Now showing items 26-37 of 37

    • Portfolio Optimization with Tail Risk Measures and Non-Normal Returns 

      Zhu, Minfeng (2010-08-20)
      The traditional Markowitz mean-variance portfolio optimization theory uses volatility as the sole measure of risk. However, volatility is flawed both intuitively and theoretically: being symmetric it does not differentiate ...
    • Predictive Modeling of Cholera Outbreaks in Bangladesh 

      Koepke, Amanda Allen
      Despite seasonal cholera outbreaks in Bangladesh, little is known about the relationship between environmental conditions and cholera cases. We seek to develop a predictive model for cholera outbreaks in Bangladesh based ...
    • Probabilistic Population Projection for Countries with Generalized HIV/AIDS Epidemics 

      He, Yanjun
      Population projection has long been an issue for researchers, governments and international organizations so that they can monitor and plan development and resources. The United Nation Population Division (UNPD) publishes ...
    • R-squared inference under non-normal error 

      Xu, Lei
      Assessment of the relationship between diet and health status, especially association between diet and chronic disease risk, has attracted lot of research interest in statistical and epidemiologic studies. However, due to ...
    • R-squared inference under non-normal error 

      Xu, Lei
      Assessment of the relationship between diet and health status, especially association between diet and chronic disease risk, has attracted lot of research interest in statistical and epidemiologic studies. However, due to ...
    • A resampling approach to clustering with confidence 

      Chiam, Yuan (2012-09-13)
      We propose a method for estimating the number of groups in a data set. Our method is an extension of Generalized Single Linkage clustering (GSL) (Stuetzle and Nugent 2010), a nonparametric clustering method based on the ...
    • Robust estimation of factor models in finance 

      Bailer, Heiko Manfred (2005)
      Standard asset-pricing 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 ...
    • Shape-Constrained Inference for Concave-Transformed Densities and their Modes 

      Doss, Charles R. (2013-11-14)
      We consider inference about functions estimated via shape constraints based on concavity. We consider log-concave densities and other “concave-transformed” densities on the real line, where a concave-transformed class is ...
    • Statistical inference using Kronecker structured covariance 

      Volfovsky, Alexander (2013-11-14)
      We present results for testing and estimation in the context of separable covariance models. We concentrate on two types of data: relational data and cross-classified data. Relational data is frequently represented by a ...
    • Tests for Differences between Least Squares and Robust Regression Parameter Estimates and Related Topics 

      Maravina, Tatiana A. (2013-04-17)
      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 Wald-like statistical tests ...
    • Theory and Methods for Tensor Data 

      Gerard, David C.
      We present novel methods and new theory in the statistical analysis of tensor-valued 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 

      Newton, Michael A. (Michael Abbott), 1964- (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 ...