1. SEMIPARAMETRIC ESTIMATION AND INFERENCE FOR CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL Open Access Author: Wang, Chuan-Sheng Title: SEMIPARAMETRIC ESTIMATION AND INFERENCE FOR CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL Graduate Program: Statistics Keywords: BootstrapConditional expected shortfallConditional Value-at-RiskNonlinear time seriesQuantile regressionSemiparametric methods File: Download Chuan-Sheng_s_Dissertation_-_Final.pdf Committee Members: Zhibiao Zhao, Dissertation Advisor/Co-AdvisorZhibiao Zhao, Committee Chair/Co-ChairRunze Li, Committee MemberLingzhou Xue, Committee MemberFuqing Zhang, Outside Member
2. Density estimation for some semiparametric models Open Access Author: Hernandez Bejarano, Manuel Title: Density estimation for some semiparametric models Graduate Program: Statistics (PHD) Keywords: Density estimationFunctional convergenceNonparametric kernel den- sity estimatorNonparametric regressionSpecification testingDensity estimationFunctional convergenceNonparametric kernel density estimatorNonparametric regressionSpecification testingARCH modelsQuantile regression File: Download PSU_Thesis_Document_2024_Manuel_Hernandez_final.pdf Committee Members: Bing Li, Professor in Charge/Director of Graduate StudiesLingzhou Xue, Major Field MemberAndres Aradillas-Lopez, Outside Unit & Field MemberZhibiao Zhao, Chair & Dissertation AdvisorRunze Li, Major Field Member