Browsing Statistics and Actuarial Science by Title
Now showing items 154-173 of 363
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Imputation, Estimation and Missing Data in Finance
(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
(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
(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
(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
(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
(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
(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
(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
(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
(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
(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
(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
(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
(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
(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 ... -
An Investigation of Methods for Missing Data in Hierarchical Models for Discrete Data
(University of Waterloo, 2011-03-09)Hierarchical models are applicable to modeling data from complex surveys or longitudinal data when a clustered or multistage sample design is employed. The focus of this thesis is to investigate inference for discrete ... -
Joint modeling, variable selection and multiply robust estimation in mediation analysis with multiple mediators
(University of Waterloo, 2024-01-10)This thesis explores topics in causal mediation analysis with multiple possibly related mediators. The goal of this thesis is to propose innovative methodologies for joint modeling of multiple uncausally related mediators, ... -
L1-Penalized Ordinal Regression and Bayesian Variable Selection for Linear Models with Multiple Responses
(University of Waterloo, 2015-05-20)Polychotomous ordinal response data are often analyzed by first introduce a latent continuous variable which can be modeled as an ordinary regression problem with the presence of covariates by using Markov chain Monte Carlo ... -
Large Data-to-Text Generation
(University of Waterloo, 2023-05-16)This thesis presents a domain-driven approach to sports game summarization, a specific instance of large data-to-text generation (DTG). We first address the data fidelity issue in the Rotowire dataset by supplementing ... -
A Latent Health Factor Model for Estimating Estuarine Ecosystem Health
(University of Waterloo, 2009-05-20)Assessment of the “health” of an ecosystem is often of great interest to those interested in monitoring and conservation of ecosystems. Traditionally, scientists have quantified the health of an ecosystem using multimetric ...