Intervalldaten und generalisierte lineare Modelle

Michael Seitz

Michael Seitz
Intervalldaten und generalisierte lineare Modelle [PDF ebook]

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Örtmek Michael Seitz: Intervalldaten und generalisierte lineare Modelle (PDF)

Da eine direkte präzise Schätzung von Parametern mit Intervalldaten in generalisierten linearen Modellen nicht möglich ist, formuliert Michael Seitz die Intervallschätzungen der Parameter als Optimierungsproblem und schlägt numerische Verfahren vor, um diese zu lösen. Die Herausforderung liegt dabei in der numerischen Lösung des hochdimensionalen Optimierungsproblems. Dieses wird hier näherungsweise mit einer Kombination aus bekannten numerischen Verfahren für nicht-lineare Zielfunktionen und heuristischem Vorgehen gelöst. Des Weiteren werden für einige Spezialfälle andere zuverlässigere Verfahren vorgestellt.

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Numerische Optimierungsverfahren zur Lösung des Problems.- Direkte Optimierung der Parameter und Optimierung.- Anwendung der Verfahren auf simulierte Daten.

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Michael Seitz verfasste seine Masterarbeit bei Prof. Dr. Thomas Augustin am Institut für Statistik an der Ludwig-Maximilians-Universität München und promoviert derzeit an der Technischen Universität München.

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Dil Almanca ● Biçim PDF ● Sayfalar 110 ● ISBN 9783658087463 ● Dosya boyutu 2.1 MB ● Yayımcı Springer Fachmedien Wiesbaden GmbH ● Kent Wiesbaden ● Ülke DE ● Yayınlanan 2015 ● İndirilebilir 24 aylar ● Döviz EUR ● Kimlik 3683709 ● Kopya koruma Sosyal DRM

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