This is the collection for the University of Waterloo's Department of Statistics and Actuarial Science .

Research outputs are organized by type (eg. Master Thesis, Article, Conference Paper).

Waterloo faculty, students, and staff can contact us or visit the UWSpace guide to learn more about depositing their research.

Recent deposits

  • Augmented composite likelihood for copula modeling in family studies under biased sampling 

    Zhong, Yujie; Cook, Richard J. (Oxford University Press, 2016-01-27)
    The heritability of chronic diseases can be effectively studied by examining the nature and extent of within-family associations in disease onset times. Families are typically accrued through a biased sampling scheme in ...
  • Statistical Learning Approaches to Some Classification Problems 

    Gweon, Hyukjun (University of Waterloo, 2017-08-01)
    Classification is essential in statistical learning. This thesis deals with three topics in classification: multi-label classification, nonparametric multi-class classification and a special type of text categorization ...
  • Waiting Time Distributions in the Preemptive Accumulating Priority Queue 

    Fajardo, Val Andrei; Drekic, Steve (Springer, 2017-03-01)
    We consider a queueing system in which a single server attends to N priority classes of customers. Upon arrival to the system, a customer begins to accumulate priority linearly at a rate which is distinct to the class to ...
  • On a general mixed priority queue with server discretion 

    Fajardo, Val Andrei; Drekic, Steve (Taylor & Francis, 2016-10-01)
    We consider a single-server queueing system which attends to N priority classes that are classified into two distinct types: (i) urgent: classes which have preemptive resume priority over at least one lower priority class, ...
  • Controlling the workload of M/G/1 queues via the q-policy 

    Drekic, Steve; Fajardo, Val Andrei (Elsevier, 2015-06-01)
    We consider a single-server queueing system with Poisson arrivals and generally distributed service times. To systematically control the workload of the queue, we define for each busy period an associated timer process, ...
  • A model for deceased-donor transplant queue waiting times 

    Drekic, Steve; Stanford, David A.; Woolford, Douglas G.; McAlister, Vivian C. (Springer, 2015-01-01)
    In many jurisdictions, organ allocation is done on the basis of the health status of the patient, either explicitly or implicitly. This paper presents a self-promoting priority queueing model for patient waiting times which ...
  • Assessing Binary Measurement Systems Using Targeted Verification with a Gold Standard 

    Severn, Daniel Ernest (University of Waterloo, 2017-05-19)
    Binary Measurement Systems (BMS) are used to classify objects into two categories. Sometimes the categories represent some intrinsically dichotomous characteristic of the object, but sometimes continuous or even multidimensional ...
  • Debate: what is the best method to monitor surgical performance? 

    Woodall, William; Steiner, Stefan H. (BioMed Central, 2016-04-05)
    Background There is considerable recent interest in the monitoring of individual surgeon or hospital surgical outcomes. If one aggregates data over time and assesses performance with a funnel plot, then the detection ...
  • Using Available Information in the Assessment of Diagnostic Protocols 

    Steiner, Stefan H.; Cotton, Cecilia; Danila, Oana; Severn, Daniel; MacKay, R. Jock (OMICS International, 2015-02-20)
    A new binary screening or diagnostic test may be combined sequentially with an existing test using either a believe the positive or believe the negative protocol. Interest then lies in estimating the properties of the new ...
  • Risk Sharing and Risk Aggregation via Risk Measures 

    Liu, Haiyan (University of Waterloo, 2017-04-21)
    Risk measures have been extensively studied in actuarial science in the guise of premium calculation principles for more than 40 years, and recently, they have been the standard tool for financial institutions in both ...
  • Generalizations and Applications of the Stochastic Block Model to Basketball Games and Variable Selection Problems 

    Xin, Lu (University of Waterloo, 2017-01-24)
    Over the past decade, there has been an explosion of network data in a vast number of circumstances, such as the World Wide Web, social networks, gene interactions, economic networks, etc. Scientific analysis of networks ...
  • Bias in the Estimate of a Mean Reversion Parameter for a Fractional Ornstein-Uhlenbeck Process 

    Ng, Wai Man (University of Waterloo, 2017-01-19)
    In this thesis we studied the estimation bias of the least squares estimate of the mean reversion parameter, when the underlying dynamics is governed by fractional Brownian motions. Fractional Brownian motion is a ...
  • Empirical Likelihood and Bootstrap Inference with Constraints 

    Wang, Chunlin (University of Waterloo, 2017-01-18)
    Empirical likelihood and the bootstrap play influential roles in contemporary statistics. This thesis studies two distinct statistical inference problems, referred to as Part I and Part II, related to the empirical ...
  • On Some Stochastic Optimal Control Problems in Actuarial Mathematics 

    Li, Dongchen (University of Waterloo, 2017-01-17)
    The event of ruin (bankruptcy) has long been a core concept of risk management interest in the literature of actuarial science. There are two major research lines. The first one focuses on distributional studies of some ...
  • Sparse Models in High-Dimensional Dependence Modelling and Index Tracking 

    Han, Dezhao (University of Waterloo, 2017-01-17)
    This thesis is divided into two parts. The first part proposes parsimonious models to the vine copula. The second part is devoted to the index tracking problem. Vine copulas provide a flexible tool to capture asymmetry ...
  • Estimating Risk-adjusted Process Performance with a Bias/Variance Trade-off 

    Cooper Barfoot, Patricia L (University of Waterloo, 2017-01-12)
    Decision makers responsible for managing the performance of a process commonly base their decisions on an estimate of present performance, a comparison of estimates across multiple streams, and the trend in performance ...
  • Fractional Imputation for Ordinal and Mixed-type Responses with Missing Observations 

    She, Xichen (University of Waterloo, 2017-01-12)
    This thesis addresses two essential aspects of large scale public-use data files involving ordinal and mixed-type responses with missing observations: (i) the creation of single complete data sets with imputation for missing ...
  • Conditional Scenario Generation with a GVAR Model 

    Wang, Xinghao (University of Waterloo, 2016-12-15)
    The stress-testing method formed an integral part of the practice of risk management. However, the underlying models for scenarios generation have not been much studied so far. In past practice, the users typically did ...
  • Using Infinite Server Queues Theory In Stress Testing 

    Zhang, Guichang (University of Waterloo, 2016-12-05)
    In this thesis, we propose and study a framework to model stress testing, using an infinite server queues theory, such that this framework is aligned with and integrates several existing frameworks currently used in the ...
  • Armitage Lecture 2011: The Design and Analysis of Life History Studies 

    Lawless, Jerald F. (Wiley, 2013)
    Life history studies collect information on events and other outcomes during people’s lifetimes. For example, these may be related to childhood development, education, fertility, health, or employment. Such longitudinal ...

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