The use of options on various stock markets over the world has introduced a unique opportunity for investors to hedge, speculate, create synthetic financial instruments and reduce funding and other costs in their trading ...

The goodness-of- t of a statistical model describes how well it ts a set of observations. Measures of goodness-of- t typically summarize the discrepancy between observed values and the values expected under the model ...

ENGLISH SUMMARY : The influence of individual cases in a data set is studied when variable selection is applied in multiple linear regression. Two different influence measures, based on the Cp criterion and Akaike’s ...

The smoothing of time series plays a very important role in various practical applications. Estimating the signal and removing the noise is the main goal of smoothing. Traditionally linear smoothers were used, but nonlinear ...

Background: Similarities between obsessive-compulsive disorder (OCD) and trichotillomania (TTM) have been widely recognized. Nevertheless, there is evidence of important differences between these two disorders. Some authors ...

ENGLISH ABSTRACT: It is well known that ordinary least squares (OLS) procedures are sensitive to deviations from the classical Gaussian assumptions (outliers) as well as data aberrations in the design space. The two major ...

ENGLISH ABSTRACT: In this dissertation we study the influence of data cases when the Cp criterion of Mallows (1973) is used for variable selection in multiple linear regression. The influence is investigated in terms ...

In recent times many theories have surfaced posing challenging threats to the Efficient Market Hypothesis. We are entering an exciting era of financial economics fueled by the urge to have a better understanding of the ...

ENGLISH ABSTRACT: In this thesis we construct a central confidence interval for a smooth scalar non-linear function of parameter vector f3 in a single general linear regression model Y = X f3 + c. We do this by ...

We consider the problem of model assessment by risk estimation. Various approaches to risk estimation are considered in a uni ed framework. This a discussion of various complexity dimensions and approaches to obtaining bounds ...