Now showing items 147-166 of 359

    • Identifying patterns of alcohol use among secondary school students in Canada: A multilevel latent class analysis 

      Gohari, Mahmood R.; Cook, Richard J.; Dubin, Joel A.; Leatherdale, Scott T. (Elsevier, 2020-01)
      Harm from alcohol use depend not only on the volume of consumption but also on drinking patterns. This study identifies patterns of alcohol consumption in youth and investigates how these patterns vary across schools and ...
    • The illness-death model for family studies 

      Lee, Jooyoung; Cook, Richard (Oxford University Press, 2021-07)
      Family studies involve the selection of affected individuals from a disease registry who provide right-truncated ages of disease onset. Coarsened disease histories are then obtained from consenting family members, either ...
    • Implied Volatility Modelling 

      Zhu, Anyi (University of Waterloo, 2014-01-08)
      We propose extensions on calibrating the volatility surface through multi-factor regression models. The proposed models are back-tested against the historical S&P 500 prices during both the volatile and non-volatile periods ...
    • Importance Sampling and Stratification for Copula Models 

      Arbenz, Philipp; Cambou, Mathieu; Hofert, Marius; Lemieux, Christiane; Taniguchi, Yoshihiro (Springer, 2018)
      An importance sampling approach for sampling from copula models is introduced. The proposed algorithm improves Monte Carlo estimators when the functional of interest depends mainly on the behaviour of the underlying random ...
    • Importance Sampling and Stratification Techniques for Multivariate Models with Low-Dimentional Structures 

      Taniguchi, Yoshihiro (University of Waterloo, 2017-12-22)
      Many problems in finance and risk management involve the computation of quantities related to rare-event analysis. As many financial problems are high-dimensional, the quan- tities of interest rarely have analytical forms ...
    • Imputation, Estimation and Missing Data in Finance 

      DiCesare, Giuseppe (University of Waterloo, 2006)
      Suppose <em>X</em> is a diffusion process, possibly multivariate, and suppose that there are various segments of the components of <em>X</em> that are missing. This happens, for example, if <em>X</em> is the price of ...
    • Independence conditions and the analysis of life history studies with intermittent observation 

      Cook, Richard; Lawless, Jerald (Oxford University Press, 2021-07)
      Multistate models provide a powerful framework for the analysis of life history processes when the goal is to characterize transition intensities, transition probabilities, state occupancy probabilities, and covariate ...
    • Individual insurance choice: A stochastic control approach 

      Li, Wenyuan (University of Waterloo, 2023-02-28)
      This thesis applies the stochastic control approach to study the optimal insurance strategy for three problems. The first problem studies the optimal non-life insurance for an individual exhibiting internal habit formation ...
    • Inference for Continuous Stochastic Processes Using Gaussian Process Regression 

      Fang, Yizhou (University of Waterloo, 2014-01-21)
      Gaussian process regression (GPR) is a long-standing technique for statistical interpolation between observed data points. Having originally been applied to spatial analysis in the 1950s, GPR offers highly nonlinear ...
    • Inference Methods for Noisy Correlated Responses with Measurement Error 

      Zhang, Qihuang (University of Waterloo, 2020-09-25)
      Studying complex relationships between correlated responses and the associated covariates has attracted much research interest. Numerous approaches have been developed to model correlated responses. However, most available ...
    • Inferring Chemical Reaction Rates from a Sequence of Infrared Spectra 

      Starszyk, Peter (University of Waterloo, 2016-01-22)
      Many chemical compounds used by the energy and agricultural industries introduce large amounts of arsenic into the environment. As this poses serious health and environmental risks, designing safe and effective decontaminating ...
    • Inflation derivatives pricing with a forward CPI model 

      Ruest, Eric (University of Waterloo, 2010-05-21)
      The Zero-Coupon Inflation Indexed Swap (ZCIIS) is a derivative contract through which inflation expectations on the Consumer Price Index (CPI) are actively traded in the US. In this thesis we consider different ways to use ...
    • Information Matrices in Estimating Function Approach: Tests for Model Misspecification and Model Selection 

      Zhou, Qian (University of Waterloo, 2009-08-26)
      Estimating functions have been widely used for parameter estimation in various statistical problems. Regular estimating functions produce parameter estimators which have desirable properties, such as consistency and ...
    • Integration in Computer Experiments and Bayesian Analysis 

      Karuri, Stella (University of Waterloo, 2005)
      Mathematical models are commonly used in science and industry to simulate complex physical processes. These models are implemented by computer codes which are often complex. For this reason, the codes are also ...
    • Interactive and Static Statistical Graphics: Bridge to Integration 

      Xu, Zehao (University of Waterloo, 2022-01-17)
      There are plenty of graphical packages in R which play an important role in building graphics for data analysis, either static graphics (e.g., `graphics`, `grid`, `ggplot2`) or interactive graphics (e.g., `loon`, `shiny`). ...
    • Interactive Visualization and Exploration of High-Dimensional Data 

      Waddell, Adrian (University of Waterloo, 2016-01-21)
      Visualizing data is an essential part of good statistical practice. Plots are useful for revealing structure in the data, checking model assumptions, detecting outliers and finding unanticipated patterns. Post-analysis ...
    • Interval Censoring and Longitudinal Survey Data 

      Pantoja Galicia, Norberto (University of Waterloo, 2007-09-11)
      Being able to explore a relationship between two life events is of great interest to scientists from different disciplines. Some issues of particular concern are, for example, the connection between smoking cessation and ...
    • An introduction to Gerber-Shiu analysis 

      Huynh, Mirabelle (University of Waterloo, 2011-09-30)
      A valuable analytical tool to understand the event of ruin is a Gerber-Shiu discounted penalty function. It acts as a unified means of identifying ruin-related quantities which may help insurers understand their vulnerability ...
    • Inverse Probability Weighted Estimating Equations for Randomized Trials in Transfusion Medicine 

      Cook, Richard J.; Lee, Ker-Ai; Cuerden, Meaghan; Cotton, Cecilia (Wiley, 2013-03-26)
      Thrombocytopenia is a condition characterized by extremely low platelet counts, which puts patients at elevated risk of morbidity and mortality because of bleeding. Trials in transfusion medicine are routinely designed ...
    • Inverse Problems in Portfolio Selection: Scenario Optimization Framework 

      Bhowmick, Kaushiki (University of Waterloo, 2011-10-27)
      A number of researchers have proposed several Bayesian methods for portfolio selection, which combine statistical information from financial time series with the prior beliefs of the portfolio manager, in an attempt to ...

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