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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:

Li, Huihui

Title:

Nonparametric Identification and Estimation of k-Double Auctions

Graduate Program:

Economics

Keywords:

Double Auctions
Bargaining
Nonparametric Identification
Kernel Estimation
Boundary Correction

File:

Download Huihui-Dissertation.pdf

Committee Members:

Joris Pinkse, Dissertation Advisor/Co-Advisor
Joris Pinkse, Committee Chair/Co-Chair
Sung Jae Jun, Committee Member
Peter Newberry, Committee Member
Runze Li, Outside Member
Sung Jae Jun, Dissertation Advisor/Co-Advisor

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