Browsing Statistics and Actuarial Science by Title
Now showing items 200-219 of 362
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Modeling Dynamic Network with Centrality-based Logistic Regression
(University of Waterloo, 2011-09-29)Statistical analysis of network data is an active field of study, in which researchers inves- tigate graph-theoretic concepts and various probability models that explain the behaviour of real networks. This thesis attempts ... -
Modelling Issues in Three-state Progressive Processes
(University of Waterloo, 2001)This dissertation focuses on several issues pertaining to three-state progressive stochastic processes. Casting survival data within a three-state framework is an effective way to incorporate intermediate events into an ... -
Mortality Prediction using Statistical Learning Approaches
(University of Waterloo, 2022-11-21)Longevity risk, as one of the major risks faced by insurers, has triggered a heated stream of research in mortality modeling among actuaries for effective design/pricing/risk management of insurance products. The idea of ... -
Multiple imputation for the analysis of incomplete compound variables
(Wiley, 2015-06)In many settings interest lies in modelling a compound variable defined as a function of two or more component variables. When one or more of the components are missing, the compound variable is not observed and a strategy ... -
Multiple testing using the posterior probability of half-space: application to gene expression data.
(University of Waterloo, 2005)We consider the problem of testing the equality of two sample means, when the number of tests performed is large. Applying this problem to the context of gene expression data, our goal is to detect a set of genes ... -
Multiply Robust Empirical Likelihood Inference for Missing Data and Causal Inference Problems
(University of Waterloo, 2019-06-06)Missing data are ubiquitous in many social and medical studies. A naive complete-case (CC) analysis by simply ignoring the missing data commonly leads to invalid inferential results. This thesis aims to develop statistical ... -
Multiscale GARCH Modeling and Inference
(University of Waterloo, 2018-10-11)The motivation behind this thesis is the shortage of formal statistical inference methods in the literature for testing whether a time series model is consistent with a sample at multiple sampling frequencies simultaneously. ... -
Multistate analysis from cross-sectional and auxiliary samples
(Wiley, 2020-02-20)Epidemiological studies routinely involve cross‐sectional sampling of a population comprised of individuals progressing through life history processes. We consider features of a cross‐sectional sample in terms of the ... -
A Multistate Model for Bivariate Interval-Censored Failure Time Data
(Wiley, 2008-12)Interval-censored life-history data arise when the events of interest are only detectable at periodic assessments. When interest lies in the occurrence of two such events, bivariate-interval censored event time data are ... -
Multistate Models for Biomarker Processes
(University of Waterloo, 2014-08-25)Multistate models are widely used for describing life history processes. In studies where individuals are observed continuously, the transition times between states are known exactly. However, when individuals are observed ... -
Multivariate First-Passage Models in Credit Risk
(University of Waterloo, 2008-10-17)This thesis deals with credit risk modeling and related mathematical issues. In particular we study first-passage models for credit risk, where obligors default upon first passage of a ``credit quality" process to ... -
Multivariate Longitudinal Data Analysis with Mixed Effects Hidden Markov Models
(University of Waterloo, 2013-01-24)Longitudinal studies, where data on study subjects are collected over time, is increasingly involving multivariate longitudinal responses. Frequently, the heterogeneity observed in a multivariate longitudinal response can ... -
Multivariate Multiscale Analysis of Neural Spike Trains
(University of Waterloo, 2013-12-17)This dissertation introduces new methodologies for the analysis of neural spike trains. Biological properties of the nervous system, and how they are reflected in neural data, can motivate specific analytic tools. Some of ... -
Multivariate Risk Measures for Portfolio Risk Management
(University of Waterloo, 2021-01-29)In portfolio risk management, the main foci are to control the aggregate risk of the entire portfolio and to understand the contribution of each individual risk unit in the portfolio to the aggregate risk. When univariate ... -
Multivariate Time Series Analysis of the Investment Guarantee in Canadian Segregated Fund Products
(University of Waterloo, 2008-05-23)In the context of the guarantee liability valuation, the sophisticated fund-of-funds structure, of some Canadian segregated fund products, often requires us to model multiple market indices simultaneously in order to ... -
A new framework for clustering
(University of Waterloo, 2010-04-07)The difficulty of clustering and the variety of clustering methods suggest the need for a theoretical study of clustering. Using the idea of a standard statistical framework, we propose a new framework for clustering. ... -
New Methods for Improving Accuracy in Three Distinct Predictive Modeling Problems
(University of Waterloo, 2018-08-22)People are often interested in predicting a new or future observation. In clinical prediction, the uptake of Electronic Health Records (EHRs) has generated massive health datasets that are big in volume and diverse in ... -
A new perspective on loss to follow-up in failure time and life history studies
(Wiley, 2019-07-24)A framework is proposed for the joint modeling of life history and loss to follow-up (LTF) processes in cohort studies. This framework provides a basis for discussing independence conditions for LTF and censoring and ... -
Nonparametric Estimation in a Compound Mixture Model and False Discovery Rate Control with Auxiliary Information
(University of Waterloo, 2020-05-15)In this thesis, we focus on two important statistical problems. The first is the nonparametric estimation in a compound mixture model with application to the malaria study. The second is the control of the false discovery ... -
Notions of Dependence with Applications in Insurance and Finance
(University of Waterloo, 2013-08-02)Many insurance and finance activities involve multiple risks. Dependence structures between different risks play an important role in both theoretical models and practical applications. However, stochastic and actuarial ...