Browsing Statistics and Actuarial Science by Subject "Testing"
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Estimation and Testing of the Jump Component in Levy Processes
(University of Waterloo, 2013-10-25)In this thesis, a new method based on characteristic functions is proposed to estimate the jump component in a finite-activity Levy process, which includes the jump frequency and the jump size distribution. Properties of ... -
Nonparametric Estimation in a Compound Mixture Model and False Discovery Rate Control with Auxiliary Information
(University of Waterloo, 2020-05-15)In this thesis, we focus on two important statistical problems. The first is the nonparametric estimation in a compound mixture model with application to the malaria study. The second is the control of the false discovery ...