Advanced search options

Sorted by: relevance · author · university · date | New search

You searched for `subject:(Cox process)`

.
Showing records 1 – 24 of
24 total matches.

▼ Search Limiters

University of New South Wales

1.
Yang, Xinda.
Multivariate micro-level loss reserving: a *Cox* *process* approach.

Degree: Actuarial Studies, 2017, University of New South Wales

URL: http://handle.unsw.edu.au/1959.4/60093 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:51378/SOURCE02?view=true

► The accurate estimation of outstanding liabilities of an insurance company is anessential task. This is to meet regulatory requirements, but also to achieve e_cientinternal capital…
(more)

Subjects/Keywords: Micro-level model; Stochastic reserving; Insurance, Dependency; Cox process; Filtering

Record Details Similar Records

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Yang, X. (2017). Multivariate micro-level loss reserving: a Cox process approach. (Doctoral Dissertation). University of New South Wales. Retrieved from http://handle.unsw.edu.au/1959.4/60093 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:51378/SOURCE02?view=true

Chicago Manual of Style (16^{th} Edition):

Yang, Xinda. “Multivariate micro-level loss reserving: a Cox process approach.” 2017. Doctoral Dissertation, University of New South Wales. Accessed October 29, 2020. http://handle.unsw.edu.au/1959.4/60093 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:51378/SOURCE02?view=true.

MLA Handbook (7^{th} Edition):

Yang, Xinda. “Multivariate micro-level loss reserving: a Cox process approach.” 2017. Web. 29 Oct 2020.

Vancouver:

Yang X. Multivariate micro-level loss reserving: a Cox process approach. [Internet] [Doctoral dissertation]. University of New South Wales; 2017. [cited 2020 Oct 29]. Available from: http://handle.unsw.edu.au/1959.4/60093 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:51378/SOURCE02?view=true.

Council of Science Editors:

Yang X. Multivariate micro-level loss reserving: a Cox process approach. [Doctoral Dissertation]. University of New South Wales; 2017. Available from: http://handle.unsw.edu.au/1959.4/60093 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:51378/SOURCE02?view=true

2. Ray, Meredith A. Methods for Identifying Regions of Brain Activation Using FMRI Meta-Data.

Degree: PhD, Epidemiology and Biostatistics, 2014, University of South Carolina

URL: https://scholarcommons.sc.edu/etd/2965

► Functional neuroimaging is a relatively young discipline within the neurosciences that has led to significant advances in our understanding of the human brain and…
(more)

Subjects/Keywords: Biostatistics; Life Sciences; clustering; coordinate-based fMRI; Dirichlet process; mixture models; spatial Cox process

Record Details Similar Records

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Ray, M. A. (2014). Methods for Identifying Regions of Brain Activation Using FMRI Meta-Data. (Doctoral Dissertation). University of South Carolina. Retrieved from https://scholarcommons.sc.edu/etd/2965

Chicago Manual of Style (16^{th} Edition):

Ray, Meredith A. “Methods for Identifying Regions of Brain Activation Using FMRI Meta-Data.” 2014. Doctoral Dissertation, University of South Carolina. Accessed October 29, 2020. https://scholarcommons.sc.edu/etd/2965.

MLA Handbook (7^{th} Edition):

Ray, Meredith A. “Methods for Identifying Regions of Brain Activation Using FMRI Meta-Data.” 2014. Web. 29 Oct 2020.

Vancouver:

Ray MA. Methods for Identifying Regions of Brain Activation Using FMRI Meta-Data. [Internet] [Doctoral dissertation]. University of South Carolina; 2014. [cited 2020 Oct 29]. Available from: https://scholarcommons.sc.edu/etd/2965.

Council of Science Editors:

Ray MA. Methods for Identifying Regions of Brain Activation Using FMRI Meta-Data. [Doctoral Dissertation]. University of South Carolina; 2014. Available from: https://scholarcommons.sc.edu/etd/2965

3.
Dario, Alan de Genaro.
Processos de *Cox* com intensidade difusiva afim.

Degree: PhD, Estatística, 2011, University of São Paulo

URL: http://www.teses.usp.br/teses/disponiveis/45/45133/tde-01052013-111713/ ;

►

Esta Tese explora o Processo de *Cox* quando sua intensidade pertence a uma família de difusões afim. A forma da funçâo densidade de Probabilidade do…
(more)

Subjects/Keywords: affine diffusion; Cox Process; Difusão afim; Filtro de Kalman; Kalman Filter; Livro de Ofertas.; Order Book.; Processo de Cox

Record Details Similar Records

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Dario, A. d. G. (2011). Processos de Cox com intensidade difusiva afim. (Doctoral Dissertation). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/45/45133/tde-01052013-111713/ ;

Chicago Manual of Style (16^{th} Edition):

Dario, Alan de Genaro. “Processos de Cox com intensidade difusiva afim.” 2011. Doctoral Dissertation, University of São Paulo. Accessed October 29, 2020. http://www.teses.usp.br/teses/disponiveis/45/45133/tde-01052013-111713/ ;.

MLA Handbook (7^{th} Edition):

Dario, Alan de Genaro. “Processos de Cox com intensidade difusiva afim.” 2011. Web. 29 Oct 2020.

Vancouver:

Dario AdG. Processos de Cox com intensidade difusiva afim. [Internet] [Doctoral dissertation]. University of São Paulo; 2011. [cited 2020 Oct 29]. Available from: http://www.teses.usp.br/teses/disponiveis/45/45133/tde-01052013-111713/ ;.

Council of Science Editors:

Dario AdG. Processos de Cox com intensidade difusiva afim. [Doctoral Dissertation]. University of São Paulo; 2011. Available from: http://www.teses.usp.br/teses/disponiveis/45/45133/tde-01052013-111713/ ;

4. Minois, Nathan. Etude de consistance et applications du modèle Poisson-gamma : modélisation d'une dynamique de recrutement multicentrique : Concistency study and applications of Poisson-gamma model : modelisation of a multicentric recruitment dynamic.

Degree: Docteur es, Mathématiques appliquées, 2016, Université Toulouse III – Paul Sabatier

URL: http://www.theses.fr/2016TOU30396

► Un essai clinique est une recherche biomédicale pratiquée sur l'Homme dont l'objectif est la consolidation et le perfectionnement des connaissances biologiques ou médicales. Le nombre…
(more)

Subjects/Keywords: Processus de Cox; Dynamique de recrutement; Bayésien empirique et hiérarchique; Sensibilité; Cox process; Recruitment dynamic; Empirical and hierarchical bayesian method; Sensitivity

Record Details Similar Records

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Minois, N. (2016). Etude de consistance et applications du modèle Poisson-gamma : modélisation d'une dynamique de recrutement multicentrique : Concistency study and applications of Poisson-gamma model : modelisation of a multicentric recruitment dynamic. (Doctoral Dissertation). Université Toulouse III – Paul Sabatier. Retrieved from http://www.theses.fr/2016TOU30396

Chicago Manual of Style (16^{th} Edition):

Minois, Nathan. “Etude de consistance et applications du modèle Poisson-gamma : modélisation d'une dynamique de recrutement multicentrique : Concistency study and applications of Poisson-gamma model : modelisation of a multicentric recruitment dynamic.” 2016. Doctoral Dissertation, Université Toulouse III – Paul Sabatier. Accessed October 29, 2020. http://www.theses.fr/2016TOU30396.

MLA Handbook (7^{th} Edition):

Minois, Nathan. “Etude de consistance et applications du modèle Poisson-gamma : modélisation d'une dynamique de recrutement multicentrique : Concistency study and applications of Poisson-gamma model : modelisation of a multicentric recruitment dynamic.” 2016. Web. 29 Oct 2020.

Vancouver:

Minois N. Etude de consistance et applications du modèle Poisson-gamma : modélisation d'une dynamique de recrutement multicentrique : Concistency study and applications of Poisson-gamma model : modelisation of a multicentric recruitment dynamic. [Internet] [Doctoral dissertation]. Université Toulouse III – Paul Sabatier; 2016. [cited 2020 Oct 29]. Available from: http://www.theses.fr/2016TOU30396.

Council of Science Editors:

Minois N. Etude de consistance et applications du modèle Poisson-gamma : modélisation d'une dynamique de recrutement multicentrique : Concistency study and applications of Poisson-gamma model : modelisation of a multicentric recruitment dynamic. [Doctoral Dissertation]. Université Toulouse III – Paul Sabatier; 2016. Available from: http://www.theses.fr/2016TOU30396

5.
Valmy, Larissa.
Modèles hiérarchiques et processus ponctuels spatio-temporels : Applications en épidémiologie et en sismologie : Hierarchical models and spatio-temporal point *process*- : Applications in epidemiology and sismology.

Degree: Docteur es, Mathématiques appliquées, 2012, Université des Antilles et de la Guyane

URL: http://www.theses.fr/2012AGUY0555

►

Les processus ponctuels sont souvent utilisés comme modèles de répartitions spatiales ou spatio-temporelles d'occurrences Dans cette thèse, nous nous intéressons à des processus de *Cox*…
(more)

Subjects/Keywords: Processus ponctuels; Processus de Hawkes; Processus de Cox; Processus de Dirichet; Point process; Hawkes processes; Cox processes; Dirichet processes

Record Details Similar Records

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Valmy, L. (2012). Modèles hiérarchiques et processus ponctuels spatio-temporels : Applications en épidémiologie et en sismologie : Hierarchical models and spatio-temporal point process- : Applications in epidemiology and sismology. (Doctoral Dissertation). Université des Antilles et de la Guyane. Retrieved from http://www.theses.fr/2012AGUY0555

Chicago Manual of Style (16^{th} Edition):

Valmy, Larissa. “Modèles hiérarchiques et processus ponctuels spatio-temporels : Applications en épidémiologie et en sismologie : Hierarchical models and spatio-temporal point process- : Applications in epidemiology and sismology.” 2012. Doctoral Dissertation, Université des Antilles et de la Guyane. Accessed October 29, 2020. http://www.theses.fr/2012AGUY0555.

MLA Handbook (7^{th} Edition):

Valmy, Larissa. “Modèles hiérarchiques et processus ponctuels spatio-temporels : Applications en épidémiologie et en sismologie : Hierarchical models and spatio-temporal point process- : Applications in epidemiology and sismology.” 2012. Web. 29 Oct 2020.

Vancouver:

Valmy L. Modèles hiérarchiques et processus ponctuels spatio-temporels : Applications en épidémiologie et en sismologie : Hierarchical models and spatio-temporal point process- : Applications in epidemiology and sismology. [Internet] [Doctoral dissertation]. Université des Antilles et de la Guyane; 2012. [cited 2020 Oct 29]. Available from: http://www.theses.fr/2012AGUY0555.

Council of Science Editors:

Valmy L. Modèles hiérarchiques et processus ponctuels spatio-temporels : Applications en épidémiologie et en sismologie : Hierarchical models and spatio-temporal point process- : Applications in epidemiology and sismology. [Doctoral Dissertation]. Université des Antilles et de la Guyane; 2012. Available from: http://www.theses.fr/2012AGUY0555

University of Plymouth

6. Masud, Mohammad Shahed. New statistical methods to derive functional connectivity from multiple spike trains.

Degree: PhD, 2011, University of Plymouth

URL: http://hdl.handle.net/10026.1/547

► Analysis of functional connectivity of simultaneously recorded multiple spike trains is one of the major issues in the neuroscience. The progress of the statistical methods…
(more)

Subjects/Keywords: 519; Modified correlation grid : Modulated renewal process : Hazard function : Cox method : Cox metric : Motif : Graph theory

Record Details Similar Records

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Masud, M. S. (2011). New statistical methods to derive functional connectivity from multiple spike trains. (Doctoral Dissertation). University of Plymouth. Retrieved from http://hdl.handle.net/10026.1/547

Chicago Manual of Style (16^{th} Edition):

Masud, Mohammad Shahed. “New statistical methods to derive functional connectivity from multiple spike trains.” 2011. Doctoral Dissertation, University of Plymouth. Accessed October 29, 2020. http://hdl.handle.net/10026.1/547.

MLA Handbook (7^{th} Edition):

Masud, Mohammad Shahed. “New statistical methods to derive functional connectivity from multiple spike trains.” 2011. Web. 29 Oct 2020.

Vancouver:

Masud MS. New statistical methods to derive functional connectivity from multiple spike trains. [Internet] [Doctoral dissertation]. University of Plymouth; 2011. [cited 2020 Oct 29]. Available from: http://hdl.handle.net/10026.1/547.

Council of Science Editors:

Masud MS. New statistical methods to derive functional connectivity from multiple spike trains. [Doctoral Dissertation]. University of Plymouth; 2011. Available from: http://hdl.handle.net/10026.1/547

Brno University of Technology

7. Vidová, Katarína. Statistické vlastnosti regulačních diagramů a modelů způsobilosti: Statistical properties of control charts and capability models.

Degree: 2020, Brno University of Technology

URL: http://hdl.handle.net/11012/193032

► The diploma thesis is focused on *process* stability and capability assessment. It describes certain types of control charts, basic capability indices as well as Box-*Cox*…
(more)

Subjects/Keywords: Regulačný diagram; stabilita procesu; spôsobilosť procesu; Box-Coxová transformácia; Control chart; process stability; process capability; Box-Cox transformation

Record Details Similar Records

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Vidová, K. (2020). Statistické vlastnosti regulačních diagramů a modelů způsobilosti: Statistical properties of control charts and capability models. (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/193032

Note: this citation may be lacking information needed for this citation format:

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Vidová, Katarína. “Statistické vlastnosti regulačních diagramů a modelů způsobilosti: Statistical properties of control charts and capability models.” 2020. Thesis, Brno University of Technology. Accessed October 29, 2020. http://hdl.handle.net/11012/193032.

Note: this citation may be lacking information needed for this citation format:

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Vidová, Katarína. “Statistické vlastnosti regulačních diagramů a modelů způsobilosti: Statistical properties of control charts and capability models.” 2020. Web. 29 Oct 2020.

Vancouver:

Vidová K. Statistické vlastnosti regulačních diagramů a modelů způsobilosti: Statistical properties of control charts and capability models. [Internet] [Thesis]. Brno University of Technology; 2020. [cited 2020 Oct 29]. Available from: http://hdl.handle.net/11012/193032.

Note: this citation may be lacking information needed for this citation format:

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Vidová K. Statistické vlastnosti regulačních diagramů a modelů způsobilosti: Statistical properties of control charts and capability models. [Thesis]. Brno University of Technology; 2020. Available from: http://hdl.handle.net/11012/193032

Not specified: Masters Thesis or Doctoral Dissertation

8. Shirota, Shinichiro. Bayesian Modeling and Computation for Complex Spatial Point Patterns .

Degree: 2017, Duke University

URL: http://hdl.handle.net/10161/14454

► This thesis focuses on solving some problems associated with complex spatial point patterns from each modeling and computational perspective. Chapter 1 reviews spatial point…
(more)

Subjects/Keywords: Statistics; approximate Bayesian computation; determinantal point process; Gibbs point process; log Gaussian Cox process; pseudo-marginal Markov chain Monte Carlo; spatial point pattern

Record Details Similar Records

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Shirota, S. (2017). Bayesian Modeling and Computation for Complex Spatial Point Patterns . (Thesis). Duke University. Retrieved from http://hdl.handle.net/10161/14454

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Shirota, Shinichiro. “Bayesian Modeling and Computation for Complex Spatial Point Patterns .” 2017. Thesis, Duke University. Accessed October 29, 2020. http://hdl.handle.net/10161/14454.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Shirota, Shinichiro. “Bayesian Modeling and Computation for Complex Spatial Point Patterns .” 2017. Web. 29 Oct 2020.

Vancouver:

Shirota S. Bayesian Modeling and Computation for Complex Spatial Point Patterns . [Internet] [Thesis]. Duke University; 2017. [cited 2020 Oct 29]. Available from: http://hdl.handle.net/10161/14454.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Shirota S. Bayesian Modeling and Computation for Complex Spatial Point Patterns . [Thesis]. Duke University; 2017. Available from: http://hdl.handle.net/10161/14454

Not specified: Masters Thesis or Doctoral Dissertation

KTH

9. Hellander, Martin. Credit Value Adjustment: The Aspects of Pricing Counterparty Credit Risk on Interest Rate Swaps.

Degree: Mathematical Statistics, 2015, KTH

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-173225

►

In this thesis, the pricing of counterparty credit risk on an OTC plain vanilla interest rate swap is investigated. Counterparty credit risk can be… (more)

Subjects/Keywords: OTC derivatives; Credit Value Adjustment; Debit Value Adjustment; wrongway risk; interest rate swaps; LIBOR Market Model; Cox-Ingersoll-Ross process.

Record Details Similar Records

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Hellander, M. (2015). Credit Value Adjustment: The Aspects of Pricing Counterparty Credit Risk on Interest Rate Swaps. (Thesis). KTH. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-173225

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Hellander, Martin. “Credit Value Adjustment: The Aspects of Pricing Counterparty Credit Risk on Interest Rate Swaps.” 2015. Thesis, KTH. Accessed October 29, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-173225.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Hellander, Martin. “Credit Value Adjustment: The Aspects of Pricing Counterparty Credit Risk on Interest Rate Swaps.” 2015. Web. 29 Oct 2020.

Vancouver:

Hellander M. Credit Value Adjustment: The Aspects of Pricing Counterparty Credit Risk on Interest Rate Swaps. [Internet] [Thesis]. KTH; 2015. [cited 2020 Oct 29]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-173225.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Hellander M. Credit Value Adjustment: The Aspects of Pricing Counterparty Credit Risk on Interest Rate Swaps. [Thesis]. KTH; 2015. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-173225

Not specified: Masters Thesis or Doctoral Dissertation

KTH

10. Guedez, Rafael. Implementation And Validation Of Loss Prediction Methods To An Existing One Dimensional Axial Turbine Design Program.

Degree: Heat and Power Technology, 2011, KTH

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-154033

► One of the early steps in axial turbine design is the use of one-dimensional (1D) mean line calculations to predict the turbine performance and…
(more)

Subjects/Keywords: turbine design; turbomachinery; loss correlations; Kacker-Okapuu; Craig-Cox; Denton; aerodynamic loss; numerical tool; validation process and parametric study

Record Details Similar Records

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Guedez, R. (2011). Implementation And Validation Of Loss Prediction Methods To An Existing One Dimensional Axial Turbine Design Program. (Thesis). KTH. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-154033

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Guedez, Rafael. “Implementation And Validation Of Loss Prediction Methods To An Existing One Dimensional Axial Turbine Design Program.” 2011. Thesis, KTH. Accessed October 29, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-154033.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Guedez, Rafael. “Implementation And Validation Of Loss Prediction Methods To An Existing One Dimensional Axial Turbine Design Program.” 2011. Web. 29 Oct 2020.

Vancouver:

Guedez R. Implementation And Validation Of Loss Prediction Methods To An Existing One Dimensional Axial Turbine Design Program. [Internet] [Thesis]. KTH; 2011. [cited 2020 Oct 29]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-154033.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Guedez R. Implementation And Validation Of Loss Prediction Methods To An Existing One Dimensional Axial Turbine Design Program. [Thesis]. KTH; 2011. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-154033

Not specified: Masters Thesis or Doctoral Dissertation

University of the Western Cape

11. Dyakopu, Neliswa B. Discrete time methods of pricing Asian options .

Degree: 2014, University of the Western Cape

URL: http://hdl.handle.net/11394/3341

► This dissertation studies the computation methods of pricing of Asian options. Asian options are options in which the underlying variable is the average price over…
(more)

Subjects/Keywords: Asian option; Basket option; Binary tree; Black-Scholes; Control variate; Cox-Ross-Rubinstein; Levy process; Monte Carlo; Lower bound; Stochastic volatility

Record Details Similar Records

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Dyakopu, N. B. (2014). Discrete time methods of pricing Asian options . (Thesis). University of the Western Cape. Retrieved from http://hdl.handle.net/11394/3341

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Dyakopu, Neliswa B. “Discrete time methods of pricing Asian options .” 2014. Thesis, University of the Western Cape. Accessed October 29, 2020. http://hdl.handle.net/11394/3341.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Dyakopu, Neliswa B. “Discrete time methods of pricing Asian options .” 2014. Web. 29 Oct 2020.

Vancouver:

Dyakopu NB. Discrete time methods of pricing Asian options . [Internet] [Thesis]. University of the Western Cape; 2014. [cited 2020 Oct 29]. Available from: http://hdl.handle.net/11394/3341.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Dyakopu NB. Discrete time methods of pricing Asian options . [Thesis]. University of the Western Cape; 2014. Available from: http://hdl.handle.net/11394/3341

Not specified: Masters Thesis or Doctoral Dissertation

University of Toronto

12. Tang, Dameng. Applications of Pascal Mixture Models to Insurance and Risk Management.

Degree: PhD, 2016, University of Toronto

URL: http://hdl.handle.net/1807/73218

► This thesis studies the applications of Pascal mixture models in three closely related topics in insurance and risk management. The first topic is on the…
(more)

Subjects/Keywords: Cox Process; Expectation-Maximization Algorithm; Finite Mixture of Pascal Distribution; Hidden Markov Models; Loss Reserving; Multivariate Frequencies; 0463

Record Details Similar Records

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Tang, D. (2016). Applications of Pascal Mixture Models to Insurance and Risk Management. (Doctoral Dissertation). University of Toronto. Retrieved from http://hdl.handle.net/1807/73218

Chicago Manual of Style (16^{th} Edition):

Tang, Dameng. “Applications of Pascal Mixture Models to Insurance and Risk Management.” 2016. Doctoral Dissertation, University of Toronto. Accessed October 29, 2020. http://hdl.handle.net/1807/73218.

MLA Handbook (7^{th} Edition):

Tang, Dameng. “Applications of Pascal Mixture Models to Insurance and Risk Management.” 2016. Web. 29 Oct 2020.

Vancouver:

Tang D. Applications of Pascal Mixture Models to Insurance and Risk Management. [Internet] [Doctoral dissertation]. University of Toronto; 2016. [cited 2020 Oct 29]. Available from: http://hdl.handle.net/1807/73218.

Council of Science Editors:

Tang D. Applications of Pascal Mixture Models to Insurance and Risk Management. [Doctoral Dissertation]. University of Toronto; 2016. Available from: http://hdl.handle.net/1807/73218

13. Massiot, Gaspar. Quelques Problèmes de Statistique autour des processus de Poisson : Some Statistical Problems Around Poisson Processes.

Degree: Docteur es, Mathématiques, 2017, Rennes, École normale supérieure

URL: http://www.theses.fr/2017ENSR0006

►

L’objectif principal de cette thèse est de développer des méthodologies statistiques adaptées au traitement de données issues de processus stochastiques et plus précisément de processus… (more)

Subjects/Keywords: Statistique fonctionnelle; Processus de Cox; Tests statistiques; Théorie Martingale; Processus ponctuels de Poisson; Estimation de la régression; Estimation Minimax; Estimation de l'intensité; Lissage à noyaux; Functional Statistic; Cox Process; Test Statistic; Martingale theory; Poisson point process; Regression estimate; Minimax estimation; Intensity estimation; Kernel smoothing; 510

Record Details Similar Records

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Massiot, G. (2017). Quelques Problèmes de Statistique autour des processus de Poisson : Some Statistical Problems Around Poisson Processes. (Doctoral Dissertation). Rennes, École normale supérieure. Retrieved from http://www.theses.fr/2017ENSR0006

Chicago Manual of Style (16^{th} Edition):

Massiot, Gaspar. “Quelques Problèmes de Statistique autour des processus de Poisson : Some Statistical Problems Around Poisson Processes.” 2017. Doctoral Dissertation, Rennes, École normale supérieure. Accessed October 29, 2020. http://www.theses.fr/2017ENSR0006.

MLA Handbook (7^{th} Edition):

Massiot, Gaspar. “Quelques Problèmes de Statistique autour des processus de Poisson : Some Statistical Problems Around Poisson Processes.” 2017. Web. 29 Oct 2020.

Vancouver:

Massiot G. Quelques Problèmes de Statistique autour des processus de Poisson : Some Statistical Problems Around Poisson Processes. [Internet] [Doctoral dissertation]. Rennes, École normale supérieure; 2017. [cited 2020 Oct 29]. Available from: http://www.theses.fr/2017ENSR0006.

Council of Science Editors:

Massiot G. Quelques Problèmes de Statistique autour des processus de Poisson : Some Statistical Problems Around Poisson Processes. [Doctoral Dissertation]. Rennes, École normale supérieure; 2017. Available from: http://www.theses.fr/2017ENSR0006

Louisiana State University

14. Brannan, Tyler. A Conditioned Gaussian-Poisson Model for Default Phenomena.

Degree: PhD, Applied Mathematics, 2016, Louisiana State University

URL: etd-07062016-113754 ; https://digitalcommons.lsu.edu/gradschool_dissertations/3532

► We introduce a new model to study the behavior of a portfolio of defaultable assets. We refer to this model as the Gaussian-Poisson model.…
(more)

Subjects/Keywords: Conditional Probability; Credit Default Swaps; Gaussian Copula; Stochastic Process; Default Intensity; Poisson; Cox Process; Short Rate; CDO; Collateralized Debt Obligations; CDS; Default Behavior; Market Pricing Measure

Record Details Similar Records

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Brannan, T. (2016). A Conditioned Gaussian-Poisson Model for Default Phenomena. (Doctoral Dissertation). Louisiana State University. Retrieved from etd-07062016-113754 ; https://digitalcommons.lsu.edu/gradschool_dissertations/3532

Chicago Manual of Style (16^{th} Edition):

Brannan, Tyler. “A Conditioned Gaussian-Poisson Model for Default Phenomena.” 2016. Doctoral Dissertation, Louisiana State University. Accessed October 29, 2020. etd-07062016-113754 ; https://digitalcommons.lsu.edu/gradschool_dissertations/3532.

MLA Handbook (7^{th} Edition):

Brannan, Tyler. “A Conditioned Gaussian-Poisson Model for Default Phenomena.” 2016. Web. 29 Oct 2020.

Vancouver:

Brannan T. A Conditioned Gaussian-Poisson Model for Default Phenomena. [Internet] [Doctoral dissertation]. Louisiana State University; 2016. [cited 2020 Oct 29]. Available from: etd-07062016-113754 ; https://digitalcommons.lsu.edu/gradschool_dissertations/3532.

Council of Science Editors:

Brannan T. A Conditioned Gaussian-Poisson Model for Default Phenomena. [Doctoral Dissertation]. Louisiana State University; 2016. Available from: etd-07062016-113754 ; https://digitalcommons.lsu.edu/gradschool_dissertations/3532

Virginia Tech

15. Chetlur Ravi, Vishnu Vardhan. Stochastic Geometry for Vehicular Networks.

Degree: PhD, Electrical Engineering, 2020, Virginia Tech

URL: http://hdl.handle.net/10919/99954

► Vehicular communication networks are essential to the development of intelligent transportation systems (ITS) and improving road safety. As the in-vehicle sensors can assess only their…
(more)

Subjects/Keywords: Stochastic geometry; Poisson line Cox process (PLCP); Poisson line process (PLP); coverage probability; rate coverage; vehicular networks; Vehicular ad hoc network (VANET); Cellular vehicle-to-everything (C-V2X)

Record Details Similar Records

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Chetlur Ravi, V. V. (2020). Stochastic Geometry for Vehicular Networks. (Doctoral Dissertation). Virginia Tech. Retrieved from http://hdl.handle.net/10919/99954

Chicago Manual of Style (16^{th} Edition):

Chetlur Ravi, Vishnu Vardhan. “Stochastic Geometry for Vehicular Networks.” 2020. Doctoral Dissertation, Virginia Tech. Accessed October 29, 2020. http://hdl.handle.net/10919/99954.

MLA Handbook (7^{th} Edition):

Chetlur Ravi, Vishnu Vardhan. “Stochastic Geometry for Vehicular Networks.” 2020. Web. 29 Oct 2020.

Vancouver:

Chetlur Ravi VV. Stochastic Geometry for Vehicular Networks. [Internet] [Doctoral dissertation]. Virginia Tech; 2020. [cited 2020 Oct 29]. Available from: http://hdl.handle.net/10919/99954.

Council of Science Editors:

Chetlur Ravi VV. Stochastic Geometry for Vehicular Networks. [Doctoral Dissertation]. Virginia Tech; 2020. Available from: http://hdl.handle.net/10919/99954

University of Michigan

16.
Steiner, Richard Paul.
A Counting *Process* Approach To The *Cox* Proportional Hazards Regression Model With Covariate Errors (survival, Martingale).

Degree: PhD, Biostatistics, 1985, University of Michigan

URL: http://hdl.handle.net/2027.42/127727

► The *Cox* (1972) regression model was a major advancement in the analysis of survival data because it is nonparametric (with respect to the hazard function),…
(more)

Subjects/Keywords: Approach; Counting; Covariate; Cox; Errors; Hazards; Martingale; Model; Process; Proportional; Regression; Survival

Record Details Similar Records

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Steiner, R. P. (1985). A Counting Process Approach To The Cox Proportional Hazards Regression Model With Covariate Errors (survival, Martingale). (Doctoral Dissertation). University of Michigan. Retrieved from http://hdl.handle.net/2027.42/127727

Chicago Manual of Style (16^{th} Edition):

Steiner, Richard Paul. “A Counting Process Approach To The Cox Proportional Hazards Regression Model With Covariate Errors (survival, Martingale).” 1985. Doctoral Dissertation, University of Michigan. Accessed October 29, 2020. http://hdl.handle.net/2027.42/127727.

MLA Handbook (7^{th} Edition):

Steiner, Richard Paul. “A Counting Process Approach To The Cox Proportional Hazards Regression Model With Covariate Errors (survival, Martingale).” 1985. Web. 29 Oct 2020.

Vancouver:

Steiner RP. A Counting Process Approach To The Cox Proportional Hazards Regression Model With Covariate Errors (survival, Martingale). [Internet] [Doctoral dissertation]. University of Michigan; 1985. [cited 2020 Oct 29]. Available from: http://hdl.handle.net/2027.42/127727.

Council of Science Editors:

Steiner RP. A Counting Process Approach To The Cox Proportional Hazards Regression Model With Covariate Errors (survival, Martingale). [Doctoral Dissertation]. University of Michigan; 1985. Available from: http://hdl.handle.net/2027.42/127727

Georgia State University

17. Zhao, Meng. Treatment Comparison in Biomedical Studies Using Survival Function.

Degree: PhD, Mathematics and Statistics, 2011, Georgia State University

URL: https://scholarworks.gsu.edu/math_diss/4

► In the dissertation, we study the statistical evaluation of treatment comparisons by evaluating the relative comparison of survival experiences between two treatment groups. We…
(more)

Subjects/Keywords: Additive risk model; Attributive fraction function; Censoring; Confidence band; Counting Process; Cox Regression; Empirical likelihood; Martingale; Odds ratio; Ratio; Right censored data; Survival function

Record Details Similar Records

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Zhao, M. (2011). Treatment Comparison in Biomedical Studies Using Survival Function. (Doctoral Dissertation). Georgia State University. Retrieved from https://scholarworks.gsu.edu/math_diss/4

Chicago Manual of Style (16^{th} Edition):

Zhao, Meng. “Treatment Comparison in Biomedical Studies Using Survival Function.” 2011. Doctoral Dissertation, Georgia State University. Accessed October 29, 2020. https://scholarworks.gsu.edu/math_diss/4.

MLA Handbook (7^{th} Edition):

Zhao, Meng. “Treatment Comparison in Biomedical Studies Using Survival Function.” 2011. Web. 29 Oct 2020.

Vancouver:

Zhao M. Treatment Comparison in Biomedical Studies Using Survival Function. [Internet] [Doctoral dissertation]. Georgia State University; 2011. [cited 2020 Oct 29]. Available from: https://scholarworks.gsu.edu/math_diss/4.

Council of Science Editors:

Zhao M. Treatment Comparison in Biomedical Studies Using Survival Function. [Doctoral Dissertation]. Georgia State University; 2011. Available from: https://scholarworks.gsu.edu/math_diss/4

18. Leininger, Thomas Jeffrey. Bayesian Analysis of Spatial Point Patterns .

Degree: 2014, Duke University

URL: http://hdl.handle.net/10161/8730

► We explore the posterior inference available for Bayesian spatial point *process* models. In the literature, discussion of such models is usually focused on model…
(more)

Subjects/Keywords: Statistics; cross-validation; Gibbs process; Log-Gaussian Cox process; model selection; point pattern residuals; Poisson process

…LGCP
Log-Gaussian *Cox* *process*
MCMC
Markov chain Monte Carlo
MLE
Maximum likelihood… …Shot noise *Cox* *process*
xv
Acknowledgements
First, I would like to thank my advisor, Alan… …more useful, point processes. For example, a *Cox* *process* results
by taking the inhomogeneous… …under each type of data-generating *process*, with E[n] ≈ 100.
4.4
110
Number of… …data-generating *process*, with E[n] ≈ 1000. 111
ix
List of Figures
1.1
Examples…

Record Details Similar Records

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Leininger, T. J. (2014). Bayesian Analysis of Spatial Point Patterns . (Thesis). Duke University. Retrieved from http://hdl.handle.net/10161/8730

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Leininger, Thomas Jeffrey. “Bayesian Analysis of Spatial Point Patterns .” 2014. Thesis, Duke University. Accessed October 29, 2020. http://hdl.handle.net/10161/8730.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Leininger, Thomas Jeffrey. “Bayesian Analysis of Spatial Point Patterns .” 2014. Web. 29 Oct 2020.

Vancouver:

Leininger TJ. Bayesian Analysis of Spatial Point Patterns . [Internet] [Thesis]. Duke University; 2014. [cited 2020 Oct 29]. Available from: http://hdl.handle.net/10161/8730.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Leininger TJ. Bayesian Analysis of Spatial Point Patterns . [Thesis]. Duke University; 2014. Available from: http://hdl.handle.net/10161/8730

Not specified: Masters Thesis or Doctoral Dissertation

University of Helsinki

19.
Niemi, Aki.
RACS driven *Cox* *process* and its application to forest regeneration monitoring.

Degree: Mathematics and Statistics (Matematik och statistik, Institutionen för (Statsvetenskapliga fakulteten), 2003, University of Helsinki

URL: http://hdl.handle.net/10138/10257

►

Statistical methodology for forest regeneration monitoring is presented. The objectives are to construct spatial point *process* models for saplings, and to develop theory for model-based…
(more)

Subjects/Keywords: spatial point process; random closed set; RACS driven Cox process; spatial sampling; covariance function; forest regeneration; spatial point process; random closed set; RACS driven Cox process; spatial sampling; covariance function; forest regeneration

Record Details Similar Records

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Niemi, A. (2003). RACS driven Cox process and its application to forest regeneration monitoring. (Thesis). University of Helsinki. Retrieved from http://hdl.handle.net/10138/10257

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Niemi, Aki. “RACS driven Cox process and its application to forest regeneration monitoring.” 2003. Thesis, University of Helsinki. Accessed October 29, 2020. http://hdl.handle.net/10138/10257.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Niemi, Aki. “RACS driven Cox process and its application to forest regeneration monitoring.” 2003. Web. 29 Oct 2020.

Vancouver:

Niemi A. RACS driven Cox process and its application to forest regeneration monitoring. [Internet] [Thesis]. University of Helsinki; 2003. [cited 2020 Oct 29]. Available from: http://hdl.handle.net/10138/10257.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Niemi A. RACS driven Cox process and its application to forest regeneration monitoring. [Thesis]. University of Helsinki; 2003. Available from: http://hdl.handle.net/10138/10257

Not specified: Masters Thesis or Doctoral Dissertation

20. Boruvka, Audrey. Semiparametric Methods for the Analysis of Progression-Related Endpoints.

Degree: 2013, University of Waterloo

URL: http://hdl.handle.net/10012/7553

► Use of progression-free survival in the evaluation of clinical interventions is hampered by a variety of issues, including censoring patterns not addressed in the usual…
(more)

Subjects/Keywords: semiparametric maximum likelihood; interval censoring; progression-free survival; Cox model; illness-death process

…statistical framework. Section 1.1
describes the general approach to specifying counting *process*… …events arising from some underlying stochastic *process*.
These events typically coincide with… …*process* terminates once the individual reaches a
state that is impossible to leave, an event… …*process* N = {N(t) ∶ t ∈ T} defined on
a probability space (Ω, F, P)… …Fτ . Any stochastic *process* X is trivially adapted to its history
{Xt }, Xt…

Record Details Similar Records

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Boruvka, A. (2013). Semiparametric Methods for the Analysis of Progression-Related Endpoints. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/7553

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Boruvka, Audrey. “Semiparametric Methods for the Analysis of Progression-Related Endpoints.” 2013. Thesis, University of Waterloo. Accessed October 29, 2020. http://hdl.handle.net/10012/7553.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Boruvka, Audrey. “Semiparametric Methods for the Analysis of Progression-Related Endpoints.” 2013. Web. 29 Oct 2020.

Vancouver:

Boruvka A. Semiparametric Methods for the Analysis of Progression-Related Endpoints. [Internet] [Thesis]. University of Waterloo; 2013. [cited 2020 Oct 29]. Available from: http://hdl.handle.net/10012/7553.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Boruvka A. Semiparametric Methods for the Analysis of Progression-Related Endpoints. [Thesis]. University of Waterloo; 2013. Available from: http://hdl.handle.net/10012/7553

Not specified: Masters Thesis or Doctoral Dissertation

21. Liu, Jia. Heterogeneous Sensor Data based Online Quality Assurance for Advanced Manufacturing using Spatiotemporal Modeling.

Degree: PhD, Industrial and Systems Engineering, 2017, Virginia Tech

URL: http://hdl.handle.net/10919/78722

► Online quality assurance is crucial for elevating product quality and boosting *process* productivity in advanced manufacturing. However, the inherent complexity of advanced manufacturing, including nonlinear…
(more)

Subjects/Keywords: Recurrent hierarchical Dirichlet process; online process monitoring; spatial Dirichlet process; statistical control scheme; wafer profiles modeling; augmented point pattern; augmented spatiotemporal log Gaussian Cox process; porosity prediction

…92
5.2.1
Introduction to spatiotemporal log Gaussian *Cox* *process* (ST-LGCP)… …95
5.2.3
Augmented spatiotemporal log Gaussian *Cox* *process* (AST-LGCP)… …96
5.2.4
Discretization of augmented spatiotemporal log Gaussian *Cox* *process* (AST… …10
Figure 2-5 Overall methodology of augmented spatiotemporal log Gaussian *Cox* *process* for… …augmented
spatiotemporal log Gaussian *Cox* *process* is detailed in Chapter 5, constituting a…

Record Details Similar Records

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Liu, J. (2017). Heterogeneous Sensor Data based Online Quality Assurance for Advanced Manufacturing using Spatiotemporal Modeling. (Doctoral Dissertation). Virginia Tech. Retrieved from http://hdl.handle.net/10919/78722

Chicago Manual of Style (16^{th} Edition):

Liu, Jia. “Heterogeneous Sensor Data based Online Quality Assurance for Advanced Manufacturing using Spatiotemporal Modeling.” 2017. Doctoral Dissertation, Virginia Tech. Accessed October 29, 2020. http://hdl.handle.net/10919/78722.

MLA Handbook (7^{th} Edition):

Liu, Jia. “Heterogeneous Sensor Data based Online Quality Assurance for Advanced Manufacturing using Spatiotemporal Modeling.” 2017. Web. 29 Oct 2020.

Vancouver:

Liu J. Heterogeneous Sensor Data based Online Quality Assurance for Advanced Manufacturing using Spatiotemporal Modeling. [Internet] [Doctoral dissertation]. Virginia Tech; 2017. [cited 2020 Oct 29]. Available from: http://hdl.handle.net/10919/78722.

Council of Science Editors:

Liu J. Heterogeneous Sensor Data based Online Quality Assurance for Advanced Manufacturing using Spatiotemporal Modeling. [Doctoral Dissertation]. Virginia Tech; 2017. Available from: http://hdl.handle.net/10919/78722

Penn State University

22. Otero, Karina Vanesa. On Econometrics with Flexible Assumptions for Asset Pricing and Discrete Choice Models.

Degree: 2016, Penn State University

URL: https://submit-etda.libraries.psu.edu/catalog/b8515n370

► Chapter 1 proposes a new approach to estimate general stationary diffusion processes that describe the evolution of unobserved arrival rates of credit events on sovereign…
(more)

Subjects/Keywords: Intensity of default; Sovereign bonds; Eﬃcient Method of Moments (EMM); Semi-nonparametric (SNP) econometrics; Hermite; Latent variables; Estimation of stochastic diﬀerential equations; Estimation of diﬀusions; Asset pricing; Numerical methods for partial diﬀerential equations; Credit risk; Cox process; Credit derivatives; Credit Default Swaps (CDS); Nonparametric identiﬁcation; dynamic multinomial choice games; Dynamic Markov game; Markov decision processes; Multiple choice models; Econometric Identiﬁcation; Incomplete information; Dynamic discrete choice; Discrete decision process; Decision model.; Dynamic multinomial choice games; Decision model

Record Details Similar Records

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Otero, K. V. (2016). On Econometrics with Flexible Assumptions for Asset Pricing and Discrete Choice Models. (Thesis). Penn State University. Retrieved from https://submit-etda.libraries.psu.edu/catalog/b8515n370

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Otero, Karina Vanesa. “On Econometrics with Flexible Assumptions for Asset Pricing and Discrete Choice Models.” 2016. Thesis, Penn State University. Accessed October 29, 2020. https://submit-etda.libraries.psu.edu/catalog/b8515n370.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Otero, Karina Vanesa. “On Econometrics with Flexible Assumptions for Asset Pricing and Discrete Choice Models.” 2016. Web. 29 Oct 2020.

Vancouver:

Otero KV. On Econometrics with Flexible Assumptions for Asset Pricing and Discrete Choice Models. [Internet] [Thesis]. Penn State University; 2016. [cited 2020 Oct 29]. Available from: https://submit-etda.libraries.psu.edu/catalog/b8515n370.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Otero KV. On Econometrics with Flexible Assumptions for Asset Pricing and Discrete Choice Models. [Thesis]. Penn State University; 2016. Available from: https://submit-etda.libraries.psu.edu/catalog/b8515n370

Not specified: Masters Thesis or Doctoral Dissertation

23. Kong, Shengchun. New Statistical Issues for Censored Survival Data: High-Dimensionality and Censored Covariate.

Degree: PhD, Biostatistics, 2014, University of Michigan

URL: http://hdl.handle.net/2027.42/108930

► Censored survival data arise commonly in many areas including epidemiology, engineering and sociology. In this dissertation, we explore several emerging statistical issues for censored survival…
(more)

Subjects/Keywords: Cox Regression, Finite Sample, Lasso, Oracle Inequality, Variable Selection; Accelerate Failure Time Model; Censored Covariate; Empirical Process; Generalized Linear Models; Pseudo-likelihood Estimation.; Mixed Effects Model; Cox Regression; Empirical Process; Pseudo-maximum Likelihood Estimation; Public Health; Statistics and Numeric Data; Health Sciences; Science

…we consider finite sample properties of the regularized high-dimensional
*Cox* regression via… …asymptotic oracle inequalities for the lasso penalized *Cox* regression, using pointwise arguments to… …different setups.
1.1
High-dimensional *Cox* Regression via LASSO
Since it was introduced by… …For censored survival data, the *Cox* regression
model is the most widely used method and is… …*Cox* model are extremely
difficult, mainly due to lacking independent and identically…

Record Details Similar Records

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Kong, S. (2014). New Statistical Issues for Censored Survival Data: High-Dimensionality and Censored Covariate. (Doctoral Dissertation). University of Michigan. Retrieved from http://hdl.handle.net/2027.42/108930

Chicago Manual of Style (16^{th} Edition):

Kong, Shengchun. “New Statistical Issues for Censored Survival Data: High-Dimensionality and Censored Covariate.” 2014. Doctoral Dissertation, University of Michigan. Accessed October 29, 2020. http://hdl.handle.net/2027.42/108930.

MLA Handbook (7^{th} Edition):

Kong, Shengchun. “New Statistical Issues for Censored Survival Data: High-Dimensionality and Censored Covariate.” 2014. Web. 29 Oct 2020.

Vancouver:

Kong S. New Statistical Issues for Censored Survival Data: High-Dimensionality and Censored Covariate. [Internet] [Doctoral dissertation]. University of Michigan; 2014. [cited 2020 Oct 29]. Available from: http://hdl.handle.net/2027.42/108930.

Council of Science Editors:

Kong S. New Statistical Issues for Censored Survival Data: High-Dimensionality and Censored Covariate. [Doctoral Dissertation]. University of Michigan; 2014. Available from: http://hdl.handle.net/2027.42/108930

University of St Andrews

24. Wang, Wen-Kai. Application of stochastic differential games and real option theory in environmental economics.

Degree: PhD, 2009, University of St Andrews

URL: http://hdl.handle.net/10023/893

► This thesis presents several problems based on papers written jointly by the author and Dr. Christian-Oliver Ewald. Firstly, the author extends the model presented by…
(more)

Subjects/Keywords: 333; Differential games; Real options; Stochastic optimal control; Public goods; Fisheries; Maximum sustainable yields; Cox-Ross-Ingersoll process; Environmental economics; HD75.5W26; Environmental economics – Mathematical model; Real options (Finance) – Mathematical models; Differential games; Stochastic processes; Fisheries – Economic aspects – Mathematical models

Record Details Similar Records

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Wang, W. (2009). Application of stochastic differential games and real option theory in environmental economics. (Doctoral Dissertation). University of St Andrews. Retrieved from http://hdl.handle.net/10023/893

Chicago Manual of Style (16^{th} Edition):

Wang, Wen-Kai. “Application of stochastic differential games and real option theory in environmental economics.” 2009. Doctoral Dissertation, University of St Andrews. Accessed October 29, 2020. http://hdl.handle.net/10023/893.

MLA Handbook (7^{th} Edition):

Wang, Wen-Kai. “Application of stochastic differential games and real option theory in environmental economics.” 2009. Web. 29 Oct 2020.

Vancouver:

Wang W. Application of stochastic differential games and real option theory in environmental economics. [Internet] [Doctoral dissertation]. University of St Andrews; 2009. [cited 2020 Oct 29]. Available from: http://hdl.handle.net/10023/893.

Council of Science Editors:

Wang W. Application of stochastic differential games and real option theory in environmental economics. [Doctoral Dissertation]. University of St Andrews; 2009. Available from: http://hdl.handle.net/10023/893