About this ebook
Master's Thesis from the year 2017 in the subject Mathematics - Stochastics, grade: 1,3, Technical University of Darmstadt, language: English, abstract: This thesis deals with the development of an "alpha"-quantile estimate based on a surrogate model with the use of artificial neural networks. Using artificial neural networks as an estimate is considered a nonparametric approach. The estimation of a specific quantile of a data population is a widely used statistical task and a comprehensive way to discover the true relationship among variables. It can be classified as nonparametric regression, where it is one of the standard tasks. The most common selected levels for estimation are the first, second and third quartile (25, 50 and 75 percent). The quantile level is given by "alpha". A 25 percent quantile for example has 25 percent of the data distribution below the named quantile and 75 percent of the data distribution above it. Sometimes the tail regions of a population characteristic are of interest rather than the core of the distribution. Quantile estimation is applied in many different contexts - financial economics, survival analysis and environmental modelling are only a few of them.
Rate this ebook
Tell us what you think.
Reading information
Smartphones and tablets
Install the Google Play Books app for Android and iPad/iPhone. It syncs automatically with your account and allows you to read online or offline wherever you are.
Laptops and computers
You can listen to audiobooks purchased on Google Play using your computer's web browser.
eReaders and other devices
To read on e-ink devices like Kobo eReaders, you'll need to download a file and transfer it to your device. Follow the detailed Help Center instructions to transfer the files to supported eReaders.
