 IDEALS Home
 →
 College of Liberal Arts and Sciences
 →
 Dept. of Statistics
 →
 Dissertations and Theses  Statistics
 →
 Browse Dissertations and Theses  Statistics by Title
Browse Dissertations and Theses  Statistics by Title
Now showing items 7089 of 115

(1999)The remainder of my thesis studies multivariate symmetry. Several wellstudied parametric and nonparametric tests for univariate symmetry are extended to multivariate settings. We study the asymptotic distributions of these ...
application/pdf
PDF (4MB) 
(1991)Recursive methods for solving the nonparametric regression problem in the GLIMs and computing the Best Linear Unbiased Predictors are discussed here. An iterated state space algorithm is introduced to compute the generalized ...
application/pdf
PDF (7MB) 
(1996)The topics of this thesis stem from two EPA/NISS (Environmental Protection Agency/National Institute of Statistical Sciences) projects, which require the use of available data to make risk assessment, estimate uncertainty ...
application/pdf
PDF (4MB) 
(2005)The wellknown "curse of dimensionality" makes highdimensional data analysis unusually challenging. Dimension reduction plays a valuable role in enabling certain statistical analyses performed in a parsimonious way. The ...
application/pdf
PDF (2MB) 
(20100831)Data do not always obey the normality assumption, and outliers can have dramatic impacts on the quality of the least squares methods. We use Huber's loss function in developing robust methods for timecourse multivariate ...
application/pdf
PDF (5MB) 
(20100831)Semiparametric and nonparametric modeling and inference have been widely studied during the last two decades. In this manuscript, we do statistical inference based on semiparametric and nonparametric models in several ...
application/pdf
PDF (1MB) 
(1995)We propose a fully sequential procedure for constructing a fixed width confidence band for an unknown density on a finite interval and show the procedure has the desired coverage probability asymptotically as the width of ...
application/pdf
PDF (1MB) 
(1987)In this thesis we study sequential procedures for constructing onesided and bounded sequential confidence sets with $\beta$protection and coverage probability at least 1 $$ $\alpha$ for the mean of a distribution in the ...
application/pdf
PDF (2MB) 
(1987)We consider a class of invariant sequential procedures for constructing onesided and twosided confidence sets for a parameter $\gamma$ in R$\sp{k}$, with the property that they have a coverage probability at least 1  ...
application/pdf
PDF (2MB) 
application/pdf
PDF (971kB) 
(1990)Suppose that $X\sb1,X\sb2,\cdots$ are independent observations from a distribution F, and that one wishes to estimate the $p\sp{\rm th}$ quantile $\xi\sb{p}(0 0).$ If $f(\xi\sb{p})$ is known, one may use the best fixed ...
application/pdf
PDF (3MB) 
application/pdf
PDF (3MB) 
(1981)The thesis first describes how sufficiency and invariance considerations can be applied in problems of confidence set estimation to reduce the class of set estimators under investigation. Let X be a random variables taking ...
application/pdf
PDF (4MB) 
(1996)The first part of this thesis, Chapter 2 through Chapter 4, explores procedures for assessing latent test dimensionality. In Chapter 2, the structure and theoretical properties of conditional item pair covariances given a ...
application/pdf
PDF (5MB) 
(1996)The issues studied in this thesis are: the assumption of local independence (LI) in item response theory (IRT) models in the first three chapters, and differential item functioning (DIF) in IRT in the last chapter. A new ...
application/pdf
PDF (3MB) 
(1998)A method of Pashley and Reese (in press) for simulating locally dependent data, whose item pair dependencies relate directly to local dependence assessment procedures is discussed. This method is extended to allow for the ...
application/pdf
PDF (5MB) 
application/pdf
PDF (5MB) 
(1991)Let $({\bf X}\sb{i},Y\sb{i}), i = 1,2,\cdots,$ be a random sample satisfying a logistic regression model; that is, for each i, log($P(Y\sb{i}$ = $1\vert{\bf X}\sb{i})/P(Y\sb{i}$ = 0$\vert{\bf X}\sb{i})\rbrack$ = ${\bf ...
application/pdf
PDF (2MB) 
(1992)It has long been part of the Item Response Theory (IRT) folklore that under the usual empirical Bayes unidimensional IRT modeling approach, the posterior distribution of examinee ability given test response is approximately ...
application/pdf
PDF (4MB) 
(1994)Let $X\sb1, X\sb2, \... X\sb{n}$ be i.i.d random variables with common unknown density function f. Here we are interested in estimating the unknown density f with bounded Mean Integrated Absolute Error (MIAE). Devroye and ...
application/pdf
PDF (2MB)
Now showing items 7089 of 115