Search results
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Title
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Asymptotic Normality of Entropy Estimators
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Author
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Zhang, Xing
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Date Created
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2013
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Subjects--Topical
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Mathematics
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Description
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Shannon's entropy plays a central role in many fields of mathematics. In the first chapter, we present a sufficient condition for the asymptotic normality of the plug-in estimator of Shannon's entropy defined on a countable alphabet. The sufficien...
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Title
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Asymptotic Normality of Higher Order Turing Formulae
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Author
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Chang, Jie
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Date Created
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2022
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Subjects--Topical
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Mathematics
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Description
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Higher order Turing formulae, denoted as Tr for r ∈ Z+, are a powerful result allowing one to estimate the total probability associated with words from a random piece of writing, which have been observed exactly r times in a random sample. In part...
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Title
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Dynamic Modeling of Incomplete Event History Data
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Author
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Heng, Fei
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Date Created
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2019
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Subjects--Topical
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Statistics
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Description
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Event history analysis has important applications in many fields, such as medicine, engineering, econometrics, actuarial science, and social studies. We usually encounter missing data problems in the modeling of event history data. One typical pro...
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Title
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Essays in investments and asset allocation
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Author
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Chen, Xianzhe
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Date Created
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2016
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Subjects--Topical
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Finance
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Description
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This dissertation consists of three topics in investments and asset allocation. The first chapter studies the dynamics of macro factors and their application in asset allocation. Five meaningful economic factors are extracted from hundreds of econ...
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Title
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Generalized semiparametric varying-coefficient models for longitudinal data
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Author
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Qi, Li
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Date Created
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2015
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Subjects--Topical
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Mathematics, Statistics, Biometry
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Description
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In this dissertation, we investigate the generalized semiparametric varying-coefficient models for longitudinal data that can flexibly model three types of covariate effects: time-constant effects, time-varying effects, and covariate-varying effec...
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Title
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Goodness-of-Fit Tests Under Permutations
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Author
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Chen, Chen
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Date Created
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2019
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Subjects--Topical
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Statistics, Mathematics, Information science
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Description
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Several new goodness-of-fit tests are proposed on countable alphabets, where certain fundamental statistical concepts associated with random variables, such as cumulative distribution functions, characteristic functions and moments, may not exist....
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Title
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Improving Semiparametric Estimation of Longitudinal Data with Covariance Function
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Author
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Fang, Fang
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Date Created
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2018
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Subjects--Topical
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Mathematics, Statistics, Biometry
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Description
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In this dissertation, we aim to improve efficiency of estimation in longitudinal data under generalized semi-parametric varying-coefficient models.First, we investigate a profile weighted least square approach for model estimation by utilizing wit...
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Title
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Jensen-Shannon Divergence: Estimation and Hypothesis Testing
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Author
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Stewart, Ann
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Date Created
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2019
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Subjects--Topical
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Statistics
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Description
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Jensen-Shannon divergence is one reasonable solution to the problem of measuring the level of difference or "distance'" between two probability distributions on a multinomial population. If one of the distributions is assumed to be known a priori,...
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Title
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Multivariate Functional Predictor Selection
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Author
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Mahzarnia, Ali
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Date Created
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2021
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Subjects--Topical
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Mathematics, Statistics
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Description
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We propose methods for functional predictor selection and the estimation of smooth functional coefficients simultaneously in a scalar-on-function regression problem under a high-dimensional multivariate functional data setting. In particular, we d...
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Title
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TOPIC MODELS FOR TAGGED TEXT
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Author
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Ma, Zhiqiang
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Date Created
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2014
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Subjects--Topical
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Computer science
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Description
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Our world has been experiencing a dramatic and continually increasing growth of digital textual information. This phenomenon raises challenges in analyzing, understanding, organizing, and summarizing these large bodies of textual information. A la...
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Title
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Three Essays in Empirical Asset Pricing and Return Predictability
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Author
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Lu, Yueliang
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Date Created
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2023
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Subjects--Topical
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Finance
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Description
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This dissertation contains three essays on empirical asset pricing. The first essay presents the first evidence on how macro trends affect equity risk premium, going beyond the literature that rely on only the most recent values. We show that macr...