Physical Sciences and Mathematics Commons^™

Copula-Based Zero-Inflated Count Time Series Models, Mohammed Sulaiman Alqawba

Mathematics & Statistics Theses & Dissertations

Count time series data are observed in several applied disciplines such as in environmental science, biostatistics, economics, public health, and finance. In some cases, a specific count, say zero, may occur more often than usual. Additionally, serial dependence might be found among these counts if they are recorded over time. Overlooking the frequent occurrence of zeros and the serial dependence could lead to false inference. In this dissertation, we propose two classes of copula-based time series models for zero-inflated counts with the presence of covariates. Zero-inflated Poisson (ZIP), zero-inflated negative binomial (ZINB), and zero-inflated Conway-Maxwell-Poisson (ZICMP) distributed marginals of the …

Probabilistic And Statistical Prediction Models For Alzheimer’S Disease And Statistical Analysis Of Global Warming, Maryam Ibrahim Habadi

USF Tampa Graduate Theses and Dissertations

The importance and applicability of data-driven statistical models have increased significantly. This current study, we have utilized statistical techniques in interdisciplinary research, including environmental and health.

Environmentally, global warming is considered one of the critical issues facing our planet. It is the increase in average global temperatures caused mostly by increases in Carbon Dioxide CO₂. The excessive rise of carbon dioxide from the average level as the side effect of the industrial revolution has a significant impact on blocking the heat and increase the temperature within the Earth’s atmosphere. Based on the record of total CO₂ emissions …

Bivariate Cure Rate Model Using Copula Functions In Presence Of Censored Data And Covariates, Jie Huang

Graduate Research Theses & Dissertations

Bivariate survival cure rate models extend the understanding of time-to-event data by allowing for the formulation of more accurate and informative conclusion. These conclusions are obtainable from an analysis that accounts for a cured fraction of the population and dependence between paired units. We propose a mixture cure rate model where a correlation coefficient is used for the association between bivariate cure rate fractions and a new generalized Farlie Gumbel Morgenstern (FGM) copula function is applied to model the de-

pendence structure of bivariate survival times. Covariate effects are incorporated into two components of our model, cure rate fractions and …

Modeling Correlated Data Via Copulas, Panfeng Liang

Open Access Theses & Dissertations

Copulas are widely used to model the dependency structure among components of multi- variate data sets. Elliptical copulas, such as Gaussian copula, are most popular copulas being used since many data sets follow elliptical distributions or meta-elliptical distribu- tions (Fang et al. (2002)). However, today's approaches and software packages require us to assume the specific category, such as Gaussian or Student's T, of the elliptical cop- ula before estimating it. In this Thesis, we will propose a Bayesian method using Markov chain Monte Carlo (MCMC) methods to estimate the density function of elliptical copulas without specifying it is the copula …