keywords:"goodness-of-fit" - Search Results - Digital Repository

guest :: login Digital Repository
		Search		Submit		Help		About

Home > Search Results: keywords:"goodness-of-fit"

Search:

Search Tips :: Advanced Search

Search collections:

Sort by:	Display results:	Output format:

	Statistical models for an MTPL portfolio Pirozhkova, Daria ; Zimmermann, Pavel (advisor) ; Malá, Ivana (referee) In this thesis, we consider several statistical techniques applicable to claim frequency models of an MTPL portfolio with a focus on overdispersion. The practical part of the work is focused on the application and comparison of the models on real data represented by an MTPL portfolio. The comparison is presented by the results of goodness-of-fit measures. Furthermore, the predictive power of selected models is tested for the given dataset, using the simulation method. Hence, this thesis provides a combination of the analysis of goodness-of-fit results and the predictive power of the models. Detailed record
	Goodness-of-Fit Disparity Statistics Obtained by Hypothetical and Empirical Quantizations Boček, Pavel ; Vajda, Igor ; van der Meulen, E. Goodness-of-fit disparity statistics are defined as appropriately scaled phi-disparities or phi-divergences of quantized hypothetical and empirical distributions. It is shown that the classical Pearson-type statistics are obtained if we quantize by means of hypothetical percentiles, and that new spacings-based disparity statistics are obtained if we quantize by means of empirical percentiles. Detailed record
	Testy dobré shody na základě pozorování kvantových pomocí teoretických a výběrových kvantilů Vajda, Igor ; van der Meulen, E. The research report studies goodnes-of-fit statistics defined by means of divergences, in particular power divergences, between hypothetical and empirical distributions quantized by means of hypothetical and empirical kvantiles taken as the quantization cutpoints. New asymptotic results and new relations to the classical goodness-of-fit statistcs are found. Detailed record

Interested in being notified about new results for this query?
Subscribe to the RSS feed.

Digital Repository :: :: :: ::
Powered by v1.1.2
Maintained by

This site is also available in the following languages:
Česky English