Browsing Statistics by Title
Now showing items 3947 of 47

Robust estimation of factor models in finance
(2005)Standard assetpricing models entail expressions for expected returns in terms of coefficients relative to risk factors. Methods to estimate premiums of risk factors have, at its core, a single or multiple linear regression ... 
ShapeConstrained Inference for ConcaveTransformed Densities and their Modes
(20131114)We consider inference about functions estimated via shape constraints based on concavity. We consider logconcave densities and other “concavetransformed” densities on the real line, where a concavetransformed class is ... 
SpaceTime Smoothing Models for Surveillance and Complex Survey Data
Area and timespecific estimates of disease rates, causespecific mortality rates and other key health indicators are of great interest for health care and policy purposes. Such estimates provide the information needed to ... 
Statistical Hurdle Models for Single Cell Gene Expression: Differential Expression and Graphical Modeling
This dissertation describes a set of statistical methods developed for analysis of single cell gene expression. A characteristic of single cell expression is bimodal expression, in which two clusters of expression are ... 
Statistical inference using Kronecker structured covariance
(20131114)We present results for testing and estimation in the context of separable covariance models. We concentrate on two types of data: relational data and crossclassified data. Relational data is frequently represented by a ... 
Testing Independence in High Dimensions & Identifiability of Graphical Models
In this thesis two problems in multivariate statistics will be studied. In the first chaper, we treat the problem of testing independence between m continuous observations when m can be larger than the available sample ... 
Tests for Differences between Least Squares and Robust Regression Parameter Estimates and Related Topics
(20130417)At the present time there is no well accepted test for comparing least squares and robust linear regression coefficient estimates. To fill this gap we propose and demonstrate the efficacy of two Waldlike statistical tests ... 
Theory and Methods for Tensor Data
We present novel methods and new theory in the statistical analysis of tensorvalued data. A tensor is a multidimensional array. When data come in the form of a tensor, special methods and models are required to capture ... 
The weighted likelihood bootstrap and an algorithm for prepivoting
(1991)The method of bootstrapping, which has transformed the theory and practice of frequentist statistical inference, is applicable within the Bayesian paradigm. Rather than simulating data that might have been observed, this ...