Many medical studies collect biomarker data to gain insight into the biological mechanisms underlying both acute and chronic diseases. These markers may be obtained at a single point in time to aid in the diagnosis of an illness or may be collected longitudinally to provide information on the...

Since the formulation by Black, Scholes, and Merton in 1973 of the first rational option pricing formula which depended only on observable values, the volume of options traded daily on the Chicago Board of Exchange has grown rapidly. In fact, over the past three decades, options have undergone a...

Longitudinal and repeated measurement data commonly arise in many scientific researchareas. Traditional methods have focused on estimating single mean response as a function ofa time related variable and other covariates in a homogeneous population. However, in manysituations the homogeneity...

The proliferation of many clinical studies obtaining multiple biophysical signals from several individuals repeatedly in time is increasingly recognized, a recognition generating growth in statistical models that analyze cross-sectional time series data. In general, these statistical models try...

An Ornstein-Uhlenbeck process is the most basic mean-reversion model and has been used in various fields such as finance and biology. In some instances, reflecting boundary conditions are needed to restrict the state space of this process. We study an Ornstein-Uhlenbeck diffusion process with a...

The main concern of financial time series analysis is how to forecast future values of financialvariables, based on all available information. One of the special features of financial variables,such as stock prices and exchange rates, is that they show changes in volatility, or variance,over...

This simulation study compared the performance of two multilevel measurement testlet (MMMT) models: Beretvas and Walker’s (2008) two-level MMMT model and Jiao, Wang, and Kamata’s (2005) three-level model. Several conditions were manipulated (including testlet length, sample size, and the...

Reliability and risk assessment play an important role in product design, development and production. In mass production items, data is abundant and testing in product development and certification is usually thorough. In contrast, for nonparametric applications, product cost is high, there is...

The purpose of this dissertation was to compare the Type I error and power properties of the Rank Transform Hotelling's T 2 with the parametric Hotelling's T2 in one sample and two sample cases with continuous and ranked data using Monte Carlo techniques. The ranked data violates the normality...