Long-term analyses of Indonesia's serious smoke haze problem have been limited due to the lack of fire records or air quality measurements. In response, a monthly indicator of smoke haze has been developed for Indonesia using visibility observations. Visibility signals were deve…
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Temporal text data is often generated by a time-changing process or distribution. Such a drift in the underlying distribution cannot be captured by stationary likelihood techniques. We consider the application of local likelihood methods to generative and conditional modeling of…
The skew-normal distribution using the Cauchy CDF is introduced to partially relieve some problems associated with the well-known skew-normal distribution proposed by Azzalini (1985). In addition to the shape parameter estimation problem, the skew-normal distribution possesses a…
Competing risks data are often observed in medical research, industrial life testing, economics and sociology. In the competing risks framework, each subject may fail from one of several distinct types or causes. Analysis of such data is complicated by dependent censoring of an …
Groundwater is used in Terai region of Nepal as a major source of drinking water since surface water is vulnerable to microbial contamination. But the presence of arsenic, a toxic element in groundwater poses a threat to human health and environment. Arsenic in groundwater is a …
The analysis of variance (ANOVA) is one of the most important and useful techniques for variety of fields such as agriculture, sociology and medicine for comparing different groups or treatments with respect to their means. A set of assumptions such as normal error distribution,…
Since most interesting cryptographic tasks are impossible to achieve with absolute, information-theoretic security, modern cryptography aims to design cryptographic primitives (i.e., algorithms/protocols) that are computationally infeasible to break (i.e., secure against computa…
Part I Ranking data, which result from m raters ranking n items, are difficult to visualize due to their discrete algebraic structure, and the computational difficulties associated with them when n is large. This problem becomes worse when raters provide tied rankings or not all…
The unifying theme in both chapters of my dissertation is the dynamic inter-temporal investment and consumption decision making of utility maximizing economic agents. In the first chapter, I solve a general equilibrium model where the agents suspect model mis-specification in ch…
In many regression designs it is desired to estimate certain parameters or parametric functions independently of others, by setting covariances or correlations between relevant parameter estimates to zero. This is an example of an optimal regression design problem in which we ne…
Nonlinear stochastic dynamical systems are widely used to model systems across the sciences and engineering. Such models are natural to formulate and can be analyzed mathematically and numerically. However, difficulties associated with inference from time-series data about unkno…
A popular and standard method of handling nonresponse in a large dataset is to impute (i.e. fill in) a plausible value for each missing datum and then analyze the resulting data as if the they were complete. Imputation is attractive because it facilitates standard complete data …
The devastating 1999 Marmara and Duzce earthquakes lead to a significant increase in the earthquake studies in Turkey in geological, engineering and financial aspects. The start of the Turkish Catastrophe Insurance Pool (TCIP) in September 2000 brought the mandatory earthquake i…
The processes governing environmental systems are often complex, involving different interacting scales of variability in space and time. The complexities and often high dimensionality of such spatio-temporal processes can be effectively addressed using a hierarchical modeling f…
Saudi Arabia has experienced rapid growth in population, coupled with a rise in the standard of living and acceleration in social, agricultural and industrial growth, which has greatly increased the demand for water supplies. The Saudi government has embarked on an ambitious pla…
This dissertation contains three essays focused on macroeconomic issues in the Commonwealth Independent States (CIS). The aim of the first essay is to analyze the possible impact of planned monetary integration on public sector revenues from seigniorage in Belarus, Kazakhstan an…
The idea that there may exist some differences between macroeconomics in developing countries and macroeconomics in industrialized countries leads me to investigate economic fluctuations in developing countries. Nigeria embodies many issues faced by developing countries, such as…
This study is a comparative work on the development of national statistics in Canada and Israel-Palestine during the first half of the 20th century. I explore how processes of state building in Canada after Confederation, at the beginning of the 20th century, and in Israel, befo…
A constitutive model is a relationship between material stimuli and responses. Calibration of model parameters within well-defined constitutive models is thus key to the generation of accurate model-based predictions. One limitation of traditional material calibration is that on…