Statistical Models Commons^™

Optimization For Lng Terminals Routing In North China, Shuting Wang

World Maritime University Dissertations

No abstract provided.

How Chinese Enterprises Evaluate The Investment Value Of Seaports Along The “One Belt One Road”, Ziyang Zhang

World Maritime University Dissertations

No abstract provided.

Study On The Fluctuation And Forecasting Of Capsize Bulk Carrier’S Freight, Kelun Wei

World Maritime University Dissertations

No abstract provided.

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 …

The Analysis Of Bdti In Tanker Transport Market, Zhisen Wang

World Maritime University Dissertations

No abstract provided.

Research On Liner Shipping Schedule Recovery, Xiaye Tang

World Maritime University Dissertations

No abstract provided.

From Amazon To Apple: Modeling Online Retail Sales, Purchase Incidence And Visit Behavior, Anastasios Panagiotelis, Michael S. Smith, Peter Danaher

Michael Stanley Smith

In this study we propose a multivariate stochastic model for website visit duration, page views, purchase incidence and the sale amount for online retailers. The model is constructed by composition from carefully selected distributions, and involves copula components. It allows for the strong nonlinear relationships between the sales and visit variables to be explored in detail, and can be used to construct sales predictions. The model is readily estimated using maximum likelihood, making it an attractive choice in practice given the large sample sizes that are commonplace in online retail studies. We examine a number of top-ranked U.S. online retailers, …

Modeling Dependence Using Skew T Copulas: Bayesian Inference And Applications, Michael S. Smith, Quan Gan, Robert Kohn

Michael Stanley Smith

[THIS IS AN AUGUST 2010 REVISION THAT REPLACES ALL PREVIOUS VERSIONS.]

We construct a copula from the skew t distribution of Sahu, Dey & Branco (2003). This copula can capture asymmetric and extreme dependence between variables, and is one of the few copulas that can do so and still be used in high dimensions effectively. However, it is difficult to estimate the copula model by maximum likelihood when the multivariate dimension is high, or when some or all of the marginal distributions are discrete-valued, or when the parameters in the marginal distributions and copula are estimated jointly. We therefore propose …

Market Structure Of Port Clusters And Analysis On The Number Of Effective Competitors, Ruoqi Qian

World Maritime University Dissertations

No abstract provided.

Research On The Impact Of Container Freight Derivatives On Shipping, Zhenle Shen

World Maritime University Dissertations

No abstract provided.

Modeling Multivariate Distributions Using Copulas: Applications In Marketing, Peter J. Danaher, Michael S. Smith

Michael Stanley Smith

In this research we introduce a new class of multivariate probability models to the marketing literature. Known as “copula models”, they have a number of attractive features. First, they permit the combination of any univariate marginal distributions that need not come from the same distributional family. Second, a particular class of copula models, called “elliptical copula”, have the property that they increase in complexity at a much slower rate than existing multivariate probability models as the number of dimensions increase. Third, they are very general, encompassing a number of existing multivariate models, and provide a framework for generating many more. …

Research On Value-At-Risk In International Crude Oil Shipping Market, Xiaoyin Cui

World Maritime University Dissertations

No abstract provided.

A Study On Opmtimizing The Cold Chain Logistic System In China, Huizhong Chen

World Maritime University Dissertations

No abstract provided.

The Research On Optimization Of Liner Route Between China To Middle East, Tingyi Chen

World Maritime University Dissertations

No abstract provided.

Semiparametric Regression: An Exposition And Application To Print Advertising Data, Michael S. Smith, Robert Kohn, Sharat K. Mathur

Michael Stanley Smith

A new regression based approach is proposed for modeling marketing databases. The approach is Bayesian and provides a number of significant improvements over current methods. Independent variables can enter into the model in either a parametric or nonparametric manner, significant variables can be identified from a large number of potential regressors and an appropriate transformation of the dependent variable can be automatically selected from a discrete set of pre-specified candidate transformations. All these features are estimated simultaneously and automatically using a Bayesian hierarchical model coupled with a Gibbs sampling scheme. Being Bayesian, it is straightforward to introduce subjective information about …