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Author:

Tyekucheva, Svitlana

Title:

Augmenting the bootstrap to analyze high-dimensional genomic data

Graduate Program:

Statistics

Keywords:

large-p-small-n
bootstrap
resampling
regularization

File:

Download sv_thesis.pdf

Committee Members:

Francesca Chiaromonte, Committee Chair/Co-Chair
David Humter, Committee Member
Bing Li, Committee Member
Kateryna Dmytrivna Makova, Committee Member

Author:

Hiriote, Sasiprapa

Title:

Multivariate Concordance Correlation Coefficient

Graduate Program:

Statistics

Keywords:

measures of agreement
repeated measurement
concordance correlation coefficient

File:

Download PhDThesis_Sasiprapa_Hiriote.pdf

Committee Members:

Vernon Michael Chinchilli, Dissertation Advisor/Co-Advisor
Vernon M Chinchilli, Committee Chair/Co-Chair
Donald Richards, Committee Member
Bing Li, Committee Member
Tonya Sharp King, Committee Member
Peter Cm Molenaar, Committee Member

Author:

Liao, Shu-Min

Title:

HETEROSCEDASTIC UNBALANCED NESTED DESIGNS AND FULLY NONPARAMETRIC ANALYSIS OF COVARIANCE

Graduate Program:

Statistics

Keywords:

nested design
ancova
fully nonparametric model
statistical testing
heteroscedasticity
asymptotic theory

File:

Download ShuminLiao-Dissertation.pdf

Committee Members:

Michael G Akritas, Dissertation Advisor/Co-Advisor
Michael G Akritas, Committee Chair/Co-Chair
Rana Arnold, Committee Member
Francesca Chiaromonte, Committee Member
Vernon Michael Chinchilli, Committee Member

Author:

Ray, Surajit

Title:

Distance-based Model-Selection with application to the Analysis of Gene Expression Data

Graduate Program:

Statistics

Keywords:

Mixtture models
number of components
modality
Quadratic distance
Microarray

File:

Download surajit_thesis.pdf

Committee Members:

Bruce G. Lindsay, Committee Chair/Co-Chair
Thomas P Hettmansperger, Committee Member
Francesca Chiaromonte, Committee Member
Benjamin Franklin Pugh, Committee Member

Author:

Benaglia, Tatiana A

Title:

NONPARAMETRIC ESTIMATION IN MULTIVARIATE FINITE MIXTURE MODELS

Graduate Program:

Statistics

Keywords:

Density Estimation
EM Algorithm
Nonparametric Mixture
Multivariate Mixture

File:

Download Benaglia_Dissertation.pdf

Committee Members:

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

Author:

Hammel, Tracey Ann-Wrobel

Title:

SEMIPARAMETRIC ESTIMATION FOR FINITE MIXTURE MODELS USING AN EXPONENTIAL TILT

Graduate Program:

Statistics

Keywords:

exponential tilting
empirical likelihood
repeated measures.

File:

Download thesismain.pdf

Committee Members:

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

Author:

Gaugler, Trent

Title:

Nonparametric Models for Crossed Mixed Effects Designs

Graduate Program:

Statistics

Keywords:

mixed effects models
hypothesis testing
nonparametric statistics
U-statistics
Neyman-Scott asymptotics

File:

Download TrentGaugler-Dissertation.pdf

Committee Members:

Michael G Akritas, Committee Chair/Co-Chair
Rana Arnold, Committee Member
Thomas P Hettmansperger, Committee Member
D Wayne Osgood, Committee Member

Author:

Recta, Virginia F.

Title:

A Model-based Analysis of Semicontinuous Spatial Data

Graduate Program:

Statistics

Keywords:

model-based geostatistics
zero-inflated data
spatial GLMM
semicontinuous data
two-stage model

File:

Download dissertation_VRECTA_final.pdf

Committee Members:

James Landis Rosenberger, Dissertation Advisor/Co-Advisor
James Landis Rosenberger, Committee Chair/Co-Chair
Murali Haran, Committee Chair/Co-Chair
Joseph Francis Schafer, Committee Member
Shelby Jay Fleischer, Committee Member

Author:

Zhang, Wei

Title:

A General Class of Agreement Coefficients for Categorical and Continuous Responses

Graduate Program:

Statistics

Keywords:

Agreement

File:

Download Wei_Zhang_Dissertation.pdf

Committee Members:

Vernon Michael Chinchilli, Committee Chair/Co-Chair
Donald Richards, Committee Member
Rana Arnold, Committee Member
Tonya Sharp King, Committee Member
Damla Senturk, Committee Member
Peter Cm Molenaar, Committee Member

Author:

Chen, Weihan

Title:

A gradient model for studying genotype- environment interactions

Graduate Program:

Statistics

Keywords:

QTL genotypes
EM algorithm

File:

Download Master_Thesis_by_Wei-Han_Chen_993645493.pdf

Committee Members:

Rongling Wu, Thesis Advisor/Co-Advisor
Rongling Wu, Thesis Advisor/Co-Advisor

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:

Mao, Xianyun

Title:

DENSITY ESTIMATION AND MODAL BASED METHOD FOR HAPLOTYPING AND RECOMBINATION

Graduate Program:

Statistics

Keywords:

Expectation Maximization
Density Estimator
Genetics

File:

Download phd.pdf

Committee Members:

Bruce G Lindsay, Dissertation Advisor/Co-Advisor
Bruce G Lindsay, Committee Chair/Co-Chair
Naomi S Altman, Committee Member
Yu Zhang, Committee Member
Stephen Wade Schaeffer, Committee Member

Author:

Chen, Yi-Ju

Title:

ROBUSTNESS PROPERTIES OF GENERALIZED CORRELATION COEFFICIENTS, WITH APPLICATIONS TO CROSS-OVER DESIGNS

Graduate Program:

Statistics

Keywords:

Generalized Correlation Coefficient
Cross-Over Designs
Influence Function
Robustness

File:

Download final_eTD.pdf

Committee Members:

Vernon Michael Chinchilli, Committee Chair/Co-Chair
Donald Richards, Committee Member
Rana Arnold, Committee Member
Tonya Sharp King, Committee Member
Bruce G. Lindsay, Committee Member

Author:

Dong, Yuexiao

Title:

Dimension Reduction for the Conditional Kth Moment via Central Solution Space

Graduate Program:

Statistics

Keywords:

dimension reduction space
central space
central solution space
central kth moment solution space
central kth moment space

File:

Download dong_master.pdf

Committee Members:

Bing Li, Thesis Advisor/Co-Advisor
Bing Li, Thesis Advisor/Co-Advisor
Runze Li, Thesis Advisor/Co-Advisor

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:

Chung, Yeojin

Title:

LIKELIHOOD-TUNED DENSITY ESTIMATOR AND ITS APPLICATION TO CLUSTERING

Graduate Program:

Statistics

Keywords:

Nonparametric Density Estimation
Nonparametric Maximum Likelihood
Clustering
Bandwidth Selection
Nonparametric Mixture

File:

Download thesis.pdf

Committee Members:

Bruce G Lindsay / Jia Li, Dissertation Advisor/Co-Advisor
Bruce G Lindsay, Committee Chair/Co-Chair
Jia Li, Committee Chair/Co-Chair
Bing Li, Committee Member
David Russell Hunter, Committee Member
Jesse Louis Barlow, Committee Member

Author:

Feng, Yijia

Title:

Conditional Quantile Estimation with Neural Network Structure

Graduate Program:

Statistics

Keywords:

Nonparametric Regression
Quantile Regression
Neural Network
Robust Estimation

File:

Download ms_Feng.pdf

Committee Members:

Dr Runze Li, Thesis Advisor/Co-Advisor
Runze Li, Thesis Advisor/Co-Advisor

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:

Wang, Yu

Title:

Nonlinear Dimension Reduction in Feature Space

Graduate Program:

Statistics

Keywords:

Dimension Reduction
Feature Space

File:

Download NDRFS.pdf

Committee Members:

Bing Li, Committee Chair/Co-Chair
Francesca Chiaromonte, Committee Member
Bruce G. Lindsay, Committee Member
Hongyuan Zha, Committee Member

Author:

Tang, Zhihui

Title:

THREE TOPICS ON DIMENSION REDUCTION

Graduate Program:

Statistics

Keywords:

invariant aggregation
central space
dimension reduciton

File:

Download tang-Dissertation.pdf

Committee Members:

Bing Li, Committee Chair/Co-Chair
Bruce G Lindsay, Committee Member
Francesca Chiaromonte, Committee Member
Hongyuan Zha, Committee Member

Author:

Chen, Zhe

Title:

hierarchical bayesian model development with applications in marketing

Graduate Program:

Statistics

Keywords:

hierarchical bayesian model
MNP model
MDS

File:

Download Zhe.pdf

Committee Members:

Duncan Fong, Dissertation Advisor/Co-Advisor
Duncan Fong, Committee Chair/Co-Chair
Rana Arnold, Committee Member
Murali Haran, Committee Member
Ping Xu, Committee Member
Wayne Desarbo, Special Member

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:

Changpetch, Pannapa

Title:

Model Selection for Logistic Regression via Association Rules Analysis

Graduate Program:

Statistics

Keywords:

association rules analysis
interaction effects
logistic regression models
model selection
equivalent models

File:

Download Thesis_Pannapa_Changpetch_final_version2.pdf

Committee Members:

Dennis Kon Jin Lin, Dissertation Advisor/Co-Advisor
Dennis Kon Jin Lin, Committee Chair/Co-Chair
Rana Arnold, Committee Member
Dr Yu Zhang, Committee Member
Harriet Black Nembhard, Committee Member

Author:

Vu, Duy Quang

Title:

Statistical Models and Algorithms for Large Network Analysis

Graduate Program:

Statistics

Keywords:

network work analysis
survival modeling
dynamic network formation
latent class modeling

File:

Download DuyVu-Dissertation.pdf

Committee Members:

David Russell Hunter, Dissertation Advisor/Co-Advisor
C Lee Giles, Committee Member
Debashis Ghosh, Committee Member
Aleksandra B Slavkovic, Committee Member

Author:

Wang, Qing

Title:

Investigation of topics in U-statistics and their applications in risk estimation and cross-validation

Graduate Program:

Statistics

Keywords:

cross-validation
kernel estimator
likelihood risk
model selection
partition resampling
variance estimation
U-statistics

File:

Download PhDThesis_Qing.pdf

Committee Members:

Bruce G. Lindsay, Dissertation Advisor/Co-Advisor
Bruce G. Lindsay, Committee Chair/Co-Chair
Naomi S Altman, Committee Member
David Russell Hunter, Committee Member
Rongling Wu, Committee 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:

Lee, Kuang-yao

Title:

A GENERAL THEORY FOR NONLINEAR SUFFICIENT DIMENSION REDUCTION: FORMULATION AND ESTIMATION

Graduate Program:

Statistics

Keywords:

Dimension reduction σ-field
Unbiasedness
Exhaustiveness
sliced average variance estimator
sliced inverse regression

File:

Download kuang_yao_lees_dissertation_final.pdf

Committee Members:

Bing Li, Dissertation Advisor/Co-Advisor
Bing Li, Committee Chair/Co-Chair
Francesca Chiaromonte, Committee Member
Dr Runze Li, Committee Member
C Lee Giles, Committee Member

Author:

Jandarov, Roman A

Title:

Inference with implicit likelihoods for infectious disease models

Graduate Program:

Statistics

Keywords:

Expensive likelihood
SIR model
Gaussian processes
emulation
infectious diseases
meningitis
measles.

File:

Download JandarovDissertationFINAL.pdf

Committee Members:

Murali Haran, Dissertation Advisor/Co-Advisor
Murali Haran, Committee Chair/Co-Chair
Francesca Chiaromonte, Committee Member
David Russell Hunter, Committee Member
Ottar N Bjornstad, Committee Member

Author:

Simeonov, Ivan Botev

Title:

Spatial Point Process Modeling of Viral Infections in Cell Cultures

Graduate Program:

Statistics

Keywords:

Spatial Point Processes
pair correlation function
in vitro cell culture studies
parametric point process models

File:

Download PhdDissertationIvanSimeonov.pdf

Committee Members:

John Fricks, Dissertation Advisor/Co-Advisor
Francesca Chiaromonte, Committee Chair/Co-Chair
Murali Haran, Committee Member
Mary Poss, Special Member

Author:

Fu, Guifang

Title:

Statistical Models for Mapping Genes that Contribute to Shape Variation

Graduate Program:

Statistics

Keywords:

QTL
Statistical Genetics
Shape Analysis
Plant
Functional Data Analysis

File:

Download Guifang_Dissertation.pdf

Committee Members:

Rongling Wu, Dissertation Advisor/Co-Advisor
Dr Runze Li, Dissertation Advisor/Co-Advisor
Vernon Michael Chinchilli, Committee Member
Dr Jia Li, Committee Member
Qiang Du, Committee Member

Author:

Waterhouse, Lynn

Title:

Model Testing for Partially Linear Models

Graduate Program:

Statistics

Keywords:

partially linear models
sliced inverse regression
ANOVA
power
R

File:

Download LynnWaterhouse_StatThesis_final_edits.pdf

Committee Members:

Michael G Akritas, Thesis Advisor/Co-Advisor

Author:

Xu, Jialin

Title:

A Generalized Linear Model For Peak Calling in ChIP-Seq Data

Graduate Program:

Statistics

Keywords:

Generalized Linear Model
Negative binomial distribution
ChIP-Sequencing
Peak calling
FDR

File:

Download GLMNB_Thesis_JialinXu.pdf

Committee Members:

Yu Zhang, Dissertation Advisor/Co-Advisor
Naomi S Altman, Committee Member
Debashis Ghosh, Committee Member
Ross Cameron Hardison, Committee Member

Author:

Kraus, Lauren Elise

Title:

Classification of Pennsylvania Bat Species by Discriminant Analysis of Echolocation Calls

Graduate Program:

Statistics

Keywords:

discriminant analysis
echolocation
bat echolocation calls
Indiana bat
white nose syndrome

File:

Download Masters_Thesis.pdf

Committee Members:

James Landis Rosenberger, Thesis Advisor/Co-Advisor

Author:

You, Cheng

Title:

Machine Learning Methods in Portfolio Replication

Graduate Program:

Statistics

Keywords:

machine learning
portfolio replication
LASSO
LARS
trading strategies
hidden Markov model
hierarchical modelling

File:

Download ChengYou-MasterThesis-Final.pdf

Committee Members:

Jason Ryder Morton, Thesis Advisor/Co-Advisor

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:

Khoury, Nicole Leighanne

Title:

Investigating Community Annoyance from Impulsive Noise Using Geostatistical Methods

Graduate Program:

Statistics

Keywords:

Spatial Modeling
Noise
NASA
Geostatistics

File:

Download Khoury_Masters_Thesis.pdf

Committee Members:

James Landis Rosenberger, Thesis Advisor/Co-Advisor
Aleksandra B Slavkovic, Thesis Advisor/Co-Advisor

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:

Fang, Qi

Title:

Potential Energy Distance based Image Retrieval

Graduate Program:

Statistics

Keywords:

Image Retrieval
Potential Energy Distance

File:

Download Potential_Energy_Distance_based_Image_Retrieval.pdf

Committee Members:

Jia Li, Thesis Advisor/Co-Advisor
Le Bao, Thesis Advisor/Co-Advisor
David Russell Hunter, Thesis Advisor/Co-Advisor

Author:

Woo, Yong

Title:

Optimization and Statistical Estimation for the Post Randomization Method

Graduate Program:

Statistics

Keywords:

Post Randomization Method
Statistical Disclosure Control
EM Algorithm
Generalized Linear Models
Constrained Optimization

File:

Download jwoo_dissertation_final.pdf

Committee Members:

Aleksandra B Slavkovic, Dissertation Advisor/Co-Advisor
Donald Richards, Dissertation Advisor/Co-Advisor
Naomi S Altman, Committee Member
Stephanie Trea Lanza, Committee Member

Author:

Altinisik, Yasin

Title:

Intrablock, Interblock and Combined Estimates in Incomplete Block Designs: A Numerical Study

Graduate Program:

Statistics

Keywords:

Balanced Incomplete Block Designs
Intrablock Estimates
Interblock Estimates
Combined Estimates
Precision Increase

File:

Download Yasin_Altinisik_Master_Thesis.pdf

Committee Members:

James Landis Rosenberger, Thesis Advisor/Co-Advisor

Author:

Samuel, Gilna K

Title:

A Probabilistic Analysis of Autocallable Optimization Securities

Graduate Program:

Statistics

Keywords:

Reverse Convertible Note
Autocallable Optimization Securities
Law of Total Expectation
Expected Net Payment
Fiduciary Duty

File:

Download mythesis.pdf

Committee Members:

Donald Richards, Thesis Advisor/Co-Advisor

Author:

Davanloo Tajbakhsh, Sam

Title:

A Fully Bayesian Approach to the Efficient Global Optimization Algorithm

Graduate Program:

Statistics

Keywords:

Global optimization
geostatistics
hierarchical model
expected improvement

File:

Download MSThesis.pdf

Committee Members:

James Landis Rosenberger, Thesis Advisor/Co-Advisor

Author:

Nunes, Marcus Alexandre

Title:

Analysis of RNA-Seq Data with Excess of Zeros

Graduate Program:

Statistics

Keywords:

generalized linear models
RNA-Seq
design of experiments
optimal

File:

Download marcus_nunes_thesis.pdf

Committee Members:

James Landis Rosenberger, Dissertation Advisor/Co-Advisor
Yu Zhang, Committee Chair/Co-Chair
Qunhua Li, Committee Member
John Edward Carlson, Special 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