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Skip to Search Results- 7Frei, Christoph (Mathematical and Statistical Sciences)
- 7Kong, Linglong (Mathematical and Statistical Sciences)
- 7Lewis, Mark (Mathematical and Statistical Sciences)
- 6Han, Bin (Mathematical and Statistical Sciences)
- 6Hillen, Thomas (Mathematical and Statistical Sciences)
- 6Mizera, Ivan (Mathematical and Statistical Sciences)
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Fall 2013
This thesis deals with the problem proposed by Ye and Zhou (2007): Is a Q-optimal minimax design still symmetric if the requirement of $\int_\chi xm(x)dx = 0$ is removed? We have shown that for the simple linear regression, considering only the variance, a Q-optimal minimax design is necessarily...
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Fall 2010
The current Thesis is devoted to comprehensive studies of comparison, or stochastic domination, theorems. It presents a combination of theoretical research and practical ideas formulated in several specific examples. Previously known results and their place it the theory of stochastic processes...
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Computation in quantile and composite quantile regression models with or without regularization
DownloadFall 2015
Quantile, composite quantile regression with or without regularization have been widely studied and applied in the high-dimensional model estimation and variable selections. Although the theoretical aspect has been well established, the lack of efficient computation methods and publicly available...
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Fall 2021
Imposing a constraint on the initial wealth may cause the perfect hedging impossible. In this case, the goal of an investor is to find a strategy that minimize the shortfall under a certain measure, which leads to the concept of partial hedging. In this thesis, the shortfall risk is measured by...
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Fall 2014
Chevalley's theorem on the conjugacy of split Cartan subalgebras is one of the cornerstones of the theory of simple finite dimensional Lie algebras over a field of characteristic 0. Indeed, this theorem affords the most elegant proof that the root system is an invariant of the Lie algebra. The...
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Continuous-time Repeated Games with Imperfect Information: Folk Theorems and Explicit Results
DownloadSpring 2016
This thesis treats continuous-time models of repeated interactions with imperfect public monitoring. In such models, players do not directly observe each other's actions and instead see only the impacts of the chosen actions on the distribution of a random signal. Often, there are two reasons why...