Statistics and Actuarial Sciences Theses and Dissertations
This collection contains theses and dissertations from the Department of Statistics and Actuarial Sciences, collected from the Scholarship@Western Electronic Thesis and Dissertation Repository
Theses/Dissertations from 2018
Modelling the Common Risk among Equities Using a New Time Series Model, Jingjia Chu
Optimal Trading of a Storable Commodity via Forward Markets, Behzad Ghafouri
Statistical Modeling of CO2 Flux Data, Fang He
Advances in the Modeling of Heavy-tailed Distributions, Sang Jin Kang
Valuation of Multiple Exercise Option Using a Modified Longstaff and Schwartz Approach, Rahim Mohammadhasani Khorasany
Statistical Applications in Healthcare Systems, Maryam Mojalal
Exact Box-Cox Analysis, Samira Soleymani
Anisotropic kernel smoothing for change-point data with an analysis of fire spread rate variability, John Ronald James Thompson
Some applications of higher-order hidden Markov models in the exotic commodity markets, Heng Xiong
Advances in Semi-Nonparametric Density Estimation and Shrinkage Regression, Hossein Zareamoghaddam
Analysis Challenges for High Dimensional Data, Bangxin Zhao
Theses/Dissertations from 2017
Properties of k-isotropic functions, Tianpei Jiang
Data-Adaptive Kernel Support Vector Machine, Xin Liu
Annuity Product Valuation and Risk Measurement under Correlated Financial and Longevity Risks, Soohong Park
Statistical Modelling, Optimal Strategies and Decisions in Two-Period Economies, Jiang Wu
Theses/Dissertations from 2016
Joint Models for Spatial and Spatio-Temporal Point Processes, Alisha Albert-Green
Applications of Credit Scoring Models, Mimi Mei Ling Chong
Joint Analysis of Zero-heavy Longitudinal Outcomes: Models and Comparison of Study Designs, Erin R. Lundy
Data Smoothing Techniques: Historical and Modern, Lori L. Murray
Joint Modelling in Liver Transplantation, Elizabeth M. Renouf
Probability Models for Health Care Operations with Application to Emergency Medicine, Azaz Bin Sharif
Advances in Portmanteau Diagnostic Tests, Jinkun Xiao
Actuarial Modelling with Mixtures of Markov Chains, Yuzhou Zhang
Theses/Dissertations from 2015
Healthy And Unhealthy Statistics: Examining The Impact Of Erroneous Statistical Analyses In Health-Related Research, Britney Allen
Recent Advances in Accumulating Priority Queues, Na Li
Quantitative Techniques for Spread Trading in Commodity Markets, Mir Hashem Moosavi Avonleghi
A Novel Method for Assessing Co-monotonicity: an Interplay between Mathematics and Statistics with Applications, Danang T. Qoyyimi
Completely monotone and Bernstein functions with convexity properties on their measures, Shen Shan
Online Nonparametric Estimation of Stochastic Differential Equations, Xin Wang
On the Dual Risk Models, Chen Yang
Theses/Dissertations from 2014
Statistical methods for the analysis of RNA sequencing data, Man-Kee Maggie Chu
Valuation and Risk Measurement of Guaranteed Annuity Options under Stochastic Environment, Huan Gao
Statistical Applications in Wildfire Management and Prediction, Lengyi Han
Computing and Approximation Methods for the Distribution of Multivariate Aggregate Claims, Tao Jin
The Doubly Adaptive LASSO Methods for Time Series Analysis, Zi Zhen Liu
Risk models with dependence and perturbation, Zhong Li
Censored Time Series Analysis, Nagham Muslim Mohammad
A Spatial Analysis of Forest Fire Survival and a Marked Cluster Process for Simulating Fire Load, Amy A. Morin
Estimation of Hidden Markov Models and Their Applications in Finance, Anton Tenyakov
Perfect and Nearly Perfect Sampling of Work-conserving Queues, Yaofei Xiong
Decision Theory Based Models in Insurance and Beyond, Raymond Ye Zhang
Theses/Dissertations from 2013
Seasonal Decomposition for Geographical Time Series using Nonparametric Regression, Hyukjun Gweon
Stochastic simulation and spatial statistics of large datasets using parallel computing, Jonathan SW Lee
Flexible Partially Linear Single Index Regression Models for Multivariate Survival Data, Na Lei
Joint outcome modeling using shared frailties with application to temporal streamflow data, Lihua Li
Asymptotic Theory for GARCH-in-mean Models, Weiwei Liu
Polynomially Adjusted Saddlepoint Density Approximations, Susan Zhe Sheng
A New Diagnostic Test for Regression, Yun Shi
Persistence and Anti-persistence: Theory and Software, Justin Quinn Veenstra
Comparison of option pricing between ARMA-GARCH and GARCH-M models, Yi Xi
Credibility theory for phase-type distributions, Yanyan Zang
Modelling Credit Value Adjustment Using Defaultable Options Approach, Sidita Zhabjaku
Theses/Dissertations from 2012
On the Distribution of Quadratic Expressions in Various Types of Random Vectors, Ali Akbar Mohsenipour
The Construction of Edmond Halley's 1701 Map of Magnetic Declination, Lori L. Murray
Methods for Shape-Constrained Kernel Density Estimation, Mark A. Wolters
Theses/Dissertations from 2011
Asymptotic Theory of General Multivariate GARCH Models, Weibin Jiang
Generalized Exponential Models with Applications, Iman Mabrouk
Diagnostic Checking, Time Series and Regression, Esam Mahdi
Theses/Dissertations from 2010
Survival Analysis of Microarray Data With Microarray Measurement Subject to Measurement Error, Juan Xiong
Model Selection with Information Criteria, Changjiang Xu
Cost-efficient Variable Selection Using Branching LARS, Li Hua Yue