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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:

Nandy, Debmalya

Title:

COVARIATE INFORMATION: A NOVEL APPROACH TO SUFFICIENT DIMENSION REDUCTION & FEATURE SCREENING FOR ULTRAHIGH-DIMENSIONAL COVARIATES IN SUPERVISED PROBLEMS

Graduate Program:

Statistics

Keywords:

Fisher information
Density information
Supervised problems
Sufficient dimension reduction
Feature screening
Ultrahigh dimension
Bootstrap

File:

Download PennState_StatisticsPhDDissertation_Final_eTD_081619.pdf

Committee Members:

Francesca Chiaromonte, Dissertation Advisor/Co-Advisor
Francesca Chiaromonte, Committee Chair/Co-Chair
Runze Li, Committee Member
Bing Li, Committee Member
Kateryna Dmytrivna Makova, Outside Member
Lingzhou Xue, Committee Member
Weixin Yao, Special Member