Browsing Statistics and Actuarial Science by Title
Now showing items 41-60 of 361
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Causal Inference and Matrix Completion with Correlated Incomplete Data
(University of Waterloo, 2023-01-19)Missing data problems are frequently encountered in biomedical research, social sciences, and environmental studies. When data are missing completely at random, a complete-case analysis may be the easiest approach. However, ... -
Causal Inference with Covariate Balance Optimization
(University of Waterloo, 2018-12-04)Causal inference is a popular problem in biostatistics, economics, and health science studies. The goal of this thesis is to develop new methods for the estimation of causal effects using propensity scores or inverse ... -
Causal Inference with Measurement Error
(University of Waterloo, 2018-05-04)Causal inference methods have been widely used in biomedical sciences and social sciences, among many others. With different assumptions, various methods have been proposed to conduct causal inference with interpretable ... -
Causal Inference with Recurrent Data via Propensity Score Methods
(University of Waterloo, 2019-01-07)Propensity score methods are increasingly being used to reduce estimation bias of treatment effects for observational studies. Previous research has shown that propensity score methods consistently estimate the marginal ... -
Change Point Analysis in Piecewise Polynomial Signals Using Trend Filtering
(University of Waterloo, 2021-09-27)Change point analysis, an active area of research in many fields, including statistics, has attracted a lot of attention in recent years. The focus of this thesis is change point detection, where the purpose is to estimate ... -
Characterizing, optimizing and backtesting metrics of risk
(University of Waterloo, 2023-07-12)Measures of risk and riskmetrics were proposed to quantify the risks people are faced with in financial, statistical, and economic practice. They are widely discussed and studied by literature in the context of financial ... -
Climate Change Risk in Stock Markets
(University of Waterloo, 2020-01-20)Climate change is becoming a common threat to the world and has been studied by scholars in various fields. In the field of finance, many papers have discussed financial market efficiency toward climate change in order to ... -
Coherent Beta Risk Measures for Capital Requirements
(University of Waterloo, 1999)This thesis compares insurance premium principles with current financial risk paradigms and uses distorted probabilities, a recent development in premium principle literature, to synthesize the current models for financial ... -
Coherent Distortion Risk Measures in Portfolio Selection
(University of Waterloo, 2011-08-30)The theme of this thesis relates to solving the optimal portfolio selection problems using linear programming. There are two key contributions in this thesis. The first contribution is to generalize the well-known linear ... -
Cohort study design for illness-death processes with disease status under intermittent observation
(Taylor & Francis, 2019-12-12)Cohort studies are routinely conducted to learn about the incidence or progression rates of chronic diseases. The illness-death model offers a natural framework for joint consideration of non-fatal events in the semi-competing ... -
Combination of Levene-Type Tests and a Finite-Intersection Method for Testing Trends in Variances
(University of Waterloo, 2009-04-30)The problem of detecting monotonic increasing/decreasing trends in variances from k samples is widely met in many applications, e.g. financial data analysis, medical and environmental studies. However, most of the tests ... -
Comparing Distributions with the Probability of Agreement
(University of Waterloo, 2021-06-03)In this thesis we adapt the probability of agreement (PoA) methodology for the comparison of distributions. Most of the commonly used methods for comparing distributions are rooted in hypothesis testing where decisions are ... -
Compatibility Problems of Probability Measures for Stochastic Processes
(University of Waterloo, 2018-07-27)In this thesis, we address three topics in the area of compatibility for probability measures. By "compatibility", we mean the problems concerning the existence of random variables/stochastic processes which generate certain ... -
Composite likelihood for aggregate data from clustered multistate processes under intermittent observation
(Taylor & Francis, 2019-03-11)Markov processes offer a useful basis for modeling the progression of organisms through successive stages of their life cycle. When organisms are examined intermittently in developmental studies, likelihoods can be constructed ... -
Composite likelihood for joint analysis of multiple multistate processes via copulas
(Oxford Journals, 2014-10)A copula-based model is described which enables joint analysis of multiple progressive multistate processes. Unlike intensity-based or frailty-based approaches to joint modeling, the copula formulation proposed herein ... -
Computation of Multivariate Barrier Crossing Probability, and Its Applications in Finance
(University of Waterloo, 2007-09-05)In this thesis, we consider computational methods of finding exit probabilities for a class of multivariate stochastic processes. While there is an abundance of results for one-dimensional processes, for multivariate ... -
Computational Methods for Compositional Epistasis Detection
(University of Waterloo, 2022-04-19)In genetics, the term “epistasis” refers to the phenomenon that the effect of one gene or single-nucleotide polymorphism (SNP) is dependent on the presence of others. Various possibilities of epistasis exist, and the ... -
Computationally Efficient Multi-Asset Stochastic Volatility Modeling
(University of Waterloo, 2018-08-24)Stochastic volatility (SV) models are popular in financial modeling, because they capture the inherent uncertainty of the asset volatility. Since assets are observed to co-move together, multi-asset SV (mSV) models are ... -
Conditional Scenario Generation with a GVAR Model
(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 ... -
Constructions and applications of quasi-random point sets with negative dependence
(University of Waterloo, 2022-08-17)Randomized Quasi-Monte Carlo (RQMC) methods are used as an alternative to the Monte Carlo (MC) method when performing numeric integration by replacing the random point set of MC with a randomized low-discrepancy sequence ...