Open Access. Powered by Scholars. Published by Universities.®
- Keyword
-
- Bayesian methods (1)
- Bias assessment (1)
- Bias reduction (1)
- Conditional data methods (1)
- Cormack-Jolly-Seber models (1)
-
- Correlated fates (1)
- Density approximation. (1)
- Diagnostic test (1)
- Double-smoothing (1)
- Early-warning alert system (1)
- Elliptically contoured random vectors (1)
- Exponential and gamma random variables (1)
- Financial stability (1)
- Generalized exponential models; Inverse Mellin transform; Density estimation; Linear combination of chi-square random variables; Mortality data; Bivariate density estimation (1)
- Generalized linear models (1)
- Goodness-of-fit testing (1)
- HMM filtering (1)
- Hermitian quadratic forms (1)
- Hidden correlation (1)
- Jolly-Seber models (1)
- Local Polynomial (1)
- Machine learning (1)
- Predictive analytics (1)
- Q-distributions; maximum likelihood estimation; data modeling; method of moments; quadratic forms. (1)
- Regime-switching model (1)
- Regression (1)
- Singular Gaussian vectors (1)
- Uniform and beta random variables (1)
- Publication
- Publication Type
Articles 1 - 7 of 7
Full-Text Articles in Applied Statistics
Addressing The Impact Of Time-Dependent Social Groupings On Animal Survival And Recapture Rates In Mark-Recapture Studies, Alexandru M. Draghici
Addressing The Impact Of Time-Dependent Social Groupings On Animal Survival And Recapture Rates In Mark-Recapture Studies, Alexandru M. Draghici
Electronic Thesis and Dissertation Repository
Mark-recapture (MR) models typically assume that individuals under study have independent survival and recapture outcomes. One such model of interest is known as the Cormack-Jolly-Seber (CJS) model. In this dissertation, we conduct three major research projects focused on studying the impact of violating the independence assumption in MR models along with presenting extensions which relax the independence assumption. In the first project, we conduct a simulation study to address the impact of failing to account for pair-bonded animals having correlated recapture and survival fates on the CJS model. We examined the impact of correlation on the likelihood ratio test (LRT), …
The Q-Analogue Of The Extended Generalized Gamma Distribution, Wenhao Chen
The Q-Analogue Of The Extended Generalized Gamma Distribution, Wenhao Chen
Undergraduate Student Research Internships Conference
This project introduces a flexible univariate probability model referred to as the q-analogue of the Extended Generalized Gamma (or q-EGG) distribution, which encompasses the majority of the most frequently used continuous distributions, including the gamma, Weibull, logistic, type-1 and type-2 beta, Gaussian, Cauchy, Student-t and F. Closed form representations of its moments and cumulative distribution function are provided. Additionally, computational techniques are proposed for determining estimates of its parameters. Both the method of moments and the maximum likelihood approach are utilized. The effect of each parameter is also graphically illustrated. Certain data sets are modeled with q-EGG distributions; goodness of …
Early-Warning Alert Systems For Financial-Instability Detection: An Hmm-Driven Approach, Xing Gu
Early-Warning Alert Systems For Financial-Instability Detection: An Hmm-Driven Approach, Xing Gu
Electronic Thesis and Dissertation Repository
Regulators’ early intervention is crucial when the financial system is experiencing difficulties. Financial stability must be preserved to avert banks’ bailouts, which hugely drain government's financial resources. Detecting in advance periods of financial crisis entails the development and customisation of accurate and robust quantitative techniques. The goal of this thesis is to construct automated systems via the interplay of various mathematical and statistical methodologies to signal financial instability episodes in the near-term horizon. These signal alerts could provide regulatory bodies with the capacity to initiate appropriate response that will thwart or at least minimise the occurrence of a financial crisis. …
Bias Assessment And Reduction In Kernel Smoothing, Wenkai Ma
Bias Assessment And Reduction In Kernel Smoothing, Wenkai Ma
Electronic Thesis and Dissertation Repository
When performing local polynomial regression (LPR) with kernel smoothing, the choice of the smoothing parameter, or bandwidth, is critical. The performance of the method is often evaluated using the Mean Square Error (MSE). Bias and variance are two components of MSE. Kernel methods are known to exhibit varying degrees of bias. Boundary effects and data sparsity issues are two potential problems to watch for. There is a need for a tool to visually assess the potential bias when applying kernel smooths to a given scatterplot of data. In this dissertation, we propose pointwise confidence intervals for bias and demonstrate a …
A New Diagnostic Test For Regression, Yun Shi
A New Diagnostic Test For Regression, Yun Shi
Electronic Thesis and Dissertation Repository
A new diagnostic test for regression and generalized linear models is discussed. The test is based on testing if the residuals are close together in the linear space of one of the covariates are correlated. This is a generalization of the famous problem of spurious correlation in time series regression. A full model building approach for the case of regression was developed in Mahdi (2011, Ph.D. Thesis, Western University, ”Diagnostic Checking, Time Series and Regression”) using an iterative generalized least squares algorithm. Simulation experiments were reported that demonstrate the validity and utility of this approach but no actual applications were …
On The Distribution Of Quadratic Expressions In Various Types Of Random Vectors, Ali Akbar Mohsenipour
On The Distribution Of Quadratic Expressions In Various Types Of Random Vectors, Ali Akbar Mohsenipour
Electronic Thesis and Dissertation Repository
Several approximations to the distribution of indefinite quadratic expressions in possibly singular Gaussian random vectors and ratios thereof are obtained in this dissertation. It is established that such quadratic expressions can be represented in their most general form as the difference of two positive definite quadratic forms plus a linear combination of Gaussian random variables. New advances on the distribution of quadratic expressions in elliptically contoured vectors, which are expressed as scalar mixtures of Gaussian vectors, are proposed as well. Certain distributional aspects of Hermitian quadratic expressions in complex Gaussian vectors are also investigated. Additionally, approximations to the distributions of …
Generalized Exponential Models With Applications, Iman Mabrouk
Generalized Exponential Models With Applications, Iman Mabrouk
Electronic Thesis and Dissertation Repository
We introduce a generalized exponential model whose exact moments and normalizing constant are obtained in terms of Meijer’s generalized hypergeometric G-function. Actually, several widely utilized statistical distributions such as the gamma, Weibull and half-normal constitute particular cases thereof. The generalized inverse Gaussian distribution, which was popularized in the late seventies by Ole Barndor_Neilsen, is also extended by incorporating an additional parameter in its density function, the moments of the resulting distribution being expressed in terms of Bessel functions. A number of data sets were then fitted with diverse exponential-type models for comparison purposes. Additionally, it is shown that the …