Global ETD Search

211	On New Constructive Tools in Bayesian Nonparametric Inference Al Labadi, Luai January 2012 (has links) The Bayesian nonparametric inference requires the construction of priors on infinite dimensional spaces such as the space of cumulative distribution functions and the space of cumulative hazard functions. Well-known priors on the space of cumulative distribution functions are the Dirichlet process, the two-parameter Poisson-Dirichlet process and the beta-Stacy process. On the other hand, the beta process is a popular prior on the space of cumulative hazard functions. This thesis is divided into three parts. In the first part, we tackle the problem of sampling from the above mentioned processes. Sampling from these processes plays a crucial role in many applications in Bayesian nonparametric inference. However, having exact samples from these processes is impossible. The existing algorithms are either slow or very complex and may be difficult to apply for many users. We derive new approximation techniques for simulating the above processes. These new approximations provide simple, yet efficient, procedures for simulating these important processes. We compare the efficiency of the new approximations to several other well-known approximations and demonstrate a significant improvement. In the second part, we develop explicit expressions for calculating the Kolmogorov, Levy and Cramer-von Mises distances between the Dirichlet process and its base measure. The derived expressions of each distance are used to select the concentration parameter of a Dirichlet process. We also propose a Bayesain goodness of fit test for simple and composite hypotheses for non-censored and censored observations. Illustrative examples and simulation results are included. Finally, we describe the relationship between the frequentist and Bayesian nonparametric statistics. We show that, when the concentration parameter is large, the two-parameter Poisson-Dirichlet process and its corresponding quantile process share many asymptotic pr operties with the frequentist empirical process and the frequentist quantile process. Some of these properties are the functional central limit theorem, the strong law of large numbers and the Glivenko-Cantelli theorem. Dirichlet process Nonparametric Bayesian inference Ferguson and Klass Representation Brownian bridge Quantile process Weak convergence Simulation Gamma process Levy measure Stick-breaking representation Stable law process Two-parameter Poisson-Dirichlet process Beta-Stacy process Goodness of fit test Kolmogorov distance Wolpert and Iskstadt representation Cramer-von Mises distance Levy distance Beta process
212	Tests d'adéquation basés sur la fonction caractéristique / Goodness of fit tests based on the characteristic function Marchina, Bastien 12 December 2011 (has links) Cette thèse est consacré aux tests d'adéquation basés sur la fonction caractéristique. Nous débutons en présentant et en complétant les résultats probabilistes nécessaires à la construction de statistiques de test prenant la fonction caractéristique et son pendant la fonction caractéristique empirique comme représentations respectives des lois de référence et de la loi inconnue de l'échantillon de vecteurs aléatoires à tester. Nous poursuivons le travail en faisant la revue et en classant les tests basés sur la fonction caractéristique existants. Nous élaborons ensuite une classe de statistiques de test s'appuyant sur le calcul d'une distance intégrale. Le cas de la distance L2 est étudié plus à fond, car nous avons pu établir des résultats asymptotiques dans ce dernier cas. Ceux-ci font intervenir les éléments propres inconnus d'un opérateur intégral. Nous présentons, puis utilisons, une méthode d'approximation spectrale basée sur une projection de l'opérateur sur une base orthonormée.Finalement, nous construisons une nouvelle classe de tests appartenant au paradigme des tests lisses de Neyman. L'étude précédente nous permet de simplifier considérablement la construction de ces tests, dont différentes versions sont proposées tant pour le test d'une hypothèse simple que pour le test d'une hypothèse composite. / This PhD thesis consists in building goodness-of-fit tests using the characteristic function (CF) as a prefered representation for the probability laws involved.We start with listing and improving results in probability theory necessary to build test statistics using the characteristic function and its conterpart the empirical characteristic function.We list and classify existing characteristic function based goodness-of-fit tests published by varions authors since 1977.Then, we build a class of tests based on integral metrics. We take particular attention to the case where the statistics are build using a L2 distance. More specifically, we give asymptotic results in this case. However, these results reveal the need for information on the unknown eigenelements of an integral operator. Thus, we present and implement an approximation method using a sequence of projections on orthonormal bases ofan hilbertian functional space.Finally, we will build another class of tests using the Neyman smooth test paradigm. This study is based on our previous results, that fit well into the construction of characteristic function based smooth tests. We give various applications, presenting tests for both a simple hypothesis and a composite hypothesis. Tests d'adéquation Processus aléatoires Approximation spectrale d'opérateurs Tests lisses Goodness of fit tests Stochastic processes Smooth tests
213	Application Of The Empirical Likelihood Method In Proportional Hazards Model He, Bin 01 January 2006 (has links) In survival analysis, proportional hazards model is the most commonly used and the Cox model is the most popular. These models are developed to facilitate statistical analysis frequently encountered in medical research or reliability studies. In analyzing real data sets, checking the validity of the model assumptions is a key component. However, the presence of complicated types of censoring such as double censoring and partly interval-censoring in survival data makes model assessment difficult, and the existing tests for goodness-of-fit do not have direct extension to these complicated types of censored data. In this work, we use empirical likelihood (Owen, 1988) approach to construct goodness-of-fit test and provide estimates for the Cox model with various types of censored data. Specifically, the problems under consideration are the two-sample Cox model and stratified Cox model with right censored data, doubly censored data and partly interval-censored data. Related computational issues are discussed, and some simulation results are presented. The procedures developed in the work are applied to several real data sets with some discussion. Dissertations Academic -- Sciences Sciences -- Dissertations Academic Statistical hypothesis testing Survival analysis (Biometry) Bootstrap Confidence interval Cox model Doubly censored data Empirical likelihood function Goodness of fit test Maximum likelihood Partly interval censored data Proportional hazards model Right censored data Survival analysis Mathematics
214	An Analysis of Race and Gender in Select Choice Programs Within Brevard County Public Schools Doaks, Synthia 01 January 2014 (has links) The focus of this research was to compare the student membership population proportions, by race and gender, of Brevard County Public School students with the actual participation in select choice programs offered to Brevard County public high school students. This study was based on an analysis of the scores of 1,152 eighth-grade students who received a score of 4 or 5 on the 2008 Florida Comprehensive Assessment Test (FCAT) mathematics and a score of 4 or 5 on the 2008 Florida Comprehensive Assessment Test (FCAT) reading and their participation in high school advanced academic courses. The advanced academic choice programs selected for this study consisted of the four Florida articulated accelerated college credit seeking programs: Advanced Placement (AP), Dual-Enrollment (DE), International Baccalaureate (IB) Diploma Programme, and the Cambridge Advanced International Certificate of Education (AICE). The proportion comparison consisted of student membership data and eighth-grade FCAT scores from 2007-2008 and the student membership data and high school course load data from the 2008-2009, 2009-2010, 2010-2011, and 2011-2012 academic school years. Chi-square goodness-of-fit tests were run to analyze the proportions by race and gender of the sample groups and student membership populations. For each respective year involved in this study, there was a statistically significant difference in the race and gender proportions of the samples and the student membership populations. Advanced placement aice ap brevard brevard public county schools central florida choice chi square goodness of fit dual enrollment expectancy theory florida gender ib public school choice proportion comparison proportions race vroom victor vroom Education Educational Leadership
215	Univariate and Bivariate ACD Models for High-Frequency Data Based on Birnbaum-Saunders and Related Distributions Tan, Tao 22 November 2018 (has links) This thesis proposes a new class of bivariate autoregressive conditional median duration models for matched high-frequency data and develops some inferential methods for an existing univariate model as well as the bivariate models introduced here to facilitate model fitting and forecasting. During the last two decades, the autoregressive conditional mean duration (ACD) model has been playing a dominant role in analyzing irregularly spaced high-frequency financial data. Univariate ACD models have been extensively discussed in the literature. However, some major challenges remain. The existing ACD models do not provide a good distributional fit to financial durations, which are right-skewed and often exhibit unimodal hazard rates. Birnbaum-Saunders (BS) distribution is capable of modeling a wide variety of positively skewed data. Median is not only a robust measure of central tendency, but also a natural scale parameter of the BS distribution. A class of conditional median duration models, the BS-ACD and the scale-mixture BS ACD models based on the BS, BS power-exponential and Student-t BS (BSt) distributions, have been suggested in the literature to improve the quality of the model fit. The BSt-ACD model is more flexible than the BS-ACD model in terms of kurtosis and skewness. In Chapter 2, we develop the maximum likelihood estimation method for the BSt-ACD model. The estimation is performed by utilizing a hybrid of optimization algorithms. The performance of the estimates is then examined through an extensive Monte Carlo simulation study. We also carry out model discrimination using both likelihood-based method and information-based criterion. Applications to real trade durations and comparison with existing alternatives are then made. The bivariate version of the ACD model has not received attention due to non-synchronicity. Although some bivariate generalizations of the ACD model have been introduced, they do not possess enough flexibility in modeling durations since they are conditional mean-based and do not account for non-monotonic hazard rates. Recently, the bivariate BS (BVBS) distribution has been developed with many desirable properties and characteristics. It allows for unimodal shapes of marginal hazard functions. In Chapter 3, upon using this bivariate BS distribution, we propose the BVBS-ACD model as a natural bivariate extension of the BS-ACD model. It enables us to jointly analyze matched duration series, and also capture the dependence between the two series. The maximum likelihood estimation of the model parameters and associated inferential methods have been developed. A Monte Carlo simulation study is then carried out to examine the performance of the proposed inferential methods. The goodness-of-fit and predictive performance of the model are also discussed. A real bivariate duration data analysis is provided to illustrate the developed methodology. The bivariate Student-t BS (BVBSt) distribution has been introduced in the literature as a robust extension of the BVBS distribution. It provides greater flexibility in terms of the kurtosis and skewness through the inclusion of an additional shape parameter. In Chapter 4, we propose the BVBSt-ACD model as a natural extension of the BSt-ACD model to the bivariate case. We then discuss the maximum likelihood estimation of the model parameters. A simulation study is carried out to investigate the performance of these estimators. Model discrimination is then done by using information-based criterion. Methods for evaluating the goodness-of-fit and predictive ability of the model are also discussed. A simulated data example is used to illustrate the proposed model as compared to the BVBS-ACD model. Finally, in Chapter 5, some concluding comments are made and also some problems for future research are mentioned. / Thesis / Master of Science (MSc) High-frequency financial data Conditional quantile duration Student-t Birnbaum-Saunders distribution Bivariate Birnbaum-Saunders distribution Maximum likelihood estimation Nelder-Mead algorithm BFGS method Monte Carlo simulation Density forecast Goodness-of-fit Model discrimination Information-based criterion
216	CURE RATE AND DESTRUCTIVE CURE RATE MODELS UNDER PROPORTIONAL ODDS LIFETIME DISTRIBUTIONS FENG, TIAN January 2019 (has links) Cure rate models, introduced by Boag (1949), are very commonly used while modelling lifetime data involving long time survivors. Applications of cure rate models can be seen in biomedical science, industrial reliability, finance, manufacturing, demography and criminology. In this thesis, cure rate models are discussed under a competing cause scenario, with the assumption of proportional odds (PO) lifetime distributions for the susceptibles, and statistical inferential methods are then developed based on right-censored data. In Chapter 2, a flexible cure rate model is discussed by assuming the number of competing causes for the event of interest following the Conway-Maxwell (COM) Poisson distribution, and their corresponding lifetimes of non-cured or susceptible individuals can be described by PO model. This provides a natural extension of the work of Gu et al. (2011) who had considered a geometric number of competing causes. Under right censoring, maximum likelihood estimators (MLEs) are obtained by the use of expectation-maximization (EM) algorithm. An extensive Monte Carlo simulation study is carried out for various scenarios, and model discrimination between some well-known cure models like geometric, Poisson and Bernoulli is also examined. The goodness-of-fit and model diagnostics of the model are also discussed. A cutaneous melanoma dataset example is used to illustrate the models as well as the inferential methods. Next, in Chapter 3, the destructive cure rate models, introduced by Rodrigues et al. (2011), are discussed under the PO assumption. Here, the initial number of competing causes is modelled by a weighted Poisson distribution with special focus on exponentially weighted Poisson, length-biased Poisson and negative binomial distributions. Then, a damage distribution is introduced for the number of initial causes which do not get destroyed. An EM-type algorithm for computing the MLEs is developed. An extensive simulation study is carried out for various scenarios, and model discrimination between the three weighted Poisson distributions is also examined. All the models and methods of estimation are evaluated through a simulation study. A cutaneous melanoma dataset example is used to illustrate the models as well as the inferential methods. In Chapter 4, frailty cure rate models are discussed under a gamma frailty wherein the initial number of competing causes is described by a Conway-Maxwell (COM) Poisson distribution in which the lifetimes of non-cured individuals can be described by PO model. The detailed steps of the EM algorithm are then developed for this model and an extensive simulation study is carried out to evaluate the performance of the proposed model and the estimation method. A cutaneous melanoma dataset as well as a simulated data are used for illustrative purposes. Finally, Chapter 5 outlines the work carried out in the thesis and also suggests some problems of further research interest. / Thesis / Doctor of Philosophy (PhD) Cure rate models Mixture model Long-term survivors COM-Poisson distribution Weighted Poisson distribution EM algorithm Right censoring Non-informative censoring Profile likelihood Asymptotic variances and covariances Maximum likelihood estimation Likelihood-ratio test Exponential distribution Proportional odds model Weibull distribution Log-logistic distribution Gamma distribution Mixture of chi-square Akaike Information Criterion (AIC) Bayesian Information Criterion (BIC) Model discrimination Monte Carlo simulations Goodness-of-fit test Cutaneous melanoma
217	Les modèles de régression dynamique et leurs applications en analyse de survie et fiabilité / Dynamic regression models and their applications in survival and reliability analysis Tran, Xuan Quang 26 September 2014 (has links) Cette thèse a été conçu pour explorer les modèles dynamiques de régression, d’évaluer les inférences statistiques pour l’analyse des données de survie et de fiabilité. Ces modèles de régression dynamiques que nous avons considérés, y compris le modèle des hasards proportionnels paramétriques et celui de la vie accélérée avec les variables qui peut-être dépendent du temps. Nous avons discuté des problèmes suivants dans cette thèse.Nous avons présenté tout d’abord une statistique de test du chi-deux généraliséeY2nquiest adaptative pour les données de survie et fiabilité en présence de trois cas, complètes,censurées à droite et censurées à droite avec les covariables. Nous avons présenté en détailla forme pratique deY2nstatistique en analyse des données de survie. Ensuite, nous avons considéré deux modèles paramétriques très flexibles, d’évaluer les significations statistiques pour ces modèles proposées en utilisantY2nstatistique. Ces modèles incluent du modèle de vie accélérés (AFT) et celui de hasards proportionnels (PH) basés sur la distribution de Hypertabastic. Ces deux modèles sont proposés pour étudier la distribution de l’analyse de la duré de survie en comparaison avec d’autre modèles paramétriques. Nous avons validé ces modèles paramétriques en utilisantY2n. Les études de simulation ont été conçus.Dans le dernier chapitre, nous avons proposé les applications de ces modèles paramétriques à trois données de bio-médicale. Le premier a été fait les données étendues des temps de rémission des patients de leucémie aiguë qui ont été proposées par Freireich et al. sur la comparaison de deux groupes de traitement avec des informations supplémentaires sur les log du blanc du nombre de globules. Elle a montré que le modèle Hypertabastic AFT est un modèle précis pour ces données. Le second a été fait sur l’étude de tumeur cérébrale avec les patients de gliome malin, ont été proposées par Sauerbrei & Schumacher. Elle a montré que le meilleur modèle est Hypertabastic PH à l’ajout de cinq variables de signification. La troisième demande a été faite sur les données de Semenova & Bitukov, à concernant les patients de myélome multiple. Nous n’avons pas proposé un modèle exactement pour ces données. En raison de cela était les intersections de temps de survie.Par conséquent, nous vous conseillons d’utiliser un autre modèle dynamique que le modèle de la Simple Cross-Effect à installer ces données. / This thesis was designed to explore the dynamic regression models, assessing the sta-tistical inference for the survival and reliability data analysis. These dynamic regressionmodels that we have been considered including the parametric proportional hazards andaccelerated failure time models contain the possibly time-dependent covariates. We dis-cussed the following problems in this thesis.At first, we presented a generalized chi-squared test statisticsY2nthat is a convenient tofit the survival and reliability data analysis in presence of three cases: complete, censoredand censored with covariates. We described in detail the theory and the mechanism to usedofY2ntest statistic in the survival and reliability data analysis. Next, we considered theflexible parametric models, evaluating the statistical significance of them by usingY2nandlog-likelihood test statistics. These parametric models include the accelerated failure time(AFT) and a proportional hazards (PH) models based on the Hypertabastic distribution.These two models are proposed to investigate the distribution of the survival and reliabilitydata in comparison with some other parametric models. The simulation studies were de-signed, to demonstrate the asymptotically normally distributed of the maximum likelihood estimators of Hypertabastic’s parameter, to validate of the asymptotically property of Y2n test statistic for Hypertabastic distribution when the right censoring probability equal 0% and 20%.n the last chapter, we applied those two parametric models above to three scenes ofthe real-life data. The first one was done the data set given by Freireich et al. on thecomparison of two treatment groups with additional information about log white blood cellcount, to test the ability of a therapy to prolong the remission times of the acute leukemiapatients. It showed that Hypertabastic AFT model is an accurate model for this dataset.The second one was done on the brain tumour study with malignant glioma patients, givenby Sauerbrei & Schumacher. It showed that the best model is Hypertabastic PH onadding five significance covariates. The third application was done on the data set given by Semenova & Bitukov on the survival times of the multiple myeloma patients. We did not propose an exactly model for this dataset. Because of that was an existing oneintersection of survival times. We, therefore, suggest fitting other dynamic model as SimpleCross-Effect model for this dataset. Analyse de survie Covariables Modèle de Cox Modèle des hasards proportionnels Modèles de survie de Hypertabastic Modèles des paramétriques flexibles Modèle de régression dynamique Modèle de vie accélérée Cancer de leucémie Cancer de gliome malin Cancer de myélome multiple Test d’ajustement Accelerated Failure Time model Covariates Cox model Dynamic regression models Flexible parametric models Generalized Chi-squared statistic Goodness-of-fit tests Hypertabastic survival models Leukemia cancer Malignant glioma cance Multiple Myeloma cancer Proportional Hazards models Survival data analysis
218	Managing Intellectual Property and Licensing: A Study on Cooperative Research Centres Sheen, Peter Bernard January 2005 (has links) This thesis examines the perceived importance by two-tiered management of Cooperative Research Centres (CRCs) for managing a range of intellectual property issues. Fifty survey items are presented to the executive directors and commercialization managers of 62 CRCs. The survey items are categorized under four themes: relationships with collaborators, project management; design and implementation of agreements; and specific licensing issues. An analysis of the data, using a series of independent samples t-tests, repeated measures t-tests, chi-square tests for independence or relatedness and goodness of fit, shows a range of results. There are significant differences between executive directors and commercialization managers on a number of issues. There are particular emphases or trends about certain issues for the whole sample of managers. These findings are compared with text analyses of 23 CRC strategic planning documents. This is done in order to explore any similarity, difference or nuance between what the managers say in response to the survey items, compared with what is stated in the codified policies of the CRCs. While there is a high degree of consistency among certain themes between the two sets of findings, the overall analysis points to the need for the CRCs to have a better understanding and practice of commercialization opportunities, especially through the involvement of third party commercial interests. It is argued that accommodating third party commercialization interests involves the application of an important knowledge economy principle that has an important bearing on the future economic viability and competitiveness of the CRCs. Chief executive officer Chi-square test for goodness of fit Collaboration Commercializable intellectual assets Commercialization Commercialization manager Competitive advantage Cooperation Cooperative Research Centres Executive directors Human capital Independent samples t-test Intangible assets Internet Innovation Intellectual property Issues Know-how Knowledge economy Knowledge management Licensing Managers Managerial know-how Mann-Whitney test Patenting Project Management Relationships Repeated measures t-test Research and development Supporting intellectual assets Text analysis Third party licensing
219	Extremes of log-correlated random fields and the Riemann zeta function, and some asymptotic results for various estimators in statistics Ouimet, Frédéric 05 1900 (has links) No description available. extreme value theory Gaussian free field branching random walk inhomogeneous environment Riemann zeta function Gibbs measure Ghirlanda-Guerra identities ultrametricity large deviations asymptotic statistics complete monotonicity multinomial probabilities Bernstein estimators uniform law of large numbers Laplace distribution goodness-of-fit tests théorie des valeurs extrêmes champ libre gaussien marche aléatoire branchante environnements inhomogènes fonction zêta de Riemann mesure de Gibbs identités de Ghirlanda-Guerra ultramétricité grandes déviations statistique asymptotique monotonicité complète probabilités multinomiales estimateurs de Bernstein loi uniforme des grands nombres loi de Laplace tests d'ajustements probability probabilité statistics statistique champs log-corrélés log-correlated fields mathematics mathématiques Gaussian fields champs gaussiens
220	The "Equalizer" Administration: Managerial Strategies in the Public Sector Cavalcanti, Bianor Scelza 08 April 2005 (has links) The purpose of this dissertation is to understand the managerial "action" of public administrators in the management of their organizations within the Brazilian context. The research seeks to understand the relationships between managers and formal management mechanisms by exploring the complementary nature of the effective managerial action in the face of structural deficiencies and flaws, considering the possibility of overcoming the structuralism-subjectivism dichotomy present in the construction of the Theory of Organizations. Initially, the study provides a review of the literature on organizational design. It highlights the "goodness of fit" proposition on strategic choice issues concerning the main organizational variables design and organizational goal attainment. It also calls special attention to the emerging interest of designing theorists on interpretivist approaches to the matter, such that of Karl Weick. A review of the the administrative reforms in Brazil is made from the perspective of the main stream organizational design conceptual framework. It highlights the complex dynamics of a constant search for differentiation and flexibilization subject to patterns of advances and reversals, due to the centrality, strength and pervasiveness of the bureaucratic model. It is concluded that in no single given moment, a public manager and his team, may count on a formal organizational design which attends the"congruency" criteria, devised by organizational design conceptual frameworks, to explain organizational results in different environmental sets. Although this conclusion may explain failure at the public sector, it can not provide understanding on the many instances of significative success attained by government operations in spite of inadequate formal administrative structures. This point calls for a better understanding from the interpretivist approach, on how public administrators, strongly associated with good organizational results, engage into transformative action, in order to superate administrative structures flaws and dysfunctional cultural patterns of conduct, structurally present and constantly reproduced, in vigorous developing countries, such as Brazil. The dissertation transcribes the testimony of four outstanding public administrators, doing a deep incursion in the managerial real world of public administration, as subjectively defined by them and transformed by their engagement into action.Through the thematic version of the Oral History methodology, full segments of the complete interviews are categorized into the thirty two managerial strategies captured which are presented on a recategorized manner under eight main strategies: (1) Interchanging Frames of Reference; (2) Exploring the Formal Limits; (3) Playing the Bureaucracy Game; (4) Inducing the Inclusion of Others (5)Promoting Internal Cohesion; (6) Creating Shields against Transgressions; (7) Overcoming Internal Restrictions; (8) Letting the Structures Blossom. Each one of these eight blocks of strategies presented, deserves further reflexive interpretation by the author, on the light of the interpretivist approach to organizational design. A final effort is made, now on theory building, for improving understanding on the matter. In order to find a significant meaning underlining all the strategies extracted from the "practical consciousness" of the interviewers as revealed in their report, the author resort to a metaphor. This metaphor helps to: (1) better describe and understand a not adequately treated phenomenon, namely, good results under inadequate structural social and organizational conditions; (2) reveal the logic and the meaning underlining all the strategies adopted to generate results under these unfaithful conditions; (3) name, accordingly to the nature of the managerial transformative social action involved, an open ended class of managerial interventions of a pragmatic sort driven by an ethics of results much common to good managers, that is, the concept of "managerial equalization"; and (4) give back to public administrators, represented by the interviewees, to be incorporated in their "discursive consciousness", something the most effective and experienced public managers already have as tacit knowledge built in their "practical consciousness", and so, help the education and development of new talents. / Ph. D. equalizer manager equalizing management unfaithfull structural conditions metaphor discursive cousciousness discourse practical cosciousness tacit knowledge agency intentionality ethics empirical bases improvising equalizing theory building meaning agent desining patrimonialism reflexive interpretation organizing inclusion cohesion transgression corruption clientelism nepotism cognitive maps deponents frames of reference transformative action explanation understanding oral history flexbilization decentralization uniformity conceptual frameworks organizational change goodness of fit organizational results organizational performance differentiation uncertainty Brazil develloping countries administrative reform bureaucratic model centralization organizational design organizational theory interpretivist approach subjectivism funcionalism paradigms cultural patterns reproduction structural flaws public manager public administrator formal management mechanisms Action managerial action public administration and management public sector public policy public programs

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