Search results | J. Murrey Atkins Library

Title: VARIABLE SELECTION FOR FUNCTIONAL INDEX COEFFICIENT MODELS AND ITS APPLICATIONS IN FINANCE AND ENGINEERING
Author: Yang, Bingduo
Date Created: 2012
Subjects--Topical: Engineering, Statistics, Finance
Description: Variable selection with a non-concave penalty function has become popular in recent years, since it has ability to select significant variables and to estimate unknown regression coefficients simultaneously. In this dissertation, I consider variab...

Title: Travel Time Forecasting on a Freeway Corridor: a Dynamic Information Fusion Model based on the Machine Learning Approaches
Author: Qiu, Bo
Date Created: 2021
Subjects--Topical: Civil engineering, Transportation, Statistics
Description: Metropolitan areas suffer from frequent road traffic congestion not only during peak hours but also during off-peak periods. Currently, the increasing availability of vehicle probe data has made the real-time travel time prediction a reality. The ...

Title: Three Essays in Empirical Asset Pricing and Return Predictability
Author: Lu, Yueliang
Date Created: 2023
Subjects--Topical: Finance
Description: 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...

Title: TOPIC MODELS FOR TAGGED TEXT
Author: Ma, Zhiqiang
Date Created: 2014
Subjects--Topical: Computer science
Description: 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...

Title: Semiparametric time-varying coefficient regression model for longitudinal data with censored time origin
Author: Shou, Qiong
Date Created: 2012
Subjects--Topical: Statistics
Description: In preventive HIV vaccine efficacy trials, thousands of HIV-negative volunteers are randomized to receive vaccine or placebo, and are monitored for HIV infection. The primary objective is to assess vaccine efficacy to prevent HIV infection. An imp...

Title: STATISTICAL ANALYSIS OF MARK-SPECIFIC PROPORTIONAL HAZARDS MODEL
Author: Li, Mei
Date Created: 2011
Subjects--Topical: Statistics
Description: Competing risks occur frequently in survival analysis, and in some cases, the competingrisks are not discrete. In this dissertation, we develop some statistical inferences to analyzecontinuous competing risks.In Chapter 2, inspired by the HIV vacc...

Title: Privacy and Spectral Analysis of Social Network Randomization
Author: Ying, Xiaowei
Date Created: 2011
Subjects--Topical: Computer science
Description: Social networks are of significant importance in various application domains. Understanding the general properties of real social networks has gained much attention due to the proliferation of networked data. Many applications of networks such as ...

Title: Nonparametric Pricing Kernel Models
Author: Sun, Linman
Date Created: 2011
Subjects--Topical: Mathematics
Description: The capital asset pricing model (CAPM) and the arbitrage asset pricingtheory (APT) have been the cornerstone in theoretical and empirical finance for the recent few decades. The classical CAPM usually assumes a simple and stable linear relationshi...

Title: Multivariate Functional Predictor Selection
Author: Mahzarnia, Ali
Date Created: 2021
Subjects--Topical: Mathematics, Statistics
Description: 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...

Title: Jensen-Shannon Divergence: Estimation and Hypothesis Testing
Author: Stewart, Ann
Date Created: 2019
Subjects--Topical: Statistics
Description: 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,...

Title: Improving Semiparametric Estimation of Longitudinal Data with Covariance Function
Author: Fang, Fang
Date Created: 2018
Subjects--Topical: Mathematics, Statistics, Biometry
Description: 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...

Title: Goodness-of-Fit Tests Under Permutations
Author: Chen, Chen
Date Created: 2019
Subjects--Topical: Statistics, Mathematics, Information science
Description: 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....

Title: Generalized semiparametric varying-coefficient models for longitudinal data
Author: Qi, Li
Date Created: 2015
Subjects--Topical: Mathematics, Statistics, Biometry
Description: 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...

Title: GENERALIZED QUASI-LIKELIHOOD RATIO TESTS FOR VARYING COEFFICIENT QUANTILE REGRESSION MODELS
Author: Wang, Yonggang
Date Created: 2013
Subjects--Topical: Statistics
Description: Quantile regression models which can track the relationship of predictive variables and the response variable in specific quantiles are especially useful in applications when extreme quantiles instead of the center of the distribution are interest...

Title: Essays in investments and asset allocation
Author: Chen, Xianzhe
Date Created: 2016
Subjects--Topical: Finance
Description: 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...

Title: Dynamic Modeling of Incomplete Event History Data
Author: Heng, Fei
Date Created: 2019
Subjects--Topical: Statistics
Description: 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...

Title: Blinking Correlation in Nanocrystal Quantum Dots Probed with Novel Laser Scanning Confocal Microscopy Methods
Author: Hefti, Ryan
Date Created: 2013
Subjects--Topical: Nanoscience, Physics
Description: Semiconductor quantum dots have a vast array of applications: as fluorescent labels in biological systems, as physical or chemical sensors, as components in photovoltaic technology, and in display devices. An attribute of nearly every quantum dot ...

Title: Asymptotic Normality of Higher Order Turing Formulae
Author: Chang, Jie
Date Created: 2022
Subjects--Topical: Mathematics
Description: 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...

Title: Asymptotic Normality of Entropy Estimators
Author: Zhang, Xing
Date Created: 2013
Subjects--Topical: Mathematics
Description: 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...

Title: Analysis of failure time data with missing and informative auxiliary covariates.
Author: Ghosh, Lipika
Date Created: 2011
Subjects--Topical: Statistics, Mathematics, Biometry
Description: In this dissertation we use Cox's regression model to failure time data with continuous informative auxiliary variables in the presence of a validation subsample. The work is motivated by a common problem of missing or mismeasured covariates in su...