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Author:

Antoniou, Efi Savvas

Title:

NONPARAMETRIC IMPUTATION AND (MID-) RANK TESTS FOR MIXED EFFECTS MODELS WITH MISSING DATA

Graduate Program:

Statistics

Keywords:

Kernel estimation
Nonparametric tests
Marginal nonparametric model
Nonparametric imputation
Missingness conditionally at random
Analysis of covariance
Nearest neighbor windows

File:

Download thesis.pdf

Committee Members:

Michael G Akritas, Committee Chair/Co-Chair
Thomas P Hettmansperger, Committee Member
Runze Li, Committee Member
Linda Marie Collins, Committee Member

Author:

Hui, Guodong

Title:

Matrix Distances With their Application to Finding Directional Deviations from normality in High-Dimensional Data

Graduate Program:

Statistics

Keywords:

non-normal direction
quadratic distance
eigenanalysis
Fisher information
projection pursuit
mixture model

File:

Download phd_thesis_guodong_hui.pdf

Committee Members:

Bruce G Lindsay, Committee Chair/Co-Chair
Thomas P Hettmansperger, Committee Member
Runze Li, Committee Member
Jesse Louis Barlow, Committee Member

Author:

Xu, Hong

Title:

Contributions to Adatpive Web Sampling Designs

Graduate Program:

Statistics

Keywords:

cost
adaptive sampling
sampling
adaptive web sampling
resampling
nonresponses

File:

Download mythesis.pdf

Committee Members:

James Landis Rosenberger, Committee Chair/Co-Chair
Steve K Thompson, Committee Chair/Co-Chair
Vernon Michael Chinchilli, Committee Member
Runze Li, Committee Member
Mosuk Chow, Committee Member

Author:

Dziak, John Joseph

Title:

PENALIZED QUADRATIC INFERENCE FUNCTIONS FOR VARIABLE SELECTION IN LONGITUDINAL RESEARCH

Graduate Program:

Statistics

Keywords:

SCAD
LASSO
QIF
GEE
generalized estimating equations
variable selection

File:

Download DziakDissertation.pdf

Committee Members:

Runze Li, Committee Chair/Co-Chair
Naomi S Altman, Committee Member
Bing Li, Committee Member
Linda Marie Collins, Committee Member

Author:

Yang, Jingyun

Title:

Measurement of Agreement for Categorical Data

Graduate Program:

Statistics

Keywords:

multivariate kappa
kappa
Agreement

File:

Download dissertation0613.pdf

Committee Members:

Vernon Michael Chinchilli, Committee Chair/Co-Chair
Runze Li, Committee Chair/Co-Chair
Damla Senturk, Committee Member
Tonya Sharp King, Committee Member

Author:

Li, Jiahan

Title:

THE BAYESIAN LASSO, BAYESIAN SCAD AND BAYESIAN GROUP LASSO WITH APPLICATIONS TO GENOME-WIDE ASSOCIATION STUDIES

Graduate Program:

Statistics

Keywords:

lasso
variable selection
Bayesian approach
high-dimensional data

File:

Download JiahanLi-Dissertation.pdf

Committee Members:

Rongling Wu, Dissertation Advisor/Co-Advisor
Rongling Wu, Committee Chair/Co-Chair
Runze Li, Committee Chair/Co-Chair
Bruce G Lindsay, Committee Member
Tao Yao, Committee Member

Author:

Kim, Kion

Title:

THE RECENT HISTORY FUNCTIONAL LINEAR MODEL AND ITS EXTENSION TO SPARSE LONGITUDINAL DATA

Graduate Program:

Statistics

Keywords:

Functional Principal Component Analysis
Recent History Functional Linear Models
Longitudinal Data Analysis
Functional Linear Models
Functional Data Analysis
Varying Coefficient Models

File:

Download KionKim-Dissertation.pdf

Committee Members:

Damla Senturk, Dissertation Advisor/Co-Advisor
Damla Senturk, Committee Chair/Co-Chair
Runze Li, Committee Chair/Co-Chair
David Russell Hunter, Committee Member
Linda Marie Collins, Committee Member

Author:

Das, Kiranmoy

Title:

SEMI-PARAMETRIC BAYESIAN FUNCTIONAL MAPPING WITH IRREGULAR SPARSE LONGITUDINAL DATA

Graduate Program:

Statistics

Keywords:

Longitudinal data
functional mapping
MCMC

File:

Download Das_Kiranmoy_thesis.pdf

Committee Members:

Rongling Wu, Dissertation Advisor/Co-Advisor
Rongling Wu, Committee Chair/Co-Chair
Runze Li, Committee Chair/Co-Chair
Vernon Michael Chinchilli, Committee Member
Debashis Ghosh, Committee Member
Peter Cm Molenaar, Committee Member

Author:

Yoo, Mina

Title:

MEASURES OF AGREEMENT IN METHOD COMPARISON STUDIES FOR INTENSIVE LONGITUDINAL DATA

Graduate Program:

Statistics

Keywords:

concordance correlation coefficient
varying coefficient models
partially linear models
mixed effects models
measurement agreement
intensive longitudinal data

File:

Download MinaYoo-Dissertation.pdf

Committee Members:

Dr Runze Li, Dissertation Advisor/Co-Advisor
Runze Li, Committee Chair/Co-Chair
Mosuk Chow, Committee Chair/Co-Chair
Naomi S Altman, Committee Member
Vernon Michael Chinchilli, Committee Member

Author:

Huang, Mian

Title:

NONPARAMETRIC TECHNIQUES IN FINITE MIXTURE OF REGRESSION MODELS

Graduate Program:

Statistics

Keywords:

mixture of regression models
nonparametric regression
EM algorithm
mixture of Gaussian processes

File:

Download Dissertation_MianHuang.pdf

Committee Members:

Runze Li, Dissertation Advisor/Co-Advisor
Runze Li, Committee Chair/Co-Chair
Thomas P Hettmansperger, Committee Member
David Russell Hunter, Committee Member
Bruce G Lindsay, Committee Member
Hoben Thomas, Committee Member

Author:

Kim, Min Kyung

Title:

On Dimension Folding of Matrix or Array Valued Statistical Objects

Graduate Program:

Statistics

Keywords:

Kronecker Envelop
Directional Regression
Sliced Inverse Regression
Sliced Average Variance Estimate

File:

Download Minkyung-Dissertation.pdf

Committee Members:

Bing Li, Dissertation Advisor/Co-Advisor
Bing Li, Committee Chair/Co-Chair
Naomi S Altman, Committee Member
Runze Li, Committee Member
C Lee Giles, Committee Member

Author:

Liu, Rong

Title:

MULTIPLE IMPUTATION FOR MISSING ITEMS IN MULTI-THEMED QUESTIONNAIRES

Graduate Program:

Statistics

Keywords:

factor model
EM algorithm
Markov chain Monte Carlo
incomplete data

File:

Download Rong_Liu.pdf

Committee Members:

Joseph Francis Schafer, Dissertation Advisor/Co-Advisor
Joseph Francis Schafer, Committee Chair/Co-Chair
Murali Haran, Committee Member
Runze Li, Committee Member
D Wayne Osgood, Committee Member

Author:

Yao, Weixin

Title:

On using mixtures and modes of mixtures in data analysis

Graduate Program:

Statistics

Keywords:

robust regression
label switching
mixtures

File:

Download thesisdraftnew.pdf

Committee Members:

Bruce G Lindsay, Committee Chair/Co-Chair
Runze Li, Committee Chair/Co-Chair
Bing Li, Committee Member
David Russell Hunter, Committee Member
Qiang Du, Committee Member

Author:

Li, Yan

Title:

Local Modeling For Data With Autocorrelations

Graduate Program:

Statistics

Keywords:

Multivariate
Autoregressions
Nonoparametric models
Variable Selection

File:

Download Yan_Li_Thesis.pdf

Committee Members:

Runze Li, Committee Chair/Co-Chair
Naomi S Altman, Committee Member
David Russell Hunter, Committee Member
Jingzhi Huang, Committee Member

Author:

Wang, Yang

Title:

Varying-Coefficient Models: New Models, Inference Procedures, and Applications

Graduate Program:

Statistics

Keywords:

Monte Carlo simulation
semi-parametric
semiparametric
nonparametric regression
kernel regression
local likelihood
generalized likelihood ratio test
cross validation
Time-varying-coefficient model
Nonlinear
Local Linear
Varying-coefficient Model
forecasting
bandwidth
bootstraping
bootstrap

File:

Download phdthesis.pdf

Committee Members:

Runze Li, Committee Chair/Co-Chair
Jingzhi Huang, Committee Chair/Co-Chair
James Landis Rosenberger, Committee Member
Damla Senturk, Committee Member

Author:

Zhang, Yiyun

Title:

Regularization Parameter Selection for Variable Selection in High-dimensional Modelling

Graduate Program:

Statistics

Keywords:

GLIM
LASSO
Penalized Likelihood
SCAD
Variable Selection

File:

Download yiyun_phd_final.pdf

Committee Members:

Prof Runze Li, Dissertation Advisor/Co-Advisor
Runze Li, Committee Chair/Co-Chair
Bing Li, Committee Member
David Russell Hunter, Committee Member
Vernon Michael Chinchilli, Committee Member

Author:

Jiang, Yuejiao

Title:

Estimation and forecasting methodologies for nonparametric regression models via dynamic linear models

Graduate Program:

Statistics

Keywords:

nonparametric regression models
dynamic linear models

File:

Download YuejiaoJiangdissertation.pdf

Committee Members:

Runze Li, Dissertation Advisor/Co-Advisor
Jingzhi Huang, Committee Member
Murali Haran, Committee Member
Aleksandra B Slavković, Committee Member
Runze Li, Committee Chair/Co-Chair

Author:

Zhang, Zhe

Title:

New modeling Procedures for Functional Data in Computer Experiments

Graduate Program:

Statistics

Keywords:

functional linear model
functional ANOVA decomposition
multivariate kriging
computer experiment
semi-varying coefficient model
back-fitting algorithm

File:

Download mythesis.pdf

Committee Members:

Runze Li, Committee Chair/Co-Chair
James Landis Rosenberger, Committee Member
John Fricks, Committee Member
Timothy William Simpson, Committee Member

Author:

Zambom, Adriano Zanin

Title:

Hypothesis Testing and Variable Selection in Nonparametric Regression

Graduate Program:

Statistics

Keywords:

Hypothesis Testing
Variable Selection
Backward Elimination
Nonparametric Regression
False Discovery Rate
ANOVA-type tests

File:

Download Adriano_Dissertation.pdf

Committee Members:

Michael G Akritas, Dissertation Advisor/Co-Advisor
Michael G Arkitas, Committee Chair/Co-Chair
Runze Li, Committee Member
Bing Li, Committee Member
Adam Smith, Special Member

Author:

Kurum, Esra

Title:

Joint Modeling of Longitudinal Binary and Continuous Responses: New Models, Statistical Procedures and Applications

Graduate Program:

Statistics

Keywords:

Joint Modeling
Longitudinal data analysis
Varying coefficient models
Partially linear models

File:

Download Dissertation.pdf

Committee Members:

Runze Li, Dissertation Advisor/Co-Advisor
Naomi S Altman, Committee Member
Zhibiao Zhao, Committee Member
Stephanie Trea Lanza, Special Member

Author:

Zhong, Wei

Title:

feature screening and variable selection for ultrahigh dimensional data analysis

Graduate Program:

Statistics

Keywords:

ultrahigh dimensionality
distance correlation
feature screening
sure screening property
variable selection

File:

Download PhD-Dissertation-Wei-Zhong-2012.pdf

Committee Members:

Runze Li, Dissertation Advisor/Co-Advisor
Runze Li, Committee Chair/Co-Chair
Bruce G Lindsay, Committee Member
Dennis Kon Jin Lin, Committee Member
Jingzhi Huang, Committee Member

Author:

Liu, Jingyuan

Title:

Statistical Methods for Different Ultrahigh Dimensional Models

Graduate Program:

Statistics

Keywords:

ultrahigh dimension
varying coefficient model
partially linear model
feature screening

File:

Download dissertation_w_vita.pdf

Committee Members:

Runze Li, Dissertation Advisor/Co-Advisor
Rongling Wu, Committee Chair/Co-Chair
Vernon Michael Chinchilli, Committee Member
Dennis Kon Jin Lin, Committee Member
Liwang Cui, Special Member

Author:

Zhang, Ying

Title:

New Models For Conditional Covariance Matrix

Graduate Program:

Statistics

Keywords:

covariance estimation
smoothing spline
Cholesky decomposition
local linear regression
semi-parametric regression

File:

Download Thesis_Ying.pdf

Committee Members:

Runze Li, Dissertation Advisor/Co-Advisor
Runze Li, Committee Chair/Co-Chair
Bing Li, Committee Member
Zhibiao Zhao, Committee Member
Qiang Du, Committee Member

Author:

Kim, Seonjin

Title:

Three essays on nonparametric inference for longitudinal data and time series data.

Graduate Program:

Statistics

Keywords:

Locally stationary process
Longitudinal data
Measurement errors
Nonparametric inference
Quantile regression
Time series

File:

Download YourName-Dissertation.pdf

Committee Members:

Zhibiao Zhao, Dissertation Advisor/Co-Advisor
Zhibiao Zhao, Committee Chair/Co-Chair
Runze Li, Committee Member
Donald Richards, Committee Member
Fuqing Zhang, Committee Member
Jingzhi Huang, Special Member

Author:

Zhu, Yeying

Title:

Data-adaptive Approaches to Modeling Propensity Scores in Causal Inference Problems

Graduate Program:

Statistics

Keywords:

causal inference
data-adaptive
data mining
observational studies
propensity scores

File:

Download Yeying-Dissertation.pdf

Committee Members:

Debashis Ghosh, Dissertation Advisor/Co-Advisor
Debashis Ghosh, Committee Chair/Co-Chair
Aleksandra B Slavkovic, Committee Member
Runze Li, Committee Member
Donna Coffman, Committee Member

Author:

Li, Xiaoye

Title:

Three Essays on Non-stationary Time Series

Graduate Program:

Statistics

Keywords:

Modulated Stationary
Self Normalization
Change-point Test
Long-run Variance
Autocovariance
Time-varying exogenous AR model
Sieve-wild Bootstrap

File:

Download phdsample2_copy.pdf

Committee Members:

Zhibiao Zhao, Dissertation Advisor/Co-Advisor
Runze Li, Committee Chair/Co-Chair
Fuqing Zhang, Committee Member
Jingzhi Huang, Special Member

Author:

Lou, Lejia

Title:

Thresholded partial correlation approach for variable selection in linear models and partially linear models

Graduate Program:

Statistics

Keywords:

Variable Selection
Linear Model
Partially Linear Model
Nonparametric Regression

File:

Download LejiaLou-dissertation.pdf

Committee Members:

Runze Li, Dissertation Advisor/Co-Advisor
Runze Li, Committee Chair/Co-Chair
David Russell Hunter, Committee Member
Bing Li, Committee Member
Rongling Wu, Committee Member

Author:

Cai, Xizhen

Title:

model selection and survival analysis with application to large time-varying networks

Graduate Program:

Statistics

Keywords:

penalized likelihood
proportional odds models
profile likelihood
partial likelihood
case control.

File:

Download Dissertation_with_vita.pdf

Committee Members:

David Russell Hunter, Dissertation Advisor/Co-Advisor
Runze Li, Dissertation Advisor/Co-Advisor
Debashis Ghosh, Committee Member
Marcel Salathe, Committee Member

Author:

Luo, Wei

Title:

Efficient estimation and order determination for sufficient dimension reduction

Graduate Program:

Statistics

Keywords:

dimension reduction
order-determination
bootstrap
augmentation
semi-parametric
efficient estimation.

File:

Download dissertation_-_Wei_Luo.pdf

Committee Members:

Bing Li, Dissertation Advisor/Co-Advisor
Bing Li, Committee Chair/Co-Chair
Runze Li, Committee Member
Naomi S Altman, Committee Member
Jesse Louis Barlow, Committee Member

Author:

Liu, Xiaoyu

Title:

Joint Modeling of Longitudinal and Survival Data: New Models, Computing Techniques and Applications

Graduate Program:

Statistics

Keywords:

Joint modeling
Longitudinal Study
Survival Analysis
EM-algorithm
Nonparametric

File:

Download Dissertation_X.Liu_Submission.pdf

Committee Members:

Runze Li, Dissertation Advisor/Co-Advisor
Runze Li, Committee Chair/Co-Chair
David Russell Hunter, Committee Member
Zhibiao Zhao, Committee Member
Stephanie Trea Lanza, Committee Member

Author:

ZHU, XIAOTIAN

Title:

Non-Parametric Finite Multivariate Mixture Models with Applications

Graduate Program:

Statistics

Keywords:

mixture model
conditional independence
nonparametric estimation
penalized smoothed likelihood
independent component analysis

File:

Download XTZ_Dissertation.pdf

Committee Members:

David Russell Hunter, Dissertation Advisor/Co-Advisor
David Russell Hunter, Committee Chair/Co-Chair
Bruce G Lindsay, Committee Member
Le Bao, Committee Member
John C Liechty, Committee Member
Stephanie Trea Lanza, Committee Member
Runze Li, Committee Member

Author:

YANG , HANYU

Title:

Statistical Models for Scalar Response with Longitudinal Covariates

Graduate Program:

Statistics

Keywords:

longitudinal study
functional data
nonparametric regression
measurement error
generalized linear model
zero-inflated count

File:

Download HanyuYang-Dissertation.pdf

Committee Members:

Runze Li, Dissertation Advisor/Co-Advisor
Runze Li, Committee Chair/Co-Chair
Naomi S Altman, Committee Member
Zhibiao Zhao, Committee Member
Stephanie Trea Lanza, Committee Member

Author:

Trail, Jessica Brooke

Title:

Dynamic Models for Intensive Longitudinal Data: New Models, Statistical Procedures, and Applications

Graduate Program:

Statistics

Keywords:

intensive longitudinal data
dynamic systems
time-varying effects

File:

Download JessicaTrailDissertation3.pdf

Committee Members:

Linda Marie Collins, Dissertation Advisor/Co-Advisor
Runze Li, Dissertation Advisor/Co-Advisor
John Fricks, Committee Member
Donna Coffman, Committee Member

Author:

Sun, Wei

Title:

Feature Screening in Ultra-high Dimensional Survival Data Analysis

Graduate Program:

Statistics

Keywords:

Cox’s model
feature screening
LASSO
SCAD
ultra-high dimensional survival data analysis
Gail-Simon test

File:

Download THESIS__final.pdf

Committee Members:

Runze Li, Dissertation Advisor/Co-Advisor
Yu Zhang, Committee Member
Qunhua Li, Committee Member
Arthur Steven Berg, Special Member

Author:

Yu, Ye

Title:

New Procedures for Cox's Model with High Dimensional Predicotrs

Graduate Program:

Statistics

Keywords:

Cox's model
Partial Likelihood
ultrahigh dimensional survival data
model selection consistency
Penalized Likelihood

File:

Download Ye_Dissertation.pdf

Committee Members:

Runze Li, Dissertation Advisor/Co-Advisor
Matthew Logan Reimherr, Committee Member
Lingzhou Xue, Committee Member
Lan Kong, Committee Member

Author:

Cho, Youngjoo

Title:

Semiparametric Analysis of Failure Time Data in the Presence of Dependent Censoring

Graduate Program:

Statistics

Keywords:

Bivariate Data
Failure Times
Perturbation Method
Resampling
U-statistics
Causal Inference
Observational Study

File:

Download Youngjoo_Cho-Dissertation.pdf

Committee Members:

Debashis Ghosh, Dissertation Advisor/Co-Advisor
Debashis Ghosh, Committee Chair/Co-Chair
David Russell Hunter, Committee Member
Runze Li, Committee Member
Christopher Jon Zorn, Committee Member

Author:

Huang, Yuan

Title:

Projection Test for High-dimensional Mean Vectors with Optimal Direction

Graduate Program:

Statistics

Keywords:

High-dimensional data
Hotelling's T2 test
Projection test
One-sample problem
Two-sample problem

File:

Download YuanHuang_FinalVersion.pdf

Committee Members:

Runze Li, Dissertation Advisor/Co-Advisor
Runze Li, Committee Chair/Co-Chair
David Russell Hunter, Committee Member
Naomi S Altman, Committee Member
Lan Kong, Committee Member
Aleksandra B Slavkovic, Committee Member

Author:

Wang, Yaqun

Title:

Inference of Gene Regulatory Network Based on Gene Expression Dynamics in Response to Environmental Signals

Graduate Program:

Statistics

Keywords:

Gene Regulatory Network
Gene Expression
Gene Cluster
DBN
Ordinary Differential Equation
Gene-Environment Interaction

File:

Download YaqunWang-Dissertation_Final.pdf

Committee Members:

Rongling Wu, Dissertation Advisor/Co-Advisor
Rongling Wu, Committee Chair/Co-Chair
Runze Li, Dissertation Advisor/Co-Advisor
Runze Li, Committee Chair/Co-Chair
Zhibiao Zhao, Committee Member
Donna Coffman, Committee Member

Author:

Wang, Ningtao

Title:

A Block Mixture Model To Map Eqtls For Gene Clustering

Graduate Program:

Statistics

Keywords:

block mixture model
eQTL
gene cluster

File:

Download Ningtao_Wang-Dissertation.pdf

Committee Members:

Rongling Wu, Dissertation Advisor/Co-Advisor
Runze Li, Dissertation Advisor/Co-Advisor
Lingzhou Xue, Committee Member
John Edward Carlson, Committee Member

Author:

Song, Won Chul

Title:

Nonparametric Independence Screening And Test-based Screening Via The Variance Of The Regression Function

Graduate Program:

Statistics

Keywords:

Sure independence screening
test-based screening
Ultrahigh dimensionality

File:

Download WonchulSong_Dissertation.pdf

Committee Members:

Michael G Akritas, Dissertation Advisor/Co-Advisor
Runze Li, Committee Member
Dennis Kon Jin Lin, Committee Member
Jingzhi Huang, Special Member

Author:

Liu, Yang

Title:

Approaches to reduce and integrate data in structured and high-dimensional regression problems in Genomics

Graduate Program:

Statistics

Keywords:

Data integration
Genomics
Ordinary least squares
Structured data
Sufficient dimension reduction
Variable selection

File:

Download YangLiu-Dissertation_081615.pdf

Committee Members:

Francesca Chiaromonte, Dissertation Advisor/Co-Advisor
Francesca Chiaromonte, Committee Chair/Co-Chair
Bing Li, Committee Member
Runze Li, Committee Member
Yu Zhang, Committee Member
Mary Poss, Committee Member

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-Advisor
Runze Li, Committee Member
Bing Li, Committee Member
Fuqing Zhang, Committee Member

Author:

Chu, Wanghuan

Title:

Feature Screening For Ultra-high Dimensional Longitudinal Data

Graduate Program:

Statistics

Keywords:

Feature screening
ultra-high dimensional data
longitudinal genetic study

File:

Download Chu_Thesis.pdf

Committee Members:

Runze Li, Dissertation Advisor/Co-Advisor
Runze Li, Committee Chair/Co-Chair
Matthew Reimherr, Committee Member
Lingzhou Xue, Committee Member
Donna Coffman, Outside Member

Author:

Artemiou, Andreas A

Title:

Topics on Supervised and Unsupervised Dimension Reduction

Graduate Program:

Statistics

Keywords:

Unitary invariance
Regression
Kernel principal components
Sufficient Dimension Reduction
Support Vector Machines

File:

Download Dissertation_doc.pdf

Committee Members:

Bing Li, Committee Chair/Co-Chair
Runze Li, Committee Member
Michael Akritas, Committee Member
Francesca Chiaromonte, Committee Member
Adam Smith, Committee Member

Author:

Kai, Bo

Title:

Robust Nonparametric and Semiparametric Modeling

Graduate Program:

Statistics

Keywords:

Nonparametric Smoothing
Semiparametric Modeling
Robust Statistics
Quantile Regression

File:

Download PhDThesis_Bo_Kai.pdf

Committee Members:

Runze Li, Committee Chair/Co-Chair
David R. Hunter, Committee Member
Damla Senturk, Committee Member
Vernon M. Chinchilli, Committee Member

Author:

Lin, Junyi

Title:

Model Misspecification and Feature Screening for Ultrahigh Dimensional Data

Graduate Program:

Statistics

Keywords:

Covariate-adjusted approach; generalized linear re

File:

Download JunyiLin-Dissertation.pdf

Committee Members:

Runze Li, Committee Chair/Co-Chair
Naomi Altman, Committee Member
Debashis Ghosh, Committee Member
Hunter David, Committee Member
Ping Xu, Committee Member

Author:

Zhang, Lu

Title:

BAYESIAN ANALYSIS OF MULTIVARIATE REGIME SWITCHING COVARIANCE MODEL

Graduate Program:

Statistics

Keywords:

dynamic covariance
state space model
Markov Chain Monte Carlo (MCMC)
bayesian analysis
stochastic volatility
time series analysis

File:

Download Lu-Dissertation.pdf

Committee Members:

John Liechty, Committee Chair/Co-Chair
Runze Li, Committee Member
Murali Haran, Committee Member
Timothy Simin, Committee Member
James Landis Rosenberger, Committee Member

Author:

Dong, Yuexiao

Title:

Dimension Reduction for Non-elliptically Distributed Predictors

Graduate Program:

Statistics

Keywords:

central space
dimension reduction
solution space
non-ellipticity

File:

Download dong_phd.pdf

Committee Members:

Bing Li, Committee Chair/Co-Chair
Michael G. Akritas, Committee Member
Runze Li, Committee Member
Dennis K. J. Lin, Committee Member

Author:

Taoufik, Bahaeddine

Title:

FUNCTIONAL DATA BASED INFERENCE FOR HIGH FREQUENCY FINANCIAL DATA

Graduate Program:

Statistics

Keywords:

Functional Data
Nonlinear Functional Regression
Cross-section of returns
Cumulative intraday returns
Reproducing kernel Hilbert spaces

File:

Download Dissertation_B_Taoufik.pdf

Committee Members:

Matthew Logan Reimherr, Dissertation Advisor/Co-Advisor
Matthew Logan Reimherr, Committee Chair/Co-Chair
Runze Li, Committee Member
Zhibiao Zhao, Committee Member
John C Liechty, Outside Member

Author:

Xu, Zhanxiong

Title:

Efficient parameter estimation methods using quantile regression in heteroscedastic models

Graduate Program:

Statistics

Keywords:

quantile regression
heteroscedastic models
optimal weighting
composite quantile regression

File:

Download Final_Dissertation.pdf

Committee Members:

Zhibiao Zhao, Dissertation Advisor/Co-Advisor
Zhibiao Zhao, Committee Chair/Co-Chair
Runze Li, Committee Member
Lingzhou Xue, Committee Member
Tao Yao, Outside Member