1. Varying-Coefficient Models: New Models, Inference Procedures, and Applications Open Access Author: Wang, Yang Title: Varying-Coefficient Models: New Models, Inference Procedures, and Applications Graduate Program: Statistics Keywords: Monte Carlo simulationsemi-parametricsemiparametricnonparametric regressionkernel regressionlocal likelihoodgeneralized likelihood ratio testcross validationTime-varying-coefficient modelNonlinearLocal LinearVarying-coefficient Modelforecastingbandwidthbootstrapingbootstrap File: Download phdthesis.pdf Committee Members: Runze Li, Committee Chair/Co-ChairJingzhi Huang, Committee Chair/Co-ChairJames Landis Rosenberger, Committee MemberDamla Senturk, Committee Member
2. Nonparametric Estimation of Sufficient Forecasting with a Diverging Number of Factors Open Access Author: Yu, Xiufan Title: Nonparametric Estimation of Sufficient Forecasting with a Diverging Number of Factors Graduate Program: Statistics Keywords: factor modelforecastingprincipal componentshigh-dimensional predictorsnonparametric estimationpredictive inference File: Download MSThesis.pdf Committee Members: Runze Li, Thesis Advisor/Co-AdvisorLingzhou Xue, Thesis Advisor/Co-AdvisorBing Li, Committee MemberEphraim Mont Hanks, Committee Member