Survival data with ultrahigh dimensional covariates are increasingly common recently due to the rapid development in technologies. It is challenging to model them using survival models in order to understand the association between covariate infor...
Predictive regression is an important research topic in financial econometrics. Various estimation methods have been proposed for it, but they suffer from complicated asymptotic limits which depend on whether or not the predicting variable is stat...
Wireless mesh networks (WMNs) have emerged to be a key wireless technology to support large-scale wireless Internet access. Seamless inter-gateway handoff support is an essential issue to ensure continuous communications in multi-hop WMNs. When th...
In financial time series nonlinear effects and time-varying effects are observed. In this dissertation we propose a predictive regression model with time varying coefficients and functional coefficients. It allows for nonstationary predictors. We establi...
This thesis constructs a Defense/Attack resource allocation model. Defender uses "locks" to protect their boxes from Attacker, and Attacker uses "bombs" to destroy as many boxes as possible. The first models of such type were given by E. Borel (19...
The Least absolute deviation combined with the Least absolute shrinkage andselection operator (LAD-LASSO) estimator can do regression shrinkage and selectionand is also resistant to outliers or heavy-tailed errors which is proposed in Wang etal. (...
Social networks have received much attention these days. Researchers have de- veloped different methods to study the structure and characteristics of the network topology. Our focus is on spectral analysis of the adjacency matrix of the underlying...