Now showing items 91-110 of 359

    • Economic Pricing of Mortality-Linked Securities 

      Zhou, Rui (University of Waterloo, 2012-09-26)
      In previous research on pricing mortality-linked securities, the no-arbitrage approach is often used. However, this method, which takes market prices as given, is difficult to implement in today's embryonic market where ...
    • Effect of a Mobile Phone Intervention on Quitting Smoking in a Young Adult Population of Smokers: Randomized Controlled Trial 

      Baskerville, Neill Bruce; Struik, Laura; Guindon, Godefroy Emmanuel; Norman, Cameron; Whittaker, Robyn; Burns, Catherine; Hammond, David; Dash, Darly; Brown, K. Stephen (JMIR, 2018-10-23)
      Background: Digital mobile technology presents a promising medium for reaching young adults with smoking cessation interventions because they are the heaviest users of this technology. Objective: The aim of this study ...
    • The effect of omitted covariates in marginal and partially conditional recurrent event analyses 

      Zhong, Yujie; Cook, Richard J. (Springer, 2019-04-01)
      There have been many advances in statistical methodology for the analysis of recurrent event data in recent years. Multiplicative semiparametric rate-based models are widely used in clinical trials, as are more general ...
    • Effective Dimensionality Control in Quantitative Finance and Insurance 

      Liu, Kai (University of Waterloo, 2017-09-06)
      It is well-known that dimension reduction techniques such as the Brownian bridge, principal component analysis, linear transformation could increase the efficiency of Quasi-Monte Carlo (QMC) methods. Caflisch et al. (1997), ...
    • Efficient Kernel Methods for Statistical Detection 

      Su, Wanhua (University of Waterloo, 2008-03-28)
      This research is motivated by a drug discovery problem -- the AIDS anti-viral database from the National Cancer Institute. The objective of the study is to develop effective statistical methods to model the relationship ...
    • Efficient Nested Simulation of Tail Risk Measures for Variable Annuities 

      Dang, Ou (University of Waterloo, 2021-06-02)
      Estimating tail risk measures for portfolios of complex Variable Annuities (VA) is an important enterprise risk management task which usually requires nested simulation. In the nested simulation, the outer simulation stage ...
    • Efficient Procedure for Valuing American Lookback Put Options 

      Wang, Xuyan (University of Waterloo, 2007-05-22)
      Lookback option is a well-known path-dependent option where its payoff depends on the historical extremum prices. The thesis focuses on the binomial pricing of the American floating strike lookback put options with ...
    • An Efficient Quasi-Monte Carlo Simulation for Pricing Asian Options under Heston's Model 

      Yu, Kewei (University of Waterloo, 2015-09-11)
      The market for path-dependent options has been expanded considerably in the financial industry. The approach for pricing the path-dependent options in this thesis is developed by Kolkiewicz (2014) based on a quasi-Monte ...
    • 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 ...
    • Empirical Likelihood Inference for Two-Sample Problems 

      Yan, Ying (University of Waterloo, 2010-09-30)
      In this thesis, we are interested in empirical likelihood (EL) methods for two-sample problems, with focus on the difference of the two population means. A weighted empirical likelihood method (WEL) for two-sample problems ...
    • Empirical Likelihood Method for Ratio Estimation 

      Dong, Bin (University of Waterloo, 2011-03-17)
      Empirical likelihood, which was pioneered by Thomas and Grunkemeier (1975) and Owen (1988), is a powerful nonparametric method of statistical inference that has been widely used in the statistical literature. In this ...
    • Empirical Likelihood Methods for Pretest-Posttest Studies 

      Chen, Min (University of Waterloo, 2015-01-21)
      Pretest-posttest trials are an important and popular method to assess treatment effects in many scientific fields. In a pretest-posttest study, subjects are randomized into two groups: treatment and control. Before the ...
    • Empirical Likelihood Methods for Some Incomplete Data Problems 

      Che, Menglu (University of Waterloo, 2020-12-18)
      Incomplete data often brings difficulty to estimations and inferences. A complete case (CC) analysis, in most cases, leads to biased estimates, or it may not have the desired estimation efficiency. In this thesis, we develop ...
    • Empirical Likelihood Quantile Regression for Right-Censored Data 

      Huang, Shimeng (University of Waterloo, 2018-12-17)
      Quantile estimation of time-to-event data plays a key role in many medical applications, especially conditional on covariates of interest. In such settings, bias due to model misspecification is an important concern. As ...
    • End-to-End Whole Slide Image Classification and Search using Set Representations 

      You, Bo Yang (University of Waterloo, 2022-08-31)
      Due to the sheer size of gigapixel whole slide images (WSIs), it is difficult to apply deep learning and computer vision algorithms for digital pathology. Traditional approaches rely on extracting meaningful patches from ...
    • Enhanced Backward Multiple Change-Point Detection 

      Pirnia, Shahab (University of Waterloo, 2023-05-09)
      Many statistical tools are built upon a specific set of assumptions on the distribution of the data at hand. However, the distribution of the observations in the dataset may not remain constant and may change due to some ...
    • 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 ...
    • Estimation and allocation of insurance risk capital 

      Kim, Hyun Tae (University of Waterloo, 2007-05-15)
      Estimating tail risk measures such as Value at Risk (VaR) and Conditional Tail Expectation (CTE) is a vital component in financial and actuarial risk management. The CTE is a preferred risk measure, due to coherence and ...
    • Estimation and Assessment of Markov Multistate Models with Intermittent Observations on Individuals 

      Lawless, Jerald F. (Springer, 2015-04)
      Multistate models provide important methods of analysis for many life history processes, and this is an area where John Klein made numerous contributions. When individuals in a study group are observed continuously so ...
    • Estimation and Goodness of Fit for Multivariate Survival Models Based on Copulas 

      Yilmaz, Yildiz Elif (University of Waterloo, 2009-08-20)
      We provide ways to test the fit of a parametric copula family for bivariate censored data with or without covariates. The proposed copula family is tested by embedding it in an expanded parametric family of copulas. When ...

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