Browsing Economics by Supervisor "Chen, Tao"
Now showing items 1-3 of 3
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Essays on Empirical likelihood for Heaviness Estimation, Outlier Detection and Clustering
(University of Waterloo, 2024-04-24)Empirical likelihood (EL) is a non-parametric likelihood method of inference. There are a large number of studies about the extensions and applications of EL. Most studies discuss the EL ratio for constructing confidence ... -
Essays on Portfolio Selection, Continuous-time Analysis, and Market Incompleteness
(University of Waterloo, 2023-04-05)This thesis consists of three self-contained essays evaluating topics in portfolio selection, continuous-time analysis, and market incompleteness. The two opposing investment strategies, diversification and concentration, ... -
On Functional Data Analysis: Methodologies and Applications
(University of Waterloo, 2020-05-04)In economic analyses, the variables of interest are often functions defined on continua such as time or space, though we may only have access to discrete observations -- such type of variables are said to be ``functional'' ...