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Browsing K-State Electronic Theses, Dissertations, and Reports: 2004 - by Subject

Browsing K-State Electronic Theses, Dissertations, and Reports: 2004 - by Subject "Statistics (0463)"

Now showing items 1-20 of 86

Parameter Estimation of the Black-Scholes-Merton Model

Teka, Kubrom Hisho (Kansas State University, 2013)

In financial mathematics, asset prices for European options are often modeled according to the Black-Scholes-Merton (BSM) model, a stochastic differential equation (SDE) depending on unknown parameters. A derivation of ...
ROBUST MIXTURE REGRESSION MODELING WITH PEARSON TYPE VII DISTRIBUTION

Zhang, Jingyi (Kansas State University, 2013)

A robust estimation procedure for parametric regression models is proposed in the paper by assuming the error terms follow a Pearson type VII distribution. The estimation procedure is implemented by an EM algorithm based ...
Statistical identification of metabolic reactions catalyzed by gene products of unknown function

Zheng, Lianqing (Kansas State University, 2013)

High-throughput metabolite analysis is an approach used by biologists seeking to identify the functions of genes. A mutation in a gene encoding an enzyme is expected to alter the level of the metabolites which serve as the ...
Modeling and computations of multivariate datasets in space and time

Demel, Samuel Seth (Kansas State University, 2013)

Spatio-temporal and/or multivariate dependence naturally occur in datasets obtained in various disciplines; such as atmospheric sciences, meteorology, engineering and agriculture. There is a great deal of need to effectively ...
Assessing regional volatility and estimating regional cotton acres in the United States

Holmes, Beth (Kansas State University, 2013)

The objective of the research is to understand the volatility of cotton acres and estimate planted acres based on the factors that drive volatility in the United States at a regional level. Estimating cotton acres is ...
A case study in applying generalized linear mixed models to proportion data from poultry feeding experiments

Shannon, Carlie (Kansas State University, 2013)

This case study was motivated by the need for effective statistical analysis for a series of poultry feeding experiments conducted in 2006 by Kansas State University researchers in the department of Animal Science. Some ...
Semi-parametric estimation in Tobit regression models

Chen, Chunxia (Kansas State University, 2013)

In the classical Tobit regression model, the regression error term is often assumed to have a zero mean normal distribution with unknown variance, and the regression function is assumed to be linear. If the normality ...
Robust mixture linear EIV regression models by t-distribution

Liu, Yantong (Kansas State University, 2013)

A robust estimation procedure for mixture errors-in-variables linear regression models is proposed in the report by assuming the error terms follow a t-distribution. The estimation procedure is implemented by an EM algorithm ...
Time series and spatial analysis of crop yield

Assefa, Yared (Kansas State University, 2013)

Space and time are often vital components of research data sets. Accounting for and utilizing the space and time information in statistical models become beneficial when the response variable in question is proved to have ...
Robust linear regression

Bai, Xue (Kansas State University, 2012)

In practice, when applying a statistical method it often occurs that some observations deviate from the usual model assumptions. Least-squares (LS) estimators are very sensitive to outliers. Even one single atypical value ...
The performance and robustness of confidence intervals for the median of a symmetric distribution constructed assuming sampling from a Cauchy distribution

Cao, Jennifer Yue (Kansas State University, 2012)

Trimmed means are robust estimators of location for distributions having heavy tails. Theory and simulation indicate that little efficiency is lost under normality when using appropriately trimmed means and that their use ...
A simulation study of the robustness of prediction intervals for an independent observation obtained from a random sample from an assumed location-scale family of distributions

Makarova, Natalya (Kansas State University, 2012)

Suppose that based on data consisting of independent repetitions of an experiment a researcher wants to predict the outcome of the next independent outcome of the experiment. The researcher models the data as being ...
Robust mixture regression models using t-distribution

Wei, Yan (Kansas State University, 2012)

In this report, we propose a robust mixture of regression based on t-distribution by extending the mixture of t-distributions proposed by Peel and McLachlan (2000) to the regression setting. This new mixture of regression ...
A simulation evaluation of backward elimination and stepwise variable selection in regression analysis

Li, Xin (Kansas State University, 2012)

A first step in model building in regression analysis often consists of selecting a parsimonious set of independent variables from a pool of candidate independent variables. This report uses simulation to study and compare ...
An investigaton of umpire performance using PITCHf/x data via longitudinal analysis

Juarez, Christopher (Kansas State University, 2012)

Baseball has long provided statisticians a playground for analysis. In this report we discuss the history of Major League Baseball (MLB) umpires, MLB data collection, and the use of technology in sports officiating. We ...
Randomization test and correlation effects in high dimensional data

Wang, Xiaofei (Kansas State University, 2012)

High-dimensional data (HDD) have been encountered in many fields and are characterized by a “large p, small n” paradigm that arises in genomic, lipidomic, and proteomic studies. This report used a simulation study that ...
Statistical analysis of pyrosequence data

Keating, Karen (Kansas State University, 2012)

Since their commercial introduction in 2005, DNA sequencing technologies have become widely available and are now cost-effective tools for determining the genetic characteristics of organisms. While the biomedical applications ...
Using functional boxplots to visualize reflectance data and distinguish between areas of native grasses and invasive old world bluestems in a Kansas tall grass prairie

Highland, Garth (Kansas State University, 2012)

Using remotely sensed reflectance data is an appealing tool for controlling invasive species of grasses by rangeland managers. Recent developments in functional data analysis include the functional boxplot (FBP) which is ...
A comparison study on the estimation in Tobit regression models

Leiker, Antoinette (Kansas State University, 2012)

The goal of this report is to compare various estimation procedures on regression models in which the dependent variable has a restricted range. These models, called Tobit models, are seeing an increase in use among ...
Model checking in Tobit regression model via nonparametric smoothing

Liu, Shan (Kansas State University, 2012)

A nonparametric lack-of-fit test is proposed to check the adequacy of the presumed parametric form for the regression function in Tobit regression models by applying Zheng's device with weighted residuals. It is shown that ...

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Browsing K-State Electronic Theses, Dissertations, and Reports: 2004 - by Subject "Statistics (0463)"

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