Search results | J. Murrey Atkins Library

Title: Analysis of failure time data with missing and informative auxiliary covariates.
Author: Ghosh, Lipika
Date Created: 2011
Description: In this dissertation we use Cox's regression model to failure time data with continuous informative auxiliary variables in the presence of a validation subsample. The work is motivated by a common problem of missing or mismeasured covariates in su...

Title: Analysis of failure time data with missing and informative auxiliary covariates.
Author: Ghosh, Lipika
Date Created: 2011
Description: In this dissertation we use Cox's regression model to failure time data with continuous informative auxiliary variables in the presence of a validation subsample. The work is motivated by a common problem of missing or mismeasured covariates in su...

Title: Analysis of failure time data with missing and informative auxiliary covariates.
Author: Ghosh, Lipika
Date Created: 2011
Subjects--Topical: Statistics, Mathematics, Biometry
Description: In this dissertation we use Cox's regression model to failure time data with continuous informative auxiliary variables in the presence of a validation subsample. The work is motivated by a common problem of missing or mismeasured covariates in su...

Title: Estimation of Semivarying Coefficient Models for Counting Processes with Applications
Author: Deng, Liqiu
Date Created: 2019
Description: Recurrent events are very common in many different fields, including biological, medical, engineering and finance. Existing research have developed methodologies to model constant covariate effects and time-dependent covariate effects. However, in...

Title: Estimation of Semivarying Coefficient Models for Counting Processes with Applications
Author: Deng, Liqiu
Date Created: 2019
Subjects--Topical: Mathematics
Description: Recurrent events are very common in many different fields, including biological, medical, engineering and finance. Existing research have developed methodologies to model constant covariate effects and time-dependent covariate effects. However, in...

Title: GENERALIZED QUASI-LIKELIHOOD RATIO TESTS FOR VARYING COEFFICIENT QUANTILE REGRESSION MODELS
Author: Wang, Yonggang
Date Created: 2013
Description: Quantile regression models which can track the relationship of predictive variables and the response variable in specific quantiles are especially useful in applications when extreme quantiles instead of the center of the distribution are interest...

Title: GENERALIZED QUASI-LIKELIHOOD RATIO TESTS FOR VARYING COEFFICIENT QUANTILE REGRESSION MODELS
Author: Wang, Yonggang
Date Created: 2013
Subjects--Topical: Statistics
Description: Quantile regression models which can track the relationship of predictive variables and the response variable in specific quantiles are especially useful in applications when extreme quantiles instead of the center of the distribution are interest...

Title: Generalized semiparametric varying-coefficient models for longitudinal data
Author: Qi, Li
Date Created: 2015
Description: In this dissertation, we investigate the generalized semiparametric varying-coefficient models for longitudinal data that can flexibly model three types of covariate effects: time-constant effects, time-varying effects, and covariate-varying effec...

Title: Generalized semiparametric varying-coefficient models for longitudinal data
Author: Qi, Li
Date Created: 2015
Description: In this dissertation, we investigate the generalized semiparametric varying-coefficient models for longitudinal data that can flexibly model three types of covariate effects: time-constant effects, time-varying effects, and covariate-varying effec...

Title: Generalized semiparametric varying-coefficient models for longitudinal data
Author: Qi, Li
Date Created: 2015
Subjects--Topical: Mathematics, Statistics, Biometry
Description: In this dissertation, we investigate the generalized semiparametric varying-coefficient models for longitudinal data that can flexibly model three types of covariate effects: time-constant effects, time-varying effects, and covariate-varying effec...

Title: LOCAL SPATIAL QUANTILE ESTIMATION OF MULTIVARIATE FUNCTIONAL-COEFFICIENT REGRESSION MODELS
Author: Zhou, Yetong
Date Created: 2020
Description: Quantile regression (QR) has been widely studied in statistics and econometrics. However, there is no much work on nonlinear QR for vector time series. Therefore, we propose a local spatial QR method to estimate the functional-coefficient matrices...

Title: LOCAL SPATIAL QUANTILE ESTIMATION OF MULTIVARIATE FUNCTIONAL-COEFFICIENT REGRESSION MODELS
Author: Zhou, Yetong
Date Created: 2020
Subjects--Topical: Statistics
Description: Quantile regression (QR) has been widely studied in statistics and econometrics. However, there is no much work on nonlinear QR for vector time series. Therefore, we propose a local spatial QR method to estimate the functional-coefficient matrices...

Title: Modeling Vector Time Series Data
Author: Liu, Yi
Date Created: 2013
Description: ABSTRACTIn this dissertation, firstly, I study spatial quantile regression estimation of multivariate threshold time series models. Asymptotic normality of the proposed spatial quantile regression estimator is established. Simulations and a real e...

Title: Modeling Vector Time Series Data
Author: Liu, Yi
Date Created: 2013
Subjects--Topical: Statistics
Description: ABSTRACTIn this dissertation, firstly, I study spatial quantile regression estimation of multivariate threshold time series models. Asymptotic normality of the proposed spatial quantile regression estimator is established. Simulations and a real e...

Title: Non-nested Model Selection via Empirical Likelihood
Author: Zhao, Cong
Date Created: 2017
Description: In this dissertation we propose an empirical likelihood ratio (ELR) test to conductnon-nested model selection. It allows for heteroscedasticity and works for any twosupervised statistical learning methods under mild conditions. We establish asympt...

Title: Non-nested Model Selection via Empirical Likelihood
Author: Zhao, Cong
Date Created: 2017
Subjects--Topical: Statistics
Description: In this dissertation we propose an empirical likelihood ratio (ELR) test to conductnon-nested model selection. It allows for heteroscedasticity and works for any twosupervised statistical learning methods under mild conditions. We establish asympt...

Title: Nonparametric Pricing Kernel Models
Author: Sun, Linman
Date Created: 2011
Description: The capital asset pricing model (CAPM) and the arbitrage asset pricingtheory (APT) have been the cornerstone in theoretical and empirical finance for the recent few decades. The classical CAPM usually assumes a simple and stable linear relationshi...

Title: Nonparametric Pricing Kernel Models
Author: Sun, Linman
Date Created: 2011
Subjects--Topical: Mathematics
Description: The capital asset pricing model (CAPM) and the arbitrage asset pricingtheory (APT) have been the cornerstone in theoretical and empirical finance for the recent few decades. The classical CAPM usually assumes a simple and stable linear relationshi...

Title: ROBUST GENERALIZED LIKELIHOOD RATIO TEST BASED ON PENALIZATION
Author: Zhang, Meijiao
Date Created: 2018
Description: The Least absolute deviation combined with the Least absolute shrinkage andselection operator (LAD-LASSO) estimator can do regression shrinkage and selectionand is also resistant to outliers or heavy-tailed errors which is proposed in Wang etal. (...

Title: ROBUST GENERALIZED LIKELIHOOD RATIO TEST BASED ON PENALIZATION
Author: Zhang, Meijiao
Date Created: 2018
Subjects--Topical: Statistics
Description: The Least absolute deviation combined with the Least absolute shrinkage andselection operator (LAD-LASSO) estimator can do regression shrinkage and selectionand is also resistant to outliers or heavy-tailed errors which is proposed in Wang etal. (...