1. Three essays on nonparametric inference for longitudinal data and time series data. Open Access Author: Kim, Seonjin Title: Three essays on nonparametric inference for longitudinal data and time series data. Graduate Program: Statistics Keywords: Locally stationary processLongitudinal dataMeasurement errorsNonparametric inferenceQuantile regressionTime series File: Download YourName-Dissertation.pdf Committee Members: Zhibiao Zhao, Dissertation Advisor/Co-AdvisorZhibiao Zhao, Committee Chair/Co-ChairRunze Li, Committee MemberDonald Richards, Committee MemberFuqing Zhang, Committee MemberJingzhi Huang, Special Member
2. Three Essays on Non-stationary Time Series Open Access Author: Li, Xiaoye Title: Three Essays on Non-stationary Time Series Graduate Program: Statistics Keywords: Modulated StationarySelf NormalizationChange-point TestLong-run VarianceAutocovarianceTime-varying exogenous AR modelSieve-wild Bootstrap File: Download phdsample2_copy.pdf Committee Members: Zhibiao Zhao, Dissertation Advisor/Co-AdvisorRunze Li, Committee Chair/Co-ChairFuqing Zhang, Committee MemberJingzhi Huang, Special Member
3. Locally Stationary Quantile Regression For Inflation and Interest Rates Open Access Author: Xu, Zhuying Title: Locally Stationary Quantile Regression For Inflation and Interest Rates Graduate Program: Statistics Keywords: Locally stationary model; Nonparametric estimation; Quantile reg File: Download zhuying-Dissertation__1_.pdf Committee Members: Zhibiao Zhao, Dissertation Advisor/Co-AdvisorRunze Li, Committee MemberBing Li, Committee MemberFuqing Zhang, Committee Member
4. 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