Browsing Statistics and Actuarial Science by Title
Now showing items 160-179 of 362
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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 ... -
Learning From Almost No Data
(University of Waterloo, 2021-06-15)The tremendous recent growth in the fields of artificial intelligence and machine learning has largely been tied to the availability of big data and massive amounts of compute. The increasingly popular approach of training ... -
Leveraged Plans for Measurement System Assessment
(University of Waterloo, 2009-08-20)In manufacturing, measurement systems are used to control processes and inspect parts with the goal of producing high quality product for the customer. Modern Quality Systems require the periodic assessment of key measurement ... -
Life History Analysis with Response-Dependent Observation
(University of Waterloo, 2015-05-14)This thesis deals with statistical issues in the analysis of dependent failure time data under complex observation schemes. These observation schemes may yield right-censored, interval-censored and current status data and ... -
Linearization Methods in Time Series Analysis
(University of Waterloo, 2011-09-30)In this dissertation, we propose a set of computationally efficient methods based on approximating/representing nonlinear processes by linear ones, so-called linearization. Firstly, a linearization method is introduced for ... -
Local Mixture Model in Hilbert Space
(University of Waterloo, 2010-01-26)In this thesis, we study local mixture models with a Hilbert space structure. First, we consider the fibre bundle structure of local mixture models in a Hilbert space. Next, the spectral decomposition is introduced in order ... -
Lognormal Mixture Model for Option Pricing with Applications to Exotic Options
(University of Waterloo, 2012-08-23)The Black-Scholes option pricing model has several well recognized deficiencies, one of which is its assumption of a constant and time-homogeneous stock return volatility term. The implied volatility smile has been studied ... -
Longevity Risk Management: Models and Hedging Strategies
(University of Waterloo, 2019-04-17)Longevity risk management is becoming increasingly important in the pension and life insurance industries. The unexpected mortality improvements observed in recent decades are posing serious concerns to the financial ...