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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:

Wang, Chuan-Sheng

Title:

SEMIPARAMETRIC ESTIMATION AND INFERENCE FOR CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL

Graduate Program:

Statistics

Keywords:

Bootstrap
Conditional expected shortfall
Conditional Value-at-Risk
Nonlinear time series
Quantile regression
Semiparametric methods

File:

Download Chuan-Sheng_s_Dissertation_-_Final.pdf

Committee Members:

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

Author:

Hernandez Bejarano, Manuel

Title:

Density estimation for some semiparametric models

Graduate Program:

Statistics

Keywords:

Density estimation
Functional convergence
Nonparametric kernel den- sity estimator
Nonparametric regression
Specification testing
Density estimation
Functional convergence
Nonparametric kernel density estimator
Nonparametric regression
Specification testing
ARCH models
Quantile regression

File:

Download PSU_Thesis_Document_2024_Manuel_Hernandez_final.pdf

Committee Members:

Bing Li, Professor in Charge/Director of Graduate Studies
Lingzhou Xue, Major Field Member
Andres Aradillas-Lopez, Outside Unit & Field Member
Zhibiao Zhao, Chair & Dissertation Advisor
Runze Li, Major Field Member