Browsing Statistics and Actuarial Science by Title
Now showing items 306-325 of 365
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Sieve estimation in a Markov illness-death process under dual censoring
(Oxford Journals, 2016-02-29)Semiparametric methods are well-established for the analysis of a progressive Markov illness-death process observed up to a noninformative right censoring time. However often the intermediate and terminal events are ... -
Single-Particle Dynamics in Nanoscopic Systems: Statistical Modeling and Inference
(University of Waterloo, 2022-05-24)Our work aims to solve some of the most significant and fundamental theoretical problems involved in the current statistical modeling of stochastic processes in single-molecule experiments, for which a well recognized yet ... -
Social Networks, Asset Allocation and Portfolio Diversification
(University of Waterloo, 2015-02-18)In this thesis we consider the problem of choosing financial assets from the equity markets for portfolio construction purposes. We adapt various measures to model the dependence structure among financial assets, taking ... -
Some Models and Tests for Carryover Effects and Trends in Recurrent Event Processes
(University of Waterloo, 2010-09-30)Recurrent events experienced by individual units or systems occur in many fields. The main target of this thesis is to develop formal tests for certain features of recurrent event processes, and to discuss their properties. ... -
Some Results on Multivariate Dependence Modeling
(University of Waterloo, 2015-01-14)The goal of this thesis is to solve some problems in dependence modeling. Under special assumptions, we use Tankov [2011]’s result to give sharp bounds on variance of the sum of two random variables with partial information ... -
Some Stochastic Optimization Problems in Reinsurance and Insurance
(University of Waterloo, 2021-01-12)Insurance, which hedges against the risk of a contingent loss, is an indispensable risk management tool for both institutions and individuals. Reinsurance, namely, a form of insurance accessible to insurers, helps limit ... -
Sovereign Credit Risk Analysis for Selected Asian and European Countries
(University of Waterloo, 2013-05-21)We analyze the nature of sovereign credit risk for selected Asian and European countries through a set of sovereign CDS data for an eighty-year period that includes the episode of the 2008-2009 financial crisis. Our ... -
Sparse Models in High-Dimensional Dependence Modelling and Index Tracking
(University of Waterloo, 2017-01-17)This thesis is divided into two parts. The first part proposes parsimonious models to the vine copula. The second part is devoted to the index tracking problem. Vine copulas provide a flexible tool to capture asymmetry ... -
State-dependent Modeling of Default Rates
(University of Waterloo, 2021-09-29)Risk-weight function is the most popular formula for banking regulations used to calculate the amount of backup deposit that banks need to hold in order to bear extraordinary losses. The model behind the formula was ... -
Static and Dynamic Modelling of Credit Default Risk: Tails, Moments, and Calibration
(University of Waterloo, 2014-08-26)Credit risk modelling can take many different approaches. Each method has its strengths and weaknesses and studying a variety of them can help find new ways of performing credit risk analysis. We present here three different ... -
Statistical Analysis of EEG Phase Shift Events
(University of Waterloo, 2014-10-02)This thesis develops statistical methods for the identification, and analysis of phase shift events, i.e. sudden changes in the timing relationship between coupled oscillators. Phase shifts events occur in many complex ... -
Statistical Analysis with Non-probability Survey Samples
(University of Waterloo, 2020-09-25)The goal of this thesis is to develop inferential procedures with non-probability survey samples. In recent years, the use of non-probability survey samples has become one of the most important topics in the area. Contrast ... -
Statistical Inference and Pricing for Regime Switching Models in Finance and Insurance
(University of Waterloo, 2016-09-02)This thesis studies the estimation, goodness-of-fit testing, pricing and sampling problems for regime switching models, which are popularly used in financial markets. Specifically, we consider such models whose distributions ... -
Statistical Inference on Stochastic Graphs
(University of Waterloo, 2011-07-08)This thesis considers modelling and applications of random graph processes. A brief review on contemporary random graph models and a general Birth-Death model with relevant maximum likelihood inference procedure are ... -
Statistical Issues in Modeling Chronic Disease in Cohort Studies
(Springer, 2014)Observational cohort studies of individuals with chronic disease provide information on rates of disease progression, the effect of fixed and time-varying risk factors, and the extent of heterogeneity in the course of ... -
Statistical Learning and Stochastic Process for Robust Predictive Control of Vehicle Suspension Systems
(University of Waterloo, 2017-09-12)Predictive controllers play an important role in today's industry because of their capability of verifying optimum control signals for nonlinear systems in a real-time fashion. Due to their mathematical properties, such ... -
Statistical Learning Approaches to Some Classification Problems
(University of Waterloo, 2017-08-01)Classification is essential in statistical learning. This thesis deals with three topics in classification: multi-label classification, nonparametric multi-class classification and a special type of text categorization ... -
Statistical Learning in Drug Discovery via Clustering and Mixtures
(University of Waterloo, 2007-09-20)In drug discovery, thousands of compounds are assayed to detect activity against a biological target. The goal of drug discovery is to identify compounds that are active against the target (e.g. inhibit a virus). Statistical ... -
Statistical Methods for Event History Data under Response Dependent Sampling and Incomplete Observation
(University of Waterloo, 2020-07-17)This thesis discusses statistical problems in event history data analysis including survival analysis and multistate models. Research questions in this thesis are motivated by the Nun Study, which contains longevity data ... -
Statistical Methods for High Throughput Screening Drug Discovery Data
(University of Waterloo, 2005)High Throughput Screening (HTS) is used in drug discovery to screen large numbers of compounds against a biological target. Data on activity against the target are collected for a representative sample of compounds ...