Browsing Statistics and Actuarial Science by Title
Now showing items 74-93 of 363
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Data Depth Inference for Difficult Data
(University of Waterloo, 2022-07-18)We explore various ways in which a robust, nonparametric statistical tool, the data depth function can be used to conduct inference on data which could be described as difficult. This can include data which are difficult ... -
Debate: what is the best method to monitor surgical performance?
(BioMed Central, 2016-04-05)Background There is considerable recent interest in the monitoring of individual surgeon or hospital surgical outcomes. If one aggregates data over time and assesses performance with a funnel plot, then the detection ... -
Defined Benefit Pension Plans: Cost of Living Adjustments and Membership Heterogeneity
(University of Waterloo, 2021-01-06)In this paper we explore different structures for cost of living adjustments (COLA), based on Hardy et al. (2020)’s five significant criteria: affordability, sustainability, efficiency, adequacy, and fairness. Full COLA ... -
Dependence concepts and selection criteria for lattice rules
(University of Waterloo, 2014-01-24)Lemieux recently proposed a new approach that studies randomized quasi-Monte Carlothrough dependency concepts. By analyzing the dependency structure of a rank-1 lattice,Lemieux proposed a copula-based criterion with which ... -
Dependence modeling for multi-type recurrent events via copulas
(Wiley, 2019-09-20)When several types of recurrent events may arise, interest often lies in marginal modeling and studying the nature of the dependence structure. In this paper, we propose a multivariate mixed-Poisson model with the dependence ... -
Dependence: From classical copula modeling to neural networks
(University of Waterloo, 2020-08-25)The development of tools to measure and to model dependence in high-dimensional data is of great interest in a wide range of applications including finance, risk management, bioinformatics and environmental sciences. The ... -
Design and Analysis of Experiments on Networks
(University of Waterloo, 2024-04-17)In the design and analysis of experiments, it is often assumed that experimental units are independent, in the sense that the treatment assigned to one unit will not affect the potential outcome of another unit. However, ... -
Design and Analysis of Life History Studies Involving Incomplete Data
(University of Waterloo, 2022-04-26)Incomplete life history data can arise in study designs, coarsened observations, missing covariates, and unobserved latent processes. This thesis consists of three different projects developing statistical models and ... -
Design of cancer trials based on progression-free survival with intermittent assessment
(Wiley, 2018-03-26)Therapeutic advances in cancer mean that it is now impractical to performed phase III randomized trials evaluating experimental treatments on the basis of overall survival. As a result, the composite endpoint of progression-free ... -
The Design of Intervention Trials Involving Recurrent and Terminal Events
(Springer, 2013)Clinical trials are often designed to assess the effect of therapeutic interventions on the incidence of recurrent events in the presence of a dependent terminal event such as death. Statistical methods based on multistate ... -
Directional Control of Generating Brownian Path under Quasi Monte Carlo
(University of Waterloo, 2012-09-10)Quasi-Monte Carlo (QMC) methods are playing an increasingly important role in computational finance. This is attributed to the increased complexity of the derivative securities and the sophistication of the financial models. ... -
Discrimination in Insurance Pricing
(University of Waterloo, 2023-04-10)Discrimination is an ongoing problem in the insurance industry that persists, regardless of intent, when the insurer blinds the pricing process from socially controversial or legally prohibited input. In this thesis, we ... -
Does Cox analysis of a randomized survival study yield a causal treatment effect?
(Springer US, 2015-10)Statistical methods for survival analysis play a central role in the assessment of treatment effects in randomized clinical trials in cardiovascular disease, cancer, and many other fields. The most common approach to ... -
Duration Data Analysis in Longitudinal Survey
(University of Waterloo, 2003)Considerable amounts of event history data are collected through longitudinal surveys. These surveys have many particularities or features that are the results of the dynamic nature of the population under study and of ... -
A dynamic Mover–Stayer model for recurrent event processes subject to resolution
(Springer US, 2014-07)In studies of affective disorder, individuals are often observed to experience recurrent symptomatic exacerbations warranting hospitalization. Interest may lie in modeling the occurrence of such exacerbations over time ... -
Dynamic Treatment Regimes and Interference in Dyadic Networks: A Joint Optimization Approach
(University of Waterloo, 2023-09-18)Identifying interventions that are optimally tailored to each individual is of significant interest in various fields, in particular precision medicine. Dynamic treatment regimes (DTRs) employ sequences of decision rules ... -
Dynamic Treatment Regimes with Interference
(University of Waterloo, 2022-08-18)Precision medicine describes healthcare in which patient-level data are used to inform treatment decisions. Within this framework, dynamic treatment regimes (DTRs) are sequences of decision rules that take individual patient ... -
Dynamics of the spherical Sherrington-Kirkpatrick model and average case complexity for top eigenvectors
(University of Waterloo, 2023-04-28)In this Master’s thesis, we investigate the Langevin dynamics on the spherical Sherrington- Kirkpatrick (SSK) model, a classical mean-field spin glass model. The first contribution of this thesis is the asymptotic limit ... -
Economic Pricing of Mortality-Linked Securities
(University of Waterloo, 2012-09-26)In previous research on pricing mortality-linked securities, the no-arbitrage approach is often used. However, this method, which takes market prices as given, is difficult to implement in today's embryonic market where ... -
Edge Estimation and Community Detection in Time-varying Networks
(University of Waterloo, 2024-04-30)In modern statistics and data science, there is a growing focus on network data that indicate interactions among a group of items in a complex system. Scientists are interested in these data as they can reveal important ...