Browsing Statistics and Actuarial Science by Title
Now showing items 101-120 of 362
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Empirical Likelihood Inference for Two-Sample Problems
(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
(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
(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
(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
(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
(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
(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
(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
(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
(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
(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 ... -
Estimation and Hypothesis Testing for Stochastic Differential Equations with Time-Dependent Parameters
(University of Waterloo, 2012-09-21)There are two sources of information available in empirical research in finance: one corresponding to historical data and the other to prices currently observed in the markets. When proposing a model, it is desirable to ... -
Estimation and prediction methods for univariate and bivariate cyclic longitudinal data using a semiparametric stochastic mixed effects model
(University of Waterloo, 2018-06-19)In this thesis, I propose and consider inference for a semiparametric stochastic mixed model for bivariate longitudinal data; and provide a prediction procedure of a future cycle utilizing past cycle information. This ... -
Estimation and Testing of the Jump Component in Levy Processes
(University of Waterloo, 2013-10-25)In this thesis, a new method based on characteristic functions is proposed to estimate the jump component in a finite-activity Levy process, which includes the jump frequency and the jump size distribution. Properties of ... -
Estimation of Finite Population Duration Distributions from Longitudinal Survey Panels with Intermittent Followup
(Springer, 2013)We consider survival or duration times associated with spells (sojourns in some state) or events experienced by individuals in a population over a specified time period. Duration distributions can be estimated from data ... -
The Estimation of Stochastic Models in Finance with Volatility and Jump Intensity
(University of Waterloo, 2018-10-26)This thesis covers the parametric estimation of models with stochastic volatility, jumps, and stochastic jump intensity, by FFT. The first primary contribution is a parametric minimum relative entropy optimal Q-measure ... -
Event History Analysis in Longitudinal Cohort Studies with Intermittent Inspection Times
(University of Waterloo, 2016-01-20)Event history studies based on disease clinic data often face several complications. Specifically, patients visit the clinic irregularly, and the intermittent inspection times depend on the history of disease-related ... -
Excursion Sets and Critical Points of Gaussian Random Fields
(University of Waterloo, 2022-09-02)Modeling the critical points of a Gaussian random field is an important challenge in stochastic geometry. In this thesis, we focus on stationary Gaussian random fields and study the locations and types of the critical ... -
exKidneyBERT: A Language Model for Kidney Transplant Pathology Reports and the Crucial Role of Extended Vocabularies
(University of Waterloo, 2022-09-30)Background: Pathology reports contain key information about the patient’s diagno- sis as well as important gross and microscopic findings. These information-rich clinical reports offer an invaluable resource for clinical ... -
Expected utility of the drawdown-based regime-switching risk model with state-dependent termination
(Elsevier, 2018-03-01)In this paper, we model an entity’s surplus process X using the drawdown-based regime-switching (DBRS) dynamics proposed in Landriault et al. (2015a). We introduce the state-dependent termination time to the model, and ...