Browsing Statistics and Actuarial Science by Title
Now showing items 324-343 of 363
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Statistical Methods for Incomplete Covariates and Two-Phase Designs
(University of Waterloo, 2013-01-24)Incomplete data is a pervasive problem in health research, and as a result statistical methods enabling inference based on partial information play a critical role. This thesis explores estimation of regression coefficients ... -
Statistical methods for incomplete data: Some results on model misspecification
(Sage Publishing, 2017-02-01)Inverse probability weighted estimating equations and multiple imputation are two of the most studied frameworks for dealing with incomplete data in clinical and epidemiological research. We examine the limiting behaviour ... -
Statistical Methods for Large-scale Multiple Testing Problems
(University of Waterloo, 2019-04-26)A large-scale multiple testing problem simultaneously tests thousands or even millions of null hypotheses, and it is widely used in different fields, for example genetics and astronomy. An error rate serves as a measure ... -
Statistical Methods for Life History Analysis Involving Latent Processes
(University of Waterloo, 2014-05-22)Incomplete data often arise in the study of life history processes. Examples include missing responses, missing covariates, and unobservable latent processes in addition to right censoring. This thesis is on the development ... -
Statistical Methods for Multi-State Analysis of Incomplete Longitudinal Data
(University of Waterloo, 2008-09-25)Analyses of longitudinal categorical data are typically based on semiparametric models in which covariate effects are expressed on marginal probabilities and estimation is carried out based on generalized estimating ... -
Statistical Methods in the Search for a Dominant Cause of Variation
(University of Waterloo, 2023-12-15)Excessive variation in critical-to-quality characteristics, referred to as process outputs in this thesis, is a common issue in manufacturing industries. Most variation reduction frameworks initially investigate the process ... -
Statistical Methods on Survival Data with Measurement Error
(University of Waterloo, 2014-08-25)In survival data analysis, covariates are often subject to measurement error. A naive analysis with measurement error ignored commonly leads to biased estimation of parameters of survival models. Measurement error also ... -
Statistical Models and Methods for Dependent Life History Processes
(University of Waterloo, 2018-11-28)This thesis deals with statistical issues in the analysis of complex life history processes which have characteristics of heterogeneity and dependence. We are motivated, in this thesis, by three specific types of ... -
A Statistical Response to Challenges in Vast Portfolio Selection
(University of Waterloo, 2019-07-04)The thesis is written in response to emerging issues brought about by an increasing number of assets allocated in a portfolio and seeks answers to puzzling empirical findings in the portfolio management area. Over the ... -
Stochastic decomposition for ℓp-norm symmetric survival functions on the positive orthant
(Elsevier, 2021-07)We derive a stochastic representation for the probability distribution on the positive orthant (0,∞)ᵈ whose association between components is minimal among all probability laws with ℓp-norm symmetric survival functions. ... -
Stochastic Mortality Models with Applications in Financial Risk Management
(University of Waterloo, 2007-06-18)In product pricing and reserving, actuaries are often required to make predictions of future death rates. In the past, this has been performed by using deterministic improvement scales that give only a single mortality ... -
Stochastic Stepwise Ensembles for Variable Selection
(University of Waterloo, 2009-04-30)Ensembles methods such as AdaBoost, Bagging and Random Forest have attracted much attention in the statistical learning community in the last 15 years. Zhu and Chipman (2006) proposed the idea of using ensembles for variable ... -
Stochastic Volatility Models and Simulated Maximum Likelihood Estimation
(University of Waterloo, 2011-08-02)Financial time series studies indicate that the lognormal assumption for the return of an underlying security is often violated in practice. This is due to the presence of time-varying volatility in the return series. The ... -
A Structural Modelling Approach to Closed End Bond Funds
(University of Waterloo, 2013-08-28)This thesis develops a model of closed end bond funds that helps us better understand a recent finding in the literature. In 2012 Elton et al. published an empirical study of closed end bond funds (CEBFs) and they suggested ... -
Structured Mixture Models
(University of Waterloo, 2023-08-11)Finite mixture models are a staple of model-based clustering approaches for distinguishing subgroups. A common mixture model is the finite Gaussian mixture model, whose degrees of freedom scales quadratically with increasing ... -
A Study of Using Chinese Restaurant Process Mixture Models in Information Retrieval
(University of Waterloo, 2015-01-16)Retrieval systems help users to isolate relevant information from massive data collections. Usually, a user obtains useful information by submitting a query to such a system. One critical issue is that a query could have ... -
A Study on Longevity Risk Hedging in the Presence of Population Basis Risk
(University of Waterloo, 2015-09-29)Longevity risk refers to uncertainty surrounding the trend in human life expectancy. Standardized hedging instruments that are linked to broad-based mortality indexes can be used to offload longevity risk from pension plans ... -
Suboptimality of Asian Executive Options
(University of Waterloo, 2011-08-25)This thesis applies the concept of cost e ciency to the design of executive compensation. In a classical Black-Scholes framework, we are able to express the cost e cient counterpart of the Asian Executive Option explicitly, ... -
Superfast Inference for Stationary Gaussian Processes in Particle Tracking Microrheology
(University of Waterloo, 2019-12-18)Particle tracking of passive microscopic species has become the experimental measurement of choice in diverse applications, where either the material volumes are limited, or the materials themselves are so soft that they ... -
Survival Analysis of Complex Featured Data with Measurement Error
(University of Waterloo, 2019-08-22)Survival analysis plays an important role in many fields, such as cancer research, clinical trials, epidemiological studies, actuarial science, and so on. A large body of methods on analyzing survival data have been ...