The main goal of this thesis is to use concepts and tools from extreme value theory (EVT) to model, make inference and develop prediction tools for the extremes of dependent data with a focus on the financial risk management applications. In the first part of the thesis, a new estimator of the...

Understanding the characteristics of traffic flows is crucial for allocating the necessary resources (bandwidth) to accommodate usersdemand. In this dissertation research, the problem of nonparametric and Moment-Based estimations of network flow characteristics basedon sampled flow data from...

This dissertation looks at two different problems essentially. In recent years, pseudo observations have found application in multi-state survival models, models for mean lifetime and competing risks to name a few. We have investigated the performance of estimates and confidenceintervals based...

The hybrid bootstrap uses resampling ideas to extend the duality approach to interval estimation for a parameter of interest when there are nuisance parameters. The confidence region constructed by the hybrid bootstrap may perform much better than the ordinary bootstrap region in situations...

The first part of the dissertation introduces several new methods for estimating thestructure of graphical models. Firstly, we consider estimating graphical models withdiscrete variables, including nominal variables and ordinal variables. For the nominalvariables, we prove the asymptotic...

Linkage and association analysis are both tools for mapping the locations of genes responsible for human traits. A common approach for quantitative trait linkage analysis in human pedigrees involves the use of variance component models. In the first part of this dissertation, I extended the...

This dissertation considers several modeling problems involvingclustered longitudinal data. Interest focuses on the associationstructure rather than the means and, in particular, on its change overtime. Concentration on this non-stationary, or ``dynamic'' aspect of theassociation structure is...

The cause for the observed trends in prostate cancer mortality is unclear. Several authors have indicated that incorrectly classified causes of death have played a role in recent mortality trends. This dissertation is devoted to analyzing competing risks survival data with a misclassified cause...

The Genome-Wide Association Study (GWAS) is the predominant tool to search for genetic risk variants that contribute to complex human disease. Despite the large number of GWAS findings, variants implicated by GWAS are themselves unlikely to fully explain the heritability of many diseases. In...

In the analysis of bivariate correlated failure time data, it is important to measure the strength of association among the correlated failure times. One commonly used measure is the cross-ratio. In the literature, the functional form of cross-ratio is rather restrictive, often assumed to be...