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Filtering by: Contributor advisor sim Guthrie, Donald Remove constraint Contributor advisor sim: Guthrie, Donald

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Estimation of stochastically varying regression parameters

Creator:

Burnett, Thomas Danforth

Resource Type:

Dissertation
Models for statistical dynamic prediction of the 500-millibar surface

Creator:

Fossum, Robert Ross

Abstract:

The purpose of this thesis is to construct several stochastic process models for combined statistical dynamic prediction of the 500-millibar pressure surface for the northern hemisphere. To achieve this, a random forcing function is added to the spectral form of the nondivergent vorticity equation. Three models, one linear and two...

Resource Type:

Dissertation
Consistent empirical approximation of a-priori distributions

Creator:

Phillips, Charles James

Resource Type:

Dissertation
Empirical studies on the estimation of variances in linear regression models

Creator:

Reinmuth, James Elroy

Abstract:

An iterative approach is suggested for the estimation of the error covariance matrix [sigma] to find approximate BLUE estimators in linear regression models. It is shown through experimental studies how the variances can be estimated in the simple general linear regression model, in the linear regression model sequenced over time,...

Resource Type:

Dissertation
Interval integer programming

Creator:

Seymore, George E.

Resource Type:

Dissertation
A Bayesian approach to two-phase regression

Creator:

Daly, James C.

Abstract:

A Bayesian approach to the analysis of a two-phase linear regression model is given. It is assumed that the regression model is continuous at the change point. The likelihood function is expressed in a form which explicitly contains the continuity restriction. The natural conjugate prior distribution for the likelihood function...

Resource Type:

Dissertation
Monte Carlo evaluation of empirical approximation of mixing distributions

Creator:

Shepard, Lonnie B.

Resource Type:

Dissertation
Optimal stationary (s,S) inventory policies for stochastically convergent demand sequences

Creator:

McCoy, Michael Franklin

Abstract:

In a discrete review inventory process, when the demand forms a stochastically convergent sequence of random variables, it seems reasonable that the optimal stationary (s, S) inventory policy will be a function of the limiting demand and cost structure only. The intent of this paper is to provide a rigorous...

Resource Type:

Dissertation
Computational improvements to Benders decomposition for generalized fixed charge problems

Creator:

Battilega, John Anthony

Abstract:

A computationally efficient algorithm has been developed for determining exact or approximate solutions for large scale generalized fixed charge problems. This algorithm is based on a relaxation of the Benders decomposition procedure, combined with a linear mixed integer programming (MIP) algorithm specifically designed to solve the problem associated with Benders...

Resource Type:

Dissertation

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Academic Affiliation

Statistics7
Mathematics2

Advisor

Guthrie, Donald9

Commencement Year

Commencement Year range begin – Commencement Year range end

Current results range from 1968 to 1974

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Creator

Battilega, John Anthony1
Burnett, Thomas Danforth1
Daly, James C.1
Fossum, Robert Ross1
Mccoy, Michael Franklin1
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Date

Date range begin – Date range end

Current results range from 1968 to 1973

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Decade

1970-19794
1960-19695

Degree Field

Statistics7
Mathematics2

Degree Level

Doctoral9

Degree Name

Doctor of Philosophy (Ph.D.)9

Language

English [eng]9

Non-Academic Affiliation

Oregon State University. Graduate School9

Peer Reviewed

No8

Resource Type

Dissertation9

Rights Statement

Copyright Not Evaluated9

Subject

Regression analysis2
Distribution (Probability theory)1
Integer programming1
Inventories -- Mathematical models1
Linear programming1
more Subjects »

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