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On Multivariate Quantile Regression: Directional Approach and Application with Growth Charts
DownloadFall 2009
In this thesis, we introduce a concept of directional quantile envelopes, the intersection of the halfspaces determined by directional quantiles, and show that they allow for explicit probabilistic interpretation, compared to other multivariate quantile concepts. Directional quantile envelopes...
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Fall 2017
In this thesis, we study the partial quantile regression methods in functional data analysis. In the first part, we propose a prediction procedure for the functional linear quantile regression model by using partial quantile covariance techniques and develop a simple partial quantile regression...
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Fall 2022
The objective of this thesis is to show how advanced methods based on mixture models can be used to predict the productivity of hockey players, measured by the rate at which they produce goals and assists. The performance of the methods is evaluated on existing data from one full National Hockey...
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Theoretical and Computational Aspects of Mixture Models, with Applications to Empirical Bayes Methods
DownloadFall 2018
This thesis studies mixture models, in particular the estimation of mixing distributions and their applications to empirical Bayes prediction. The objectives are two-fold: to study the large-sample property of empirical Bayes estimators; to develop algorithms for the nonparametric estimation of...
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Fall 2010
In financial market, risk management is very critical to a company. However, some risks in the market ( market risk) can not be controlled or eliminated through management improvement or appropriate asset allocation. Thus, it is important to accurately measure these kinds of risks. In this...