Applied Statistics Commons^™

(R2130) Cusum-Test For Unconditional Variance Change Detection In Bilinear Garch Models, Edoh Katchekpele, Abdou Kâ Diongue, Ben Célestin Kouassi

Applications and Applied Mathematics: An International Journal (AAM)

We examine CUSUM-type test for detecting changes in unconditional variance within Bilinear GARCH models. We derive the asymptotic distribution of the test statistic under both null and alternative hypotheses and assess test effectiveness in identifying single structural breaks. Simulation studies support our theoretical results and demonstrate the practical utility of the test.

The Moderating Effect Of Income Inequality On The Income–Emissions Relationship In G20 Countries, Zahra Rizky Fadilah, Budiasih Budiasih

Economics and Finance in Indonesia

This study analyzes the moderating effect of income inequality on the income–emissions relationship in the environmental Kuznets curve (EKC) framework. Findings indicate that the relationship is inverted U-shaped in middle-income G20 countries, but monotonically increasing in high-income G20 countries. Interestingly, income inequality moderates this relationship only in the latter group. These findings suggest that middle-income G20 countries should focus on raising income per capita to mitigate environmental degradation, while their high-income counterparts need to prioritize reducing income inequality to effectively decouple income from emissions.

Coupled Machine Learning Models: Combining Observations And Numerical Analysis In A Physics-Regularized Approach, Austin B. Schmidt

LSU New Orleans Theses and Dissertations

This dissertation investigates surrogate modeling for fixed-location environmental forecasting using novel data-combination techniques. The work surveys the landscape of observational measurements and numerically generated data, identifying similar research and gaps in current methodologies. The ratio-coupled training framework is introduced to combine two data sources per predicted feature through a tunable parameter that weights training signal strength. An optimization scheme is developed to simultaneously tune surrogate weights and the coupled signal ratio, allowing relative influence between signals to act as an explicit regularizer. Three case studies demonstrate the methodology and approach in a variety of contexts. The first study is based …

Changepoint Detection As Model Selection: A General Framework, Michael A. Grantham

Dissertations and Doctoral Documents, University of Nebraska-Lincoln, 2023–

This dissertation presents a general framework for changepoint detection based on ℓ₀ model selection. The core method, Iteratively Reweighted Fused Lasso (IRFL), improves upon the generalized lasso by adaptively reweighting penalties to enhance support recovery and minimize criteria such as the Bayesian Information Criterion (BIC). The approach allows for flexible modeling of seasonal patterns, linear and quadratic trends, and autoregressive dependence in the presence of changepoints.

Simulation studies demonstrate that IRFL achieves accurate changepoint detection across a wide range of challenging scenarios, including those involving nuisance factors such as trends, seasonal patterns, and serially correlated errors. The framework is …

A Leslie System For A Demographic Simulation: From An Actuarial Point Of View, David Kings

Electronic Theses and Dissertations

This thesis develops a discrete stochastic linear systems interpretation of age–stage demographic evolution grounded in Leslie operators and realized in a discrete-event simulation implemented with salabim. The central claim is that one annual cycle of the simulation constitutes a cone-preserving, stochastic affine transformation on a high- dimensional population state vector indexed by age, sex, marital status, household type, employment, and education, and that the composition of yearly operators yields a random matrix product whose top Lyapunov exponent is the stochastic counterpart of the Perron–Frobenius growth rate (Caswell, 2001; Tuljapurkar, 1997)[1, 2]. The actuarial bridge is constructed by mapping simulated survival …

Contributions To Statistical Modeling And Estimation Of Rainfall Intensity–Duration–Frequency Curves, Jiyun Huang

All Dissertations

Extreme rainfall can cause flooding, damage infrastructure, and create serious risks for communities. Engineers use Intensity-Duration-Frequency (IDF) curves to estimate precipitation extremes over different lengths of time, such as one hour or one day, and the average time one would expect wait for one of these events to occur. Several approaches exist for estimating IDF curves, but no single approach is known to be best in all cases. In this dissertation, I study statistical methods that aim to improve IDF curve estimation. I use the Canadian Regional Climate Model (CanRCM4) Large Ensemble, which contains 35 independent climate simulations. These simulations …

Component Model Development Of Heat Exchangers, Expanders, And Control Valves For Autonomous Cryogenics Plant Cool-Down, William Harris Buhrig Iv

Mechanical & Aerospace Engineering Theses & Dissertations

The traditional method of cryogenic plant cool-down involves having continuous on-call staff to head into the office at any time to modify the existing multi-layered PID control systems if the on-call staff member detects a significant deviation from the cool-down plan. This thesis aims to outline an effective method for modeling the structure of systems with performance characteristics that deviate from design requirements and from ideal inlet-outlet correspondence, enabling the adjustment and modification of existing control structures across all Thomas Jefferson National Accelerator Facility (JLab) cryogenic refrigeration plants. Analytical Modeling and Gaussian Process Regression (GPR) are applied to model the …

[Kyda] Biologically Grounded Surrogate-Driven Parameter Inference For Sparsely Observed Dynamical Systems, Joshua C. Macdonald

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Mentoring First-Year Stem Students Through Collaborative Research In The Haynes Scholars Program, Alex Capaldi, Laura Tipton

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

[Lele] Incorporating Physiological Constraints In Estimates Of Post-Prandial Insulin Secretion Rate, Justin K. Garrish, Christine L. Chan, Douglas Nychka, Cecilia Diniz Behn

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Correlation With Car Density In Urban Environments And Its Influence On Chronic Obstructive Pulmonary Disease (Copd) Rates In The United States, Daniel Barreiro-Torres, Kedai Cheng

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Teaching Statistical Literacy Through An Excel Class Project, Patricia Berchiolli, Omar Babun Codorniu

Faculty and Staff Publications & Presentations

Lynn University’s core curriculum, The Dialogues, enables students to develop critical thinking, communication, and innovation skills. As part of this curriculum, Introductory Statistics introduces students to key statistical concepts while showing how they can be applied in real-world situations using Excel. The highlight of the course is the Statistics Excel Project, where students create their own dataset with a mix of quantitative and qualitative variables. To keep the focus on learning statistical techniques rather than data collection, students use Excel’s random number generator for quantitative data, which also avoids the need for IRB approval. From there, they calculate statistical measures, …

Smarter Disease Detection From Electronic Health Record Data: An End-To-End Ai-Augmented Pipeline For Computable Phenotyping, Dylan Owens

Statistical Science Theses and Dissertations

Electronic Health Records (EHR) contain a wealth of structured and unstructured patient data that can be leveraged for computable phenotyping, the process of algorithmically identifying patient cohorts with specific diseases or conditions. Traditional rule-based phenotyping approaches, while interpretable, often struggle with scalability, portability across institutions, and effective use of unstructured clinical narratives. Recent advances in large language models (LLMs) present new opportunities for synthesizing complex free-text information into concise, clinically meaningful representations. However, integrating LLMs into phenotyping workflows requires careful design to maintain transparency, interpretability, and measurable uncertainty—features essential for clinical adoption and downstream applications such as decision support.

We …

Spatiotemporal Modeling Of Maternal Mortality In South Carolina 2018-2023, Leah Wood, Ray Bai, Emily Mann

Senior Theses

Maternal death serves as a public health indicator due to fact that it is considered preventable with the availability of modern biomedicine, however, it persists broadly throughout the United States. Current literature outlines national trends in maternal mortality with complicating, preexisting conditions, and structural upstream factors often cited as being the largest contributors to increased risk. This study utilizes publicly available, county-level data for maternal death in addition to demographic and descriptive data in order to estimate maternal mortality rates in each of South Carolina’s 46 counties from 2018 to 2023. In order to address sparsity in the outcome variable …

The Gender Pay Gap: An Occupational Analysis (2012-2023), Curtis Long

Harriet L Wilkes Honors College Theses 2020 - Present

This thesis examines the gender wage gap across thirty major U.S. occupations from 2014 to 2023 using data from the Current Population Survey (CPS), more specifically, the U.S. Bureau of Labor Statistics (BLS). The analysis measures the difference in median weekly earnings between women and men in each occupation and applies two statistical tests: a yearly z-test to evaluate whether the average wage gap is significant, and a ten-year t-test to identify persistent occupational gaps. Results show significant wage differences in every year, with the largest disparities in finance, management, and law, and smaller gaps in education and healthcare. Consistent …

Reduced Order Approach For Peening Stress Field Variability, Langdon Feltner, Paul Mort

15th International Conference on Shot Peening

A common goal in shot peening research is to connect operational parameters to resultant residual stress fields, providing a means to control and optimize the effectiveness of surface treatment. In practice, experimental measurements of residual stresses are often averaged values over regions that are large in comparison to an impact dimple. In fact, the stochastic nature of impact locations leads to residual stress fields that are distributed. Finite element peening simulations confirm this observation. The goal of this report is to connect operational parameters to localized fluctuations in residual stress through probabilistic reasoning (Figure 1). In particular, the development of …

Comparative Evaluation Of Estimation Techniques For Purchasing Power Parity In African Countries Using The Country-Product-Dummy Regression Framework, Rokibat Adeola Tijani, Taiwo Abideen Lasisi, Dahud Kehinde Shangodoyin, Olasunkanmi James Oladapo

Al-Bahir

Purchasing Power Parity (PPP) is a popular macroeconomic analysis metric used to compare economic productivity and standards of living between countries. This study examines the estimation of PPP within the International Comparison Program (ICP) at Basic Heading (BH) level stage and leverages on the data from the 2011 ICP round. Focusing on five BHs out of 12 BHs across 50 Africa countries, to empirically evaluate the validity of the classical Ordinary Least Square (OLS) assumptions in the estimation of Country Product Dummy (CPD) regressions. Given the widespread use of OLS for BH level PPP computation, a rigorous examination of these …

Deep Learning Framework For Option Pricing, Kyle Rytand Bistrain

Master's Theses

Accurately pricing American options with market data presents a significant challenge, as foundational models like the Black-Scholes-Merton (BSM) model rely on assumptions that deviate from real-world financial data -- such as log-normal returns, constant volatility, and no dividends -- and fail to account for the key early exercise feature of American options. While parametric models can adjust for these features, the complexity of the resulting models renders them prohibitively difficult to apply in practice for nonspecialists. In response, modern machine learning (ML) techniques provide a set of flexible and powerful alternatives, and recent research has explored the application of ML …

Trends And Predictive Modeling Of Real Estate Prices In Major Saudi Arabia Cities, Meshal S. Aldahas

Theses and Dissertations

his research examines historical trends and explanatory modeling of real estate prices in major Saudi cities, with a focus on Riyadh, Jeddah, and Dammam. Using a mixed-methods approach, the study integrates quantitative data from 2010–2023, including housing and macroeconomic indicators, with qualitative insights drawn from over 320 survey responses that captured consumer sentiment on affordability, job security, and housing policies. A combination of descriptive statistics, ARIMA and Exponential Smoothing techniques was applied to detect long-term patterns, seasonal variations, and market shocks. Predictive modeling was conducted using Linear Regression, Decision Trees, and Neural Networks, with results showing that job security consistently …

Nba Player Types And Salaries: Assessing The Disparities In Pay, Nick Riccardi, Rodney J. Paul

Sport Management - All Scholarship

The purpose of this study was to identify player types that exist in the modern National Basketball Association (NBA), test whether player types are paid differently controlling for performance and other factors and construct successful rosters with cheaper payrolls.
We collected performance statistics and salary data for players and teams across five seasons (2018-19 to 2022-23). Cluster analysis is leveraged to group together player-seasons to identify the player types that exist in the NBA. Linear regression models are run to test for differences in pay by cluster membership while controlling for performance, age, and contractual details. Linear programming simulation models …