Browsing Statistics and Actuarial Science by Title
Now showing items 286-305 of 363
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Robust and Powerful Tests for Rare Variants Using Fishers Method to Combine Evidence of Association From Two or More Complementary Tests
(Wiley, 2012)Many association tests have been proposed for rare variants, but the choice of a powerful test is uncertain when there is limited information on the underlying genetic model. Proposed methods use either linear statistics, ... -
Robust Estimation of Mean Functions and Treatment Effects for Recurrent Events Under Event-Dependent Censoring and Termination: Application to Skeletal Complications in Cancer Metastatic to Bone
(Taylor & Francis, 2009)In clinical trials featuring recurrent clinical events, the definition and estimation of treatment effects involves a number of interesting issues, especially when loss to follow-up may be eventrelated and when terminal ... -
Robust Methods for Interval-Censored Life History Data
(University of Waterloo, 2008-08-20)Interval censoring arises frequently in life history data, as individuals are often only observed at a sequence of assessment times. This leads to a situation where we do not know when an event of interest occurs, only ... -
Robust Methods of Testing Long Range
(University of Waterloo, 2007-10-01)This thesis develops a novel robust periodogram method for detecting long memory. Though many test for long memory are based on the idea of linear regression, there exists no results in statistical literature on utilizing ... -
Robust Risk Aggregation Techniques and Applications
(University of Waterloo, 2022-08-23)Risk aggregation, which concerns the statistical behaviors of an aggregation position S(X) associated with a random vector X = (X1, . . . , Xn), is an important research topic in risk management, economics, and statistics. ... -
Robustness in Dimensionality Reduction
(University of Waterloo, 2016-04-14)Dimensionality reduction is widely used in many statistical applications, such as image analysis, microarray analysis, or text mining. This thesis focuses on three problems that relate to the robustness in dimension ... -
Ruin Analysis in a Discrete-time Sparre Andersen Model with External Financial Activities and Random Dividends
(University of Waterloo, 2013-08-28)In this thesis, we consider a risk model which incorporates multiple threshold levels characterizing an insurer's minimal capital requirement, dividend paying situations, and external financial activities. Our model is ... -
Sample size and robust marginal methods for cluster-randomized trials with censored event times
(Wiley, 2015-03-15)In cluster-randomized trials, intervention effects are often formulated by specifying marginal models, fitting them under a working independence assumption, and using robust variance estimates to address the association ... -
Score tests based on a finite mixture model of Markov processes under intermittent observation
(Wiley, 2019-07-20)A mixture model is described, which accommodates different Markov processes governing disease progression in a finite set of latent classes. We give special attention to the setting in which individuals are examined ... -
Score Tests for Association Under Response-dependent Sampling Designs for Expensive Covariates
(Oxford Journals, 2015-11-27)Response-dependent sampling is widely used in settings where certain variables are expensive to obtain. Estimation has been thoroughly investigated but recent applications have emphasized tests of association for expensive ... -
Selected Topics in Variable Annuities
(University of Waterloo, 2021-06-22)Variable annuities are long-term insurance products. They have become one of the most popular savings/investment vehicles over the past two decades due to their flexible investment options, stable long-term guarantees, and ... -
Selection models for efficient two-phase design of family studies
(John Wiley & Sons, Ltd., 2021-01-30)Family studies routinely employ biased sampling schemes in which individuals are randomly chosen from a disease registry and genetic and phenotypic data are obtained from their consenting relatives. We view this as a ... -
Semiparametric Empirical Likelihood Inference under Two-sample Density Ratio Models
(University of Waterloo, 2021-08-27)The semiparametric density ratio model (DRM) provides a flexible and useful platform for combining information from multiple sources. It has been widely used in many fields. This thesis considers several important inference ... -
Semiparametric inference on the means of multiple nonnegative distributions with excess zero observations
(Elsevier, 2018-07-01)A non-standard, but not uncommon, situation is to observe multiple samples of nonnegative data which have a high proportion of zeros. This is the so-called excess of zeros situation and this paper looks at the problem of ... -
Semiparametric Methods for the Analysis of Progression-Related Endpoints
(University of Waterloo, 2013-05-22)Use of progression-free survival in the evaluation of clinical interventions is hampered by a variety of issues, including censoring patterns not addressed in the usual methods for survival analysis. Progression can be ... -
Semiparametric recurrent event vs time-to-first-event analyses in randomized trials: Estimands and model misspecification
(John Wiley & Sons Ltd., 2021-04-20)Insights regarding the merits of recurrent event and time-to-first-event analyses are needed to provide guidance on strategies for analyzing intervention effects in randomized trials involving recurrent event responses. ... -
Sequential Monte Carlo for Applications in Structural Biology, Financial Time Series and Epidemiology
(University of Waterloo, 2024-04-25)Sequential Monte Carlo (SMC) methods are widely used to draw samples from intractable target distributions. Moreover, they have also been adopted to other computational methods for inference such as the particle Markov ... -
Several Mathematical Problems in Investment Management
(University of Waterloo, 2023-08-21)This thesis studies four mathematical problems in investment management. All four problems arise from practical challenges and are data-driven. Chapter 2 investigates the Kelly portfolio strategy. The full Kelly strategy's ... -
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 ...