Now showing items 1-3 of 3

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    A block diagonal covariance matrix test and discriminant analysis of high-dimensional data 

    Poompong Kaewumpai; Samruam Chongcharoen (National Institute of Development, 2017)

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    Claims modeling with and alternative gamma-exponentiated weibull distribution and ruinprobability approximation 

    Pawat Paksaranuwat; Samruam Chongcharoen (National Institute of Development Administration, 2016)

    In this dissertation, two studies that are beneficial for actuaries and the insurance business are proposed. In the first study, an exponentiated Weibull distribution using gamma-generated distribution is modified to obtain an alternative gamma-exponentiated Weibull (AGEW) distribution; its sub-models include both gamma and Weibull distributions, both of which are popular in claims modeling by insurance companies. Its basic structural properties such as distribution function, density function, and moments were investigated. Moreover, the ...
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    Tests for mean vectors in high-dimensional data 

    Knavoot Jiamwattanapong; Samruam Chongcharoen (National Institute of Development Administration, 2015)

    High-dimensional data are ubiquitous and bring new challenges, not only to statisticians, but also to researchers in many scientific fields. They arise in situations where the dimension ( p) , the number of variables in a unit, is larger than the sample size (n), the number of units; data analysis using classical multivariate methods can no longer be applied.