA) assumption. Alternate models that relax IIA assumption are the Generalized Extreme Value (GEV) models, which allow dependency between unobserved factors. However, GEV models do not incorporate all dependency patterns, other choice behaviors such as …
A Three Dimensional Green's Function Solution Technique For The Transport Of Heavy Ions In Laboratory And Space, Candice Rockell Gerstner
A Three Dimensional Green's Function Solution Technique For The Transport Of Heavy Ions In Laboratory And Space, Candice Rockell Gerstner
Mathematics & Statistics Theses & Dissertations
In the future, astronauts will be sent into space for longer durations of time compared to previous missions. The increased risk of exposure to ionizing radiation, such as Galactic Cosmic Rays and Solar Particle Events, is of great concern. Consequently, steps must be taken to ensure astronaut safety by providing adequate shielding. The shielding and exposure of space travelers is controlled by the transport properties of the radiation through the spacecraft, its onboard systems and the bodies of the individuals themselves. Meeting the challenge of future space programs will therefore require accurate and efficient methods for performing radiation transport calculations …
The Truncated Cauchy Distribution: Estimation Of Parameters And Application To Stock Returns, Paul G. Staneski
The Truncated Cauchy Distribution: Estimation Of Parameters And Application To Stock Returns, Paul G. Staneski
Mathematics & Statistics Theses & Dissertations
The problem addressed in this dissertation is the existence and estimation of the parameters of a truncated Cauchy distribution. It is known that when a number of distributions with infinite support are truncated to a finite interval that the maximum likelihood estimator of the scale parameter fails to exist with positive probability. In particular, necessary and sufficient conditions which give rise to instances of non-existence have been found for the exponential (Deemer and Votaw (1955)), gamma (Broeder (1955), Hegde and Dahiya (1989)), Weibull (Mittal and Dahiya (1989)) and normal distribution (Barndorff-Nielsen (1978), Mittal and Dahiya (1987), Hegde and Dahiya (1989)). …