Thesis (Ph.D.)--University of Rochester. School of Medicine and Dentistry. Dept. of Biostatistics and Computational Biology, 2009.

The correlation coefficient (CC) is a standard measure of the linear association between two random variables. The CC plays a significant role in many quantitative researches. In a bivariate normal distribution, there are many types of interval estimation for CC, such as z-transformation and...

Diagnostic testing is essential to distinguish non-diseased individuals from diseased individuals. More accurate tests lead to improved treatment and thus reduce medical mistakes. The sensitivity and specificity are two important measurements for the diagnostic accuracy of a diagnostic test....

Compare the accuracy of two continuous-scale tests is increasing important when a new test is developed. The traditional approach that compares the entire areas under two Receiver Operating Characteristic (ROC) curves is not sensitive when two ROC curves cross each other. A better approach to...

La literatura empírica ha encontrado evidencia de una tendencia hacia el envejecimiento de la población en América Latina. Este documento analiza el impacto de los cambios demográficos sobre la pobreza utilizando las proyecciones demográficas de la Organización de las Naciones Unidas junto...

In mathematical finance diffusion models are widely used and a variety of different parametric models for the drift and diffusion coefficient coexist in the literature. Since derivative prices depend on the particular parametric model of the diffusion coefficient function of the underlying, a...

This paper proposes efficient estimators of risk measures in a semiparametric GARCH model defined through moment constraints. Moment constraints are often used to identify and estimate the mean and variance parameters and are however discarded when estimating error quantiles. In order to prevent...

This paper proposes efficient estimators of risk measures in a semiparametric GARCH model defined through moment constraints. Moment constraints are often used to identify and estimate the mean and variance parameters and are however discarded when estimating error quantiles. In order to prevent...

In mathematical finance diffusion models are widely used and a variety of different parametric models for the drift and diffusion coefficient coexist in the literature. Since derivative prices depend on the particular parametric model of the diffusion coefficient function of the underlying, a...