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

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Theses/Dissertations from 2014

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Perfect and Nearly Perfect Sampling of Work-conserving Queues, Yaofei Xiong

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Decision Theory Based Models in Insurance and Beyond, Raymond Ye Zhang

Theses/Dissertations from 2013

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Seasonal Decomposition for Geographical Time Series using Nonparametric Regression, Hyukjun Gweon

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Stochastic simulation and spatial statistics of large datasets using parallel computing, Jonathan SW Lee

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Flexible Partially Linear Single Index Regression Models for Multivariate Survival Data, Na Lei

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Joint outcome modeling using shared frailties with application to temporal streamflow data, Lihua Li

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Asymptotic Theory for GARCH-in-mean Models, Weiwei Liu

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Polynomially Adjusted Saddlepoint Density Approximations, Susan Zhe Sheng

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A New Diagnostic Test for Regression, Yun Shi

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Persistence and Anti-persistence: Theory and Software, Justin Quinn Veenstra

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Comparison of option pricing between ARMA-GARCH and GARCH-M models, Yi Xi

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Credibility theory for phase-type distributions, Yanyan Zang

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Modelling Credit Value Adjustment Using Defaultable Options Approach, Sidita Zhabjaku

Theses/Dissertations from 2012

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On the Distribution of Quadratic Expressions in Various Types of Random Vectors, Ali Akbar Mohsenipour

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The Construction of Edmond Halley's 1701 Map of Magnetic Declination, Lori L. Murray

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Methods for Shape-Constrained Kernel Density Estimation, Mark A. Wolters

Theses/Dissertations from 2011

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Asymptotic Theory of General Multivariate GARCH Models, Weibin Jiang

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Generalized Exponential Models with Applications, Iman Mabrouk

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Diagnostic Checking, Time Series and Regression, Esam Mahdi

Theses/Dissertations from 2010

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Survival Analysis of Microarray Data With Microarray Measurement Subject to Measurement Error, Juan Xiong

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Model Selection with Information Criteria, Changjiang Xu

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Cost-efficient Variable Selection Using Branching LARS, Li Hua Yue