subject:(Estimation theory)

Rutgers University

1. Lee, Soo Youn, 1974-. Lord's Wald test for detecting DIF in multidimensional IRT models: a comparison of two estimation approaches.

Degree: PhD, Education, 2015, Rutgers University

URL: https://rucore.libraries.rutgers.edu/rutgers-lib/47463/

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Lord’s Wald test for differential item functioning (DIF) has not been extensively studied particularly in the context of multidimensional IRT (MIRT) framework. Lord’s Wald test… (more)

Subjects/Keywords: Estimation theory

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APA (6^th Edition):

Lee, Soo Youn, 1. (2015). Lord's Wald test for detecting DIF in multidimensional IRT models: a comparison of two estimation approaches. (Doctoral Dissertation). Rutgers University. Retrieved from https://rucore.libraries.rutgers.edu/rutgers-lib/47463/

Chicago Manual of Style (16^th Edition):

Lee, Soo Youn, 1974-. “Lord's Wald test for detecting DIF in multidimensional IRT models: a comparison of two estimation approaches.” 2015. Doctoral Dissertation, Rutgers University. Accessed February 17, 2020. https://rucore.libraries.rutgers.edu/rutgers-lib/47463/.

MLA Handbook (7^th Edition):

Lee, Soo Youn, 1974-. “Lord's Wald test for detecting DIF in multidimensional IRT models: a comparison of two estimation approaches.” 2015. Web. 17 Feb 2020.

Vancouver:

Lee, Soo Youn 1. Lord's Wald test for detecting DIF in multidimensional IRT models: a comparison of two estimation approaches. [Internet] [Doctoral dissertation]. Rutgers University; 2015. [cited 2020 Feb 17]. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/47463/.

Council of Science Editors:

Lee, Soo Youn 1. Lord's Wald test for detecting DIF in multidimensional IRT models: a comparison of two estimation approaches. [Doctoral Dissertation]. Rutgers University; 2015. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/47463/

University of Hong Kong

2. 薛惠天.; Xue, Huitian. Maximum likelihood estimation of parameters with constraints in normaland multinomial distributions.

Degree: M. Phil., 2012, University of Hong Kong

URL: Xue, H. [薛惠天]. (2012). Maximum likelihood estimation of parameters with constraints in normal and multinomial distributions. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4785001 ; http://dx.doi.org/10.5353/th_b4785001 ; http://hdl.handle.net/10722/174559

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Motivated by problems in medicine, biology, engineering and economics, con- strained parameter problems arise in a wide variety of applications. Among them the application to… (more)

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Motivated by problems in medicine, biology, engineering and economics, con- strained parameter problems arise in a wide variety of applications. Among them the application to the dose-response of a certain drug in development has attracted much interest. To investigate such a relationship, we often need to conduct a dose- response experiment with multiple groups associated with multiple dose levels of the drug. The dose-response relationship can be modeled by a shape-restricted normal regression. We develop an iterative two-step ascent algorithm to estimate normal means and variances subject to simultaneous constraints. Each iteration consists of two parts: an expectation{maximization (EM) algorithm that is utilized in Step 1 to compute the maximum likelihood estimates (MLEs) of the restricted means when variances are given, and a newly developed restricted De Pierro algorithm that is used in Step 2 to find the MLEs of the restricted variances when means are given. These constraints include the simple order, tree order, umbrella order, and so on. A bootstrap approach is provided to calculate standard errors of the restricted MLEs. Applications to the analysis of two real datasets on radioim-munological assay of cortisol and bioassay of peptides are presented to illustrate the proposed methods. Liu (2000) discussed the maximum likelihood estimation and Bayesian estimation in a multinomial model with simplex constraints by formulating this constrained parameter problem into an unconstrained parameter problem in the framework of missing data. To utilize the EM and data augmentation (DA) algorithms, he introduced latent variables {Zil;Yil} (to be defined later). However, the proposed DA algorithm in his paper did not provide the necessary individual conditional distributions of Yil given (the observed data and) the updated parameter estimates. Indeed, the EM algorithm developed in his paper is based on the assumption that{ Yil} are fixed given values. Fortunately, the EM algorithm is invariant under any choice of the value of Yil, so the final result is always correct. We have derived the aforesaid conditional distributions and hence provide a valid DA algorithm. A real data set is used for illustration.

published_or_final_version

Statistics and Actuarial Science

Master

Master of Philosophy

Advisors/Committee Members: Ng, KW, Tian, G.

Subjects/Keywords: Parameter estimation.; Estimation theory.

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APA (6^th Edition):

薛惠天.; Xue, H. (2012). Maximum likelihood estimation of parameters with constraints in normaland multinomial distributions. (Masters Thesis). University of Hong Kong. Retrieved from Xue, H. [薛惠天]. (2012). Maximum likelihood estimation of parameters with constraints in normal and multinomial distributions. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4785001 ; http://dx.doi.org/10.5353/th_b4785001 ; http://hdl.handle.net/10722/174559

Chicago Manual of Style (16^th Edition):

薛惠天.; Xue, Huitian. “Maximum likelihood estimation of parameters with constraints in normaland multinomial distributions.” 2012. Masters Thesis, University of Hong Kong. Accessed February 17, 2020. Xue, H. [薛惠天]. (2012). Maximum likelihood estimation of parameters with constraints in normal and multinomial distributions. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4785001 ; http://dx.doi.org/10.5353/th_b4785001 ; http://hdl.handle.net/10722/174559.

MLA Handbook (7^th Edition):

薛惠天.; Xue, Huitian. “Maximum likelihood estimation of parameters with constraints in normaland multinomial distributions.” 2012. Web. 17 Feb 2020.

Vancouver:

薛惠天.; Xue H. Maximum likelihood estimation of parameters with constraints in normaland multinomial distributions. [Internet] [Masters thesis]. University of Hong Kong; 2012. [cited 2020 Feb 17]. Available from: Xue, H. [薛惠天]. (2012). Maximum likelihood estimation of parameters with constraints in normal and multinomial distributions. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4785001 ; http://dx.doi.org/10.5353/th_b4785001 ; http://hdl.handle.net/10722/174559.

Council of Science Editors:

薛惠天.; Xue H. Maximum likelihood estimation of parameters with constraints in normaland multinomial distributions. [Masters Thesis]. University of Hong Kong; 2012. Available from: Xue, H. [薛惠天]. (2012). Maximum likelihood estimation of parameters with constraints in normal and multinomial distributions. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4785001 ; http://dx.doi.org/10.5353/th_b4785001 ; http://hdl.handle.net/10722/174559

Hong Kong University of Science and Technology

3. Wang, Xi. Essays on semiparametric and nonparametric estimation of nonlinear panel data models.

Degree: 2015, Hong Kong University of Science and Technology

URL: http://repository.ust.hk/ir/Record/1783.1-80185 ; https://doi.org/10.14711/thesis-b1514972 ; http://repository.ust.hk/ir/bitstream/1783.1-80185/1/th_redirect.html

► This dissertation focuses on the semiparametric estimation of a panel data model without monotonicity or separability and the nonparametric estimation of a generalized transformation model.… (more)

▼ This dissertation focuses on the semiparametric estimation of a panel data model without monotonicity or separability and the nonparametric estimation of a generalized transformation model. The first chapter considers a generalized single index panel data model without monotonicity or separability. Although monotonicity and/or separability assumptions are commonly imposed in a panel data model to identify the parameters of interest, they usually fail and thus are unideal in practice. For the generalized model, we analyze its identified features under a stationary condition on the idiosyncratic errors, and provide sufficient conditions for point identification of β in several cases. We also establish a matching approach to estimate β under the point identification. The proposed estimator is shown to be asymptotically normal with a convergence rate approaching √n. In addition, a dimension free estimator is developed for the stayers' local average response (LAR) by employing the estimate of β. The basic idea of our method can also apply to a binary choice model. A series of Monte Carlo studies are conducted and verify that our estimator has a good performance in a finite sample. An empirical study of Engel curve suggests the pratical implication of our proposed method. The second chapter considers a panel data generalized transformation model with an additive structure, Λ(y_it)=∑^d_k=1m_k(X_itk)+α_i+ε_it in which both the structural functions, m_k ,k=1,⋅⋅⋅,d, and the transformation function, Λ, are unspecified. We propose an estimation procedure to nonparametrically estimate m_k in the model. Our estimator has an explicit expression and is easily computed. It is shown to be uniformly consistent and asymptotically normal. We also extend our method to the model without an additive structure and a cross-sectional case. In addition, an alternative method, two stage estimation, is developed for the cross-section generalized transformation model without an additive structure. Monte Carlo simulations are conducted to illustrate our estimator in the panel data case with an additive structure.

Subjects/Keywords: Parameter estimation ; Panel analysis ; Estimation theory

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APA (6^th Edition):

Wang, X. (2015). Essays on semiparametric and nonparametric estimation of nonlinear panel data models. (Thesis). Hong Kong University of Science and Technology. Retrieved from http://repository.ust.hk/ir/Record/1783.1-80185 ; https://doi.org/10.14711/thesis-b1514972 ; http://repository.ust.hk/ir/bitstream/1783.1-80185/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Wang, Xi. “Essays on semiparametric and nonparametric estimation of nonlinear panel data models.” 2015. Thesis, Hong Kong University of Science and Technology. Accessed February 17, 2020. http://repository.ust.hk/ir/Record/1783.1-80185 ; https://doi.org/10.14711/thesis-b1514972 ; http://repository.ust.hk/ir/bitstream/1783.1-80185/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Wang, Xi. “Essays on semiparametric and nonparametric estimation of nonlinear panel data models.” 2015. Web. 17 Feb 2020.

Vancouver:

Wang X. Essays on semiparametric and nonparametric estimation of nonlinear panel data models. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2015. [cited 2020 Feb 17]. Available from: http://repository.ust.hk/ir/Record/1783.1-80185 ; https://doi.org/10.14711/thesis-b1514972 ; http://repository.ust.hk/ir/bitstream/1783.1-80185/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wang X. Essays on semiparametric and nonparametric estimation of nonlinear panel data models. [Thesis]. Hong Kong University of Science and Technology; 2015. Available from: http://repository.ust.hk/ir/Record/1783.1-80185 ; https://doi.org/10.14711/thesis-b1514972 ; http://repository.ust.hk/ir/bitstream/1783.1-80185/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Hong Kong University of Science and Technology

4. Liu, Xiaogang. Spectral characterization and spectral estimation of some graphs.

Degree: 2011, Hong Kong University of Science and Technology

URL: http://repository.ust.hk/ir/Record/1783.1-7091 ; https://doi.org/10.14711/thesis-b1129753 ; http://repository.ust.hk/ir/bitstream/1783.1-7091/1/th_redirect.html

► This thesis studies two subjects. One is the spectral characterization problem, the other is the spectral estimation probelm. For the former, we mainly investigate the… (more)

Subjects/Keywords: Graph theory ; Spectral theory (Mathematics) ; Estimation theory

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APA (6^th Edition):

Liu, X. (2011). Spectral characterization and spectral estimation of some graphs. (Thesis). Hong Kong University of Science and Technology. Retrieved from http://repository.ust.hk/ir/Record/1783.1-7091 ; https://doi.org/10.14711/thesis-b1129753 ; http://repository.ust.hk/ir/bitstream/1783.1-7091/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Liu, Xiaogang. “Spectral characterization and spectral estimation of some graphs.” 2011. Thesis, Hong Kong University of Science and Technology. Accessed February 17, 2020. http://repository.ust.hk/ir/Record/1783.1-7091 ; https://doi.org/10.14711/thesis-b1129753 ; http://repository.ust.hk/ir/bitstream/1783.1-7091/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Liu, Xiaogang. “Spectral characterization and spectral estimation of some graphs.” 2011. Web. 17 Feb 2020.

Vancouver:

Liu X. Spectral characterization and spectral estimation of some graphs. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2011. [cited 2020 Feb 17]. Available from: http://repository.ust.hk/ir/Record/1783.1-7091 ; https://doi.org/10.14711/thesis-b1129753 ; http://repository.ust.hk/ir/bitstream/1783.1-7091/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Liu X. Spectral characterization and spectral estimation of some graphs. [Thesis]. Hong Kong University of Science and Technology; 2011. Available from: http://repository.ust.hk/ir/Record/1783.1-7091 ; https://doi.org/10.14711/thesis-b1129753 ; http://repository.ust.hk/ir/bitstream/1783.1-7091/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

University of Alberta

5. Zhou, Julie. Bounded-influence R-estimators in the linear model.

Degree: MS, Department of Statistics and Applied Probability, 1992, University of Alberta

URL: https://era.library.ualberta.ca/files/vd66w2710

Subjects/Keywords: Estimation theory.

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APA (6^th Edition):

Zhou, J. (1992). Bounded-influence R-estimators in the linear model. (Masters Thesis). University of Alberta. Retrieved from https://era.library.ualberta.ca/files/vd66w2710

Chicago Manual of Style (16^th Edition):

Zhou, Julie. “Bounded-influence R-estimators in the linear model.” 1992. Masters Thesis, University of Alberta. Accessed February 17, 2020. https://era.library.ualberta.ca/files/vd66w2710.

MLA Handbook (7^th Edition):

Zhou, Julie. “Bounded-influence R-estimators in the linear model.” 1992. Web. 17 Feb 2020.

Vancouver:

Zhou J. Bounded-influence R-estimators in the linear model. [Internet] [Masters thesis]. University of Alberta; 1992. [cited 2020 Feb 17]. Available from: https://era.library.ualberta.ca/files/vd66w2710.

Council of Science Editors:

Zhou J. Bounded-influence R-estimators in the linear model. [Masters Thesis]. University of Alberta; 1992. Available from: https://era.library.ualberta.ca/files/vd66w2710

Oregon State University

6. Wildman, Valerie Jean. A new estimator of effective area surveyed in wildlife studies.

Degree: PhD, Statistics, 1983, Oregon State University

URL: http://hdl.handle.net/1957/41303

► A new estimator of effective area surveyed is proposed for use in estimating population sizes or densities. The estimator is based on the cumulative distribution… (more)

Subjects/Keywords: Estimation theory

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APA (6^th Edition):

Wildman, V. J. (1983). A new estimator of effective area surveyed in wildlife studies. (Doctoral Dissertation). Oregon State University. Retrieved from http://hdl.handle.net/1957/41303

Chicago Manual of Style (16^th Edition):

Wildman, Valerie Jean. “A new estimator of effective area surveyed in wildlife studies.” 1983. Doctoral Dissertation, Oregon State University. Accessed February 17, 2020. http://hdl.handle.net/1957/41303.

MLA Handbook (7^th Edition):

Wildman, Valerie Jean. “A new estimator of effective area surveyed in wildlife studies.” 1983. Web. 17 Feb 2020.

Vancouver:

Wildman VJ. A new estimator of effective area surveyed in wildlife studies. [Internet] [Doctoral dissertation]. Oregon State University; 1983. [cited 2020 Feb 17]. Available from: http://hdl.handle.net/1957/41303.

Council of Science Editors:

Wildman VJ. A new estimator of effective area surveyed in wildlife studies. [Doctoral Dissertation]. Oregon State University; 1983. Available from: http://hdl.handle.net/1957/41303

Oregon State University

7. Poulsen, Neil Kenneth. Large sample efficiencies of invariant quadratic unbiased estimators.

Degree: PhD, Statistics, 1982, Oregon State University

URL: http://hdl.handle.net/1957/42022

► This dissertation examines limiting efficiencies of quadratic unbiased estimators for the variance in the two variance component mixed model. The set of quadratic unbiased estimators… (more)

Subjects/Keywords: Estimation theory

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APA (6^th Edition):

Poulsen, N. K. (1982). Large sample efficiencies of invariant quadratic unbiased estimators. (Doctoral Dissertation). Oregon State University. Retrieved from http://hdl.handle.net/1957/42022

Chicago Manual of Style (16^th Edition):

Poulsen, Neil Kenneth. “Large sample efficiencies of invariant quadratic unbiased estimators.” 1982. Doctoral Dissertation, Oregon State University. Accessed February 17, 2020. http://hdl.handle.net/1957/42022.

MLA Handbook (7^th Edition):

Poulsen, Neil Kenneth. “Large sample efficiencies of invariant quadratic unbiased estimators.” 1982. Web. 17 Feb 2020.

Vancouver:

Poulsen NK. Large sample efficiencies of invariant quadratic unbiased estimators. [Internet] [Doctoral dissertation]. Oregon State University; 1982. [cited 2020 Feb 17]. Available from: http://hdl.handle.net/1957/42022.

Council of Science Editors:

Poulsen NK. Large sample efficiencies of invariant quadratic unbiased estimators. [Doctoral Dissertation]. Oregon State University; 1982. Available from: http://hdl.handle.net/1957/42022

Oregon State University

8. Azzam, Abdul-Mordy Hamed. Admissibility in linear models.

Degree: PhD, Statistics, 1980, Oregon State University

URL: http://hdl.handle.net/1957/42142

Subjects/Keywords: Estimation theory

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APA (6^th Edition):

Azzam, A. H. (1980). Admissibility in linear models. (Doctoral Dissertation). Oregon State University. Retrieved from http://hdl.handle.net/1957/42142

Chicago Manual of Style (16^th Edition):

Azzam, Abdul-Mordy Hamed. “Admissibility in linear models.” 1980. Doctoral Dissertation, Oregon State University. Accessed February 17, 2020. http://hdl.handle.net/1957/42142.

MLA Handbook (7^th Edition):

Azzam, Abdul-Mordy Hamed. “Admissibility in linear models.” 1980. Web. 17 Feb 2020.

Vancouver:

Azzam AH. Admissibility in linear models. [Internet] [Doctoral dissertation]. Oregon State University; 1980. [cited 2020 Feb 17]. Available from: http://hdl.handle.net/1957/42142.

Council of Science Editors:

Azzam AH. Admissibility in linear models. [Doctoral Dissertation]. Oregon State University; 1980. Available from: http://hdl.handle.net/1957/42142

Oregon State University

9. Tarng, Suey-huey. Estimation of the population total when the sample is taken from a list containing an unknown amount of duplication.

Degree: PhD, Statistics, 1980, Oregon State University

URL: http://hdl.handle.net/1957/42896

Subjects/Keywords: Estimation theory

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Tarng, S. (1980). Estimation of the population total when the sample is taken from a list containing an unknown amount of duplication. (Doctoral Dissertation). Oregon State University. Retrieved from http://hdl.handle.net/1957/42896

Chicago Manual of Style (16^th Edition):

Tarng, Suey-huey. “Estimation of the population total when the sample is taken from a list containing an unknown amount of duplication.” 1980. Doctoral Dissertation, Oregon State University. Accessed February 17, 2020. http://hdl.handle.net/1957/42896.

MLA Handbook (7^th Edition):

Tarng, Suey-huey. “Estimation of the population total when the sample is taken from a list containing an unknown amount of duplication.” 1980. Web. 17 Feb 2020.

Vancouver:

Tarng S. Estimation of the population total when the sample is taken from a list containing an unknown amount of duplication. [Internet] [Doctoral dissertation]. Oregon State University; 1980. [cited 2020 Feb 17]. Available from: http://hdl.handle.net/1957/42896.

Council of Science Editors:

Tarng S. Estimation of the population total when the sample is taken from a list containing an unknown amount of duplication. [Doctoral Dissertation]. Oregon State University; 1980. Available from: http://hdl.handle.net/1957/42896

Oregon State University

10. El-Arishy, Samia Mosaad Aly. Improving on the intra-block estimator via a nonlinear normal equation estimator.

Degree: PhD, Statistics, 1987, Oregon State University

URL: http://hdl.handle.net/1957/40203

Subjects/Keywords: Estimation theory

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APA (6^th Edition):

El-Arishy, S. M. A. (1987). Improving on the intra-block estimator via a nonlinear normal equation estimator. (Doctoral Dissertation). Oregon State University. Retrieved from http://hdl.handle.net/1957/40203

Chicago Manual of Style (16^th Edition):

El-Arishy, Samia Mosaad Aly. “Improving on the intra-block estimator via a nonlinear normal equation estimator.” 1987. Doctoral Dissertation, Oregon State University. Accessed February 17, 2020. http://hdl.handle.net/1957/40203.

MLA Handbook (7^th Edition):

El-Arishy, Samia Mosaad Aly. “Improving on the intra-block estimator via a nonlinear normal equation estimator.” 1987. Web. 17 Feb 2020.

Vancouver:

El-Arishy SMA. Improving on the intra-block estimator via a nonlinear normal equation estimator. [Internet] [Doctoral dissertation]. Oregon State University; 1987. [cited 2020 Feb 17]. Available from: http://hdl.handle.net/1957/40203.

Council of Science Editors:

El-Arishy SMA. Improving on the intra-block estimator via a nonlinear normal equation estimator. [Doctoral Dissertation]. Oregon State University; 1987. Available from: http://hdl.handle.net/1957/40203

Oregon State University

11. Saleh, Amina Ali Abd El-Fattah. Nonlinear unbiased estimators that dominate the intra-block estimator.

Degree: PhD, Statistics, 1986, Oregon State University

URL: http://hdl.handle.net/1957/40185

Subjects/Keywords: Estimation theory

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Saleh, A. A. A. E. (1986). Nonlinear unbiased estimators that dominate the intra-block estimator. (Doctoral Dissertation). Oregon State University. Retrieved from http://hdl.handle.net/1957/40185

Chicago Manual of Style (16^th Edition):

Saleh, Amina Ali Abd El-Fattah. “Nonlinear unbiased estimators that dominate the intra-block estimator.” 1986. Doctoral Dissertation, Oregon State University. Accessed February 17, 2020. http://hdl.handle.net/1957/40185.

MLA Handbook (7^th Edition):

Saleh, Amina Ali Abd El-Fattah. “Nonlinear unbiased estimators that dominate the intra-block estimator.” 1986. Web. 17 Feb 2020.

Vancouver:

Saleh AAAE. Nonlinear unbiased estimators that dominate the intra-block estimator. [Internet] [Doctoral dissertation]. Oregon State University; 1986. [cited 2020 Feb 17]. Available from: http://hdl.handle.net/1957/40185.

Council of Science Editors:

Saleh AAAE. Nonlinear unbiased estimators that dominate the intra-block estimator. [Doctoral Dissertation]. Oregon State University; 1986. Available from: http://hdl.handle.net/1957/40185

University of Hong Kong

12. Cai, Wenlong. On Lasso-type estimators under a moving-parameter framework.

Degree: PhD, 2016, University of Hong Kong

URL: http://hdl.handle.net/10722/231048

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Limiting distributions and residual bootstrap methods for Lasso-type regression estimators under a moving parameter framework are investigated in this thesis. In the first part, we… (more)

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Limiting distributions and residual bootstrap methods for Lasso-type regression estimators under a moving parameter framework are investigated in this thesis. In the first part, we study the asymptotic behaviour of Lasso-type regression estimators under a general moving-parameter framework and minimal assumptions on design covariates. Our results elucidate how distributional properties of the estimators are affected by the values of individual regression coefficients. In particular, we show that the convergence rates of estimators of large coefficients depend critically on the magnitudes of coefficients that are close to zero, even when the estimators possess the acclaimed oracle property under a fixed-parameter asymptotic framework. We demonstrate in the case of SCAD estimation how our theoretical results motivate a solution path-based procedure for diagnosing viability of the oracle property in practice. In the second part, we consider moving-parameter asymptotic properties of residual bootstrap methods recently proposed for making statistical inference based on Lasso-type estimators. We show that consistency of the natural residual bootstrap Lasso-type distribution depends critically on whether orders of individual regression coefficients can be correctly restored. In particular, if there exist small coefficients close, but not equal, to zero, the natural residual bootstrap may be inconsistent even when it is applied to estimate the distribution of a large coefficient estimator. To help alleviate this problem, we propose a hybrid residual bootstrap method, which uses a hybrid estimator based on an oracle and ordinary least squares estimators, to restore more correctly the orders of the small coefficients. In hypothesis testing problems, we show by simulations that the natural residual bootstrap of the conventional Studentized test statistic often suffers from over-rejection in the presence of small coefficients. As a remedy we propose two modified test statistics and a constrained residual bootstrap method for the hypothesis test. Our simulation results suggest that our new testing procedures improve upon existing methods.

published_or_final_version

Statistics and Actuarial Science

Doctoral

Doctor of Philosophy

Subjects/Keywords: Estimation theory; Regression analysis

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APA (6^th Edition):

Cai, W. (2016). On Lasso-type estimators under a moving-parameter framework. (Doctoral Dissertation). University of Hong Kong. Retrieved from http://hdl.handle.net/10722/231048

Chicago Manual of Style (16^th Edition):

Cai, Wenlong. “On Lasso-type estimators under a moving-parameter framework.” 2016. Doctoral Dissertation, University of Hong Kong. Accessed February 17, 2020. http://hdl.handle.net/10722/231048.

MLA Handbook (7^th Edition):

Cai, Wenlong. “On Lasso-type estimators under a moving-parameter framework.” 2016. Web. 17 Feb 2020.

Vancouver:

Cai W. On Lasso-type estimators under a moving-parameter framework. [Internet] [Doctoral dissertation]. University of Hong Kong; 2016. [cited 2020 Feb 17]. Available from: http://hdl.handle.net/10722/231048.

Council of Science Editors:

Cai W. On Lasso-type estimators under a moving-parameter framework. [Doctoral Dissertation]. University of Hong Kong; 2016. Available from: http://hdl.handle.net/10722/231048

University of Hong Kong

13. Chu, Yijing. Resursive local estimation: algorithm, performance and applications.

Degree: PhD, 2012, University of Hong Kong

URL: Chu, Y. [褚轶景]. (2012). Resursive local estimation : algorithm, performance and applications. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4979932 ; http://dx.doi.org/10.5353/th_b4979932 ; http://hdl.handle.net/10722/181861

► Adaptive filters are frequently employed in many applications, such as, system identification, adaptive echo cancellation (AEC), active noise control (ANC), adaptive beamforming, speech signal processing… (more)

▼ Adaptive filters are frequently employed in many applications, such as, system identification, adaptive echo cancellation (AEC), active noise control (ANC), adaptive beamforming, speech signal processing and other related problems, in which the statistic of the underlying signals is either unknown a priori, or slowly-varying. Given the observed signals under study, we shall consider, in this dissertation, the time-varying linear model with Gaussian or contaminated Gaussian (CG) noises. In particular, we focus on recursive local estimation and its applications in linear systems. We base our development on the concept of local likelihood function (LLF) and local posterior probability for parameter estimation, which lead to efficient adaptive filtering algorithms. We also study the convergence performance of these algorithms and their applications by theoretical analyses. As for applications, another important one is to utilize adaptive filters to obtain recursive hypothesis testing and model order selection methods. It is known that the maximum likelihood estimate (MLE) may lead to large variance or ill-conditioning problems when the number of observations is limited. An effective approach to address these problems is to employ various form of regularization in order to reduce the variance at the expense of slightly increased bias. In general, this can be viewed as adopting the Bayesian estimation, where the regularization can be viewed as providing a certain prior density of the parameters to be estimated. By adopting different prior densities in the LLF, we derive the variable regularized QR decomposition-based recursive least squares (VR-QRRLS) and recursive least M-estimate (VR-QRRLM) algorithms. An improved state-regularized variable forgetting factor QRRLS (SR-VFF-QRRLS) algorithm is also proposed. By approximating the covariance matrix in the RLS, new variable regularized and variable step-size transform domain normalized least mean square (VR-TDNLMS and VSS-TDNLMS) algorithms are proposed. Convergence behaviors of these algorithms are studied to characterize their performance and provide useful guidelines for selecting appropriate parameters in practical applications. Based on the local Bayesian estimation framework for linear model parameters developed previously, the resulting estimate can be utilized for recursive nonstationarity detection. This can be cast under the problem of hypothesis testing, as the hypotheses can be viewed as two competitive models between stationary and nonstationary to be selected. In this dissertation, we develop new regularized and recursive generalized likelihood ratio test (GLRT), Rao’s and Wald tests, which can be implemented recursively in a QRRLS-type adaptive filtering algorithm with low computational complexity. Another issue to be addressed in nonstationarity detection is the selection of various models or model orders. In particular, we derive a recursive method for model order selection from the Bayesian Information Criterion (BIC) based on recursive local…

Subjects/Keywords: Estimation theory.; Linear models (Statistics)

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APA (6^th Edition):

Chu, Y. (2012). Resursive local estimation: algorithm, performance and applications. (Doctoral Dissertation). University of Hong Kong. Retrieved from Chu, Y. [褚轶景]. (2012). Resursive local estimation : algorithm, performance and applications. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4979932 ; http://dx.doi.org/10.5353/th_b4979932 ; http://hdl.handle.net/10722/181861

Chicago Manual of Style (16^th Edition):

Chu, Yijing. “Resursive local estimation: algorithm, performance and applications.” 2012. Doctoral Dissertation, University of Hong Kong. Accessed February 17, 2020. Chu, Y. [褚轶景]. (2012). Resursive local estimation : algorithm, performance and applications. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4979932 ; http://dx.doi.org/10.5353/th_b4979932 ; http://hdl.handle.net/10722/181861.

MLA Handbook (7^th Edition):

Chu, Yijing. “Resursive local estimation: algorithm, performance and applications.” 2012. Web. 17 Feb 2020.

Vancouver:

Chu Y. Resursive local estimation: algorithm, performance and applications. [Internet] [Doctoral dissertation]. University of Hong Kong; 2012. [cited 2020 Feb 17]. Available from: Chu, Y. [褚轶景]. (2012). Resursive local estimation : algorithm, performance and applications. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4979932 ; http://dx.doi.org/10.5353/th_b4979932 ; http://hdl.handle.net/10722/181861.

Council of Science Editors:

Chu Y. Resursive local estimation: algorithm, performance and applications. [Doctoral Dissertation]. University of Hong Kong; 2012. Available from: Chu, Y. [褚轶景]. (2012). Resursive local estimation : algorithm, performance and applications. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4979932 ; http://dx.doi.org/10.5353/th_b4979932 ; http://hdl.handle.net/10722/181861

University of Hong Kong

14. 陳子軒.; Chan, Tsz-hin. Hybrid bootstrap procedures for shrinkage-type estimators.

Degree: M. Phil., 2012, University of Hong Kong

URL: Chan, T. [陳子軒]. (2012). Hybrid bootstrap procedures for shrinkage-type estimators. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4852182 ; http://dx.doi.org/10.5353/th_b4852182 ; http://hdl.handle.net/10722/179991

►

In statistical inference, one is often interested in estimating the distribution of a root, which is a function of the data and the parameters only.… (more)

Subjects/Keywords: Estimation theory.; Bootstrap (Statistics)

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APA (6^th Edition):

陳子軒.; Chan, T. (2012). Hybrid bootstrap procedures for shrinkage-type estimators. (Masters Thesis). University of Hong Kong. Retrieved from Chan, T. [陳子軒]. (2012). Hybrid bootstrap procedures for shrinkage-type estimators. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4852182 ; http://dx.doi.org/10.5353/th_b4852182 ; http://hdl.handle.net/10722/179991

Chicago Manual of Style (16^th Edition):

陳子軒.; Chan, Tsz-hin. “Hybrid bootstrap procedures for shrinkage-type estimators.” 2012. Masters Thesis, University of Hong Kong. Accessed February 17, 2020. Chan, T. [陳子軒]. (2012). Hybrid bootstrap procedures for shrinkage-type estimators. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4852182 ; http://dx.doi.org/10.5353/th_b4852182 ; http://hdl.handle.net/10722/179991.

MLA Handbook (7^th Edition):

陳子軒.; Chan, Tsz-hin. “Hybrid bootstrap procedures for shrinkage-type estimators.” 2012. Web. 17 Feb 2020.

Vancouver:

陳子軒.; Chan T. Hybrid bootstrap procedures for shrinkage-type estimators. [Internet] [Masters thesis]. University of Hong Kong; 2012. [cited 2020 Feb 17]. Available from: Chan, T. [陳子軒]. (2012). Hybrid bootstrap procedures for shrinkage-type estimators. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4852182 ; http://dx.doi.org/10.5353/th_b4852182 ; http://hdl.handle.net/10722/179991.

Council of Science Editors:

陳子軒.; Chan T. Hybrid bootstrap procedures for shrinkage-type estimators. [Masters Thesis]. University of Hong Kong; 2012. Available from: Chan, T. [陳子軒]. (2012). Hybrid bootstrap procedures for shrinkage-type estimators. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4852182 ; http://dx.doi.org/10.5353/th_b4852182 ; http://hdl.handle.net/10722/179991

Montana State University

15. Shaffer, Charles Edward. Estimation of cumulative totals.

Degree: College of Letters & Science, 1976, Montana State University

URL: https://scholarworks.montana.edu/xmlui/handle/1/4564

Subjects/Keywords: Estimation theory.

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APA (6^th Edition):

Shaffer, C. E. (1976). Estimation of cumulative totals. (Thesis). Montana State University. Retrieved from https://scholarworks.montana.edu/xmlui/handle/1/4564

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Shaffer, Charles Edward. “Estimation of cumulative totals.” 1976. Thesis, Montana State University. Accessed February 17, 2020. https://scholarworks.montana.edu/xmlui/handle/1/4564.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Shaffer, Charles Edward. “Estimation of cumulative totals.” 1976. Web. 17 Feb 2020.

Vancouver:

Shaffer CE. Estimation of cumulative totals. [Internet] [Thesis]. Montana State University; 1976. [cited 2020 Feb 17]. Available from: https://scholarworks.montana.edu/xmlui/handle/1/4564.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Shaffer CE. Estimation of cumulative totals. [Thesis]. Montana State University; 1976. Available from: https://scholarworks.montana.edu/xmlui/handle/1/4564

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

McGill University

16. Chandramouli, Kohur N. The jackknife : theory and applications.

Degree: MS, Department of Mathematics., 1976, McGill University

URL: http://digitool.library.mcgill.ca/thesisfile53695.pdf

Subjects/Keywords: Estimation theory.

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APA (6^th Edition):

Chandramouli, K. N. (1976). The jackknife : theory and applications. (Masters Thesis). McGill University. Retrieved from http://digitool.library.mcgill.ca/thesisfile53695.pdf

Chicago Manual of Style (16^th Edition):

Chandramouli, Kohur N. “The jackknife : theory and applications.” 1976. Masters Thesis, McGill University. Accessed February 17, 2020. http://digitool.library.mcgill.ca/thesisfile53695.pdf.

MLA Handbook (7^th Edition):

Chandramouli, Kohur N. “The jackknife : theory and applications.” 1976. Web. 17 Feb 2020.

Vancouver:

Chandramouli KN. The jackknife : theory and applications. [Internet] [Masters thesis]. McGill University; 1976. [cited 2020 Feb 17]. Available from: http://digitool.library.mcgill.ca/thesisfile53695.pdf.

Council of Science Editors:

Chandramouli KN. The jackknife : theory and applications. [Masters Thesis]. McGill University; 1976. Available from: http://digitool.library.mcgill.ca/thesisfile53695.pdf

McGill University

17. McMillan, Alex. Finite-sample properties of maximum-likelihood estimators.

Degree: MS, Department of Mathematics, 1978, McGill University

URL: http://digitool.library.mcgill.ca/thesisfile54733.pdf

Subjects/Keywords: Estimation theory.

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APA (6^th Edition):

McMillan, A. (1978). Finite-sample properties of maximum-likelihood estimators. (Masters Thesis). McGill University. Retrieved from http://digitool.library.mcgill.ca/thesisfile54733.pdf

Chicago Manual of Style (16^th Edition):

McMillan, Alex. “Finite-sample properties of maximum-likelihood estimators.” 1978. Masters Thesis, McGill University. Accessed February 17, 2020. http://digitool.library.mcgill.ca/thesisfile54733.pdf.

MLA Handbook (7^th Edition):

McMillan, Alex. “Finite-sample properties of maximum-likelihood estimators.” 1978. Web. 17 Feb 2020.

Vancouver:

McMillan A. Finite-sample properties of maximum-likelihood estimators. [Internet] [Masters thesis]. McGill University; 1978. [cited 2020 Feb 17]. Available from: http://digitool.library.mcgill.ca/thesisfile54733.pdf.

Council of Science Editors:

McMillan A. Finite-sample properties of maximum-likelihood estimators. [Masters Thesis]. McGill University; 1978. Available from: http://digitool.library.mcgill.ca/thesisfile54733.pdf

Oregon State University

18. Wulff, Shaun S. Explicit linear maximum likelihood estimation in mixed models.

Degree: PhD, Statistics, 1999, Oregon State University

URL: http://hdl.handle.net/1957/32966

► Mixed models have been widely used to model data from experiments which have fixed and random factors. Often there is interest in the estimation of… (more)

Subjects/Keywords: Estimation theory

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APA (6^th Edition):

Wulff, S. S. (1999). Explicit linear maximum likelihood estimation in mixed models. (Doctoral Dissertation). Oregon State University. Retrieved from http://hdl.handle.net/1957/32966

Chicago Manual of Style (16^th Edition):

Wulff, Shaun S. “Explicit linear maximum likelihood estimation in mixed models.” 1999. Doctoral Dissertation, Oregon State University. Accessed February 17, 2020. http://hdl.handle.net/1957/32966.

MLA Handbook (7^th Edition):

Wulff, Shaun S. “Explicit linear maximum likelihood estimation in mixed models.” 1999. Web. 17 Feb 2020.

Vancouver:

Wulff SS. Explicit linear maximum likelihood estimation in mixed models. [Internet] [Doctoral dissertation]. Oregon State University; 1999. [cited 2020 Feb 17]. Available from: http://hdl.handle.net/1957/32966.

Council of Science Editors:

Wulff SS. Explicit linear maximum likelihood estimation in mixed models. [Doctoral Dissertation]. Oregon State University; 1999. Available from: http://hdl.handle.net/1957/32966

Oregon State University

19. O'Donnell, Robert P. (Robert Paul). Fisher and logistic discriminant function estimation in the presence of collinearity.

Degree: PhD, Statistics, 1990, Oregon State University

URL: http://hdl.handle.net/1957/37471

► The relative merits of the Fisher linear discriminant function (Efron, 1975) and logistic regression procedure (Press and Wilson, 1978; McLachlan and Byth, 1979), applied to… (more)

▼ The relative merits of the Fisher linear discriminant function (Efron, 1975) and logistic regression procedure (Press and Wilson, 1978; McLachlan and Byth, 1979), applied to the two group discrimination problem under conditions of multivariate normality and common covariance, have been debated. In related research, DiPillo (1976, 1977, 1979) has argued that a biased Fisher linear discriminant function is preferable when one or more collinearities exist among the classifying variables. This paper proposes a generalized ridge logistic regression (GRL) estimator as a logistic analog to DiPillo's biased alternative estimator. Ridge and Principal Component logistic estimators proposed by Schaefer et al. (1984) for conventional logistic regression are shown to be special cases of this generalized ridge logistic estimator. Two Fisher estimators (Linear Discriminant Function (LDF) and Biased Linear Discriminant Function (BLDF)) and three logistic estimators (Linear Logistic Regression (LLR), Ridge Logistic Regression (RLR) and Principal Component Logistic Regression (PCLR)) are compared in a Monte Carlo simulation under varying conditions of distance between populations, training set s1ze and degree of collinearity. A new approach to the selection of the ridge parameter in the BLDF method is proposed and evaluated. The results of the simulation indicate that two of the biased estimators (BLDF, RLR) produce smaller MSE values and are more stable estimators (smaller standard deviations) than their unbiased counterparts. But the improved performance for MSE does not translate into equivalent improvement in error rates. The expected actual error rates are only marginally smaller for the biased estimators. The results suggest that small training set size, rather than strong collinearity, may produce the greatest classification advantage for the biased estimators. The unbiased estimators (LDF, LLR) produce smaller average apparent error rates. The relative advantage of the Fisher estimators over the logistic estimators is maintained. But, given that the comparison is made under conditions most favorable to the Fisher estimators, the absolute advantage of the Fisher estimators is small. The new ridge parameter selection method for the BLDF estimator performs as well as, but no better than, the method used by DiPillo. The PCLR estimator shows performance comparable to the other estimators when there is a high level of collinearity. However, the estimator gives up a significant degree of performance in conditions where collinearity is not a problem. Advisors/Committee Members: Thomas, David R. (advisor).

Subjects/Keywords: Estimation theory

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APA (6^th Edition):

O'Donnell, R. P. (. P. (1990). Fisher and logistic discriminant function estimation in the presence of collinearity. (Doctoral Dissertation). Oregon State University. Retrieved from http://hdl.handle.net/1957/37471

Chicago Manual of Style (16^th Edition):

O'Donnell, Robert P (Robert Paul). “Fisher and logistic discriminant function estimation in the presence of collinearity.” 1990. Doctoral Dissertation, Oregon State University. Accessed February 17, 2020. http://hdl.handle.net/1957/37471.

MLA Handbook (7^th Edition):

O'Donnell, Robert P (Robert Paul). “Fisher and logistic discriminant function estimation in the presence of collinearity.” 1990. Web. 17 Feb 2020.

Vancouver:

O'Donnell RP(P. Fisher and logistic discriminant function estimation in the presence of collinearity. [Internet] [Doctoral dissertation]. Oregon State University; 1990. [cited 2020 Feb 17]. Available from: http://hdl.handle.net/1957/37471.

Council of Science Editors:

O'Donnell RP(P. Fisher and logistic discriminant function estimation in the presence of collinearity. [Doctoral Dissertation]. Oregon State University; 1990. Available from: http://hdl.handle.net/1957/37471

Kansas State University

20. Sundheim, Richard Allen. The midrange estimator in symmetric distributions.

Degree: 1974, Kansas State University

URL: http://hdl.handle.net/2097/8354

Subjects/Keywords: Estimation theory

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APA (6^th Edition):

Sundheim, R. A. (1974). The midrange estimator in symmetric distributions. (Thesis). Kansas State University. Retrieved from http://hdl.handle.net/2097/8354

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Sundheim, Richard Allen. “The midrange estimator in symmetric distributions.” 1974. Thesis, Kansas State University. Accessed February 17, 2020. http://hdl.handle.net/2097/8354.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Sundheim, Richard Allen. “The midrange estimator in symmetric distributions.” 1974. Web. 17 Feb 2020.

Vancouver:

Sundheim RA. The midrange estimator in symmetric distributions. [Internet] [Thesis]. Kansas State University; 1974. [cited 2020 Feb 17]. Available from: http://hdl.handle.net/2097/8354.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Sundheim RA. The midrange estimator in symmetric distributions. [Thesis]. Kansas State University; 1974. Available from: http://hdl.handle.net/2097/8354

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

University of Arizona

21. Stefani, Raymond T. AN ITERATIVE WEIGHTED LEAST SQUARES TECHNIQUE FOR UNBIASED STRUCTURAL PARAMETER ESTIMATION .

Degree: 1971, University of Arizona

URL: http://hdl.handle.net/10150/287703

Subjects/Keywords: Estimation theory.

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APA (6^th Edition):

Stefani, R. T. (1971). AN ITERATIVE WEIGHTED LEAST SQUARES TECHNIQUE FOR UNBIASED STRUCTURAL PARAMETER ESTIMATION . (Doctoral Dissertation). University of Arizona. Retrieved from http://hdl.handle.net/10150/287703

Chicago Manual of Style (16^th Edition):

Stefani, Raymond T. “AN ITERATIVE WEIGHTED LEAST SQUARES TECHNIQUE FOR UNBIASED STRUCTURAL PARAMETER ESTIMATION .” 1971. Doctoral Dissertation, University of Arizona. Accessed February 17, 2020. http://hdl.handle.net/10150/287703.

MLA Handbook (7^th Edition):

Stefani, Raymond T. “AN ITERATIVE WEIGHTED LEAST SQUARES TECHNIQUE FOR UNBIASED STRUCTURAL PARAMETER ESTIMATION .” 1971. Web. 17 Feb 2020.

Vancouver:

Stefani RT. AN ITERATIVE WEIGHTED LEAST SQUARES TECHNIQUE FOR UNBIASED STRUCTURAL PARAMETER ESTIMATION . [Internet] [Doctoral dissertation]. University of Arizona; 1971. [cited 2020 Feb 17]. Available from: http://hdl.handle.net/10150/287703.

Council of Science Editors:

Stefani RT. AN ITERATIVE WEIGHTED LEAST SQUARES TECHNIQUE FOR UNBIASED STRUCTURAL PARAMETER ESTIMATION . [Doctoral Dissertation]. University of Arizona; 1971. Available from: http://hdl.handle.net/10150/287703

Columbia University

22. Mittel, Louis Buchalter. Efficient Estimation of the Expectation of a Latent Variable in the Presence of Subject-Specific Ancillaries.

Degree: 2017, Columbia University

URL: https://doi.org/10.7916/D8JW8SFB

► Latent variables are often included in a model in order to capture the diversity among subjects in a population. Sometimes the distribution of these latent… (more)

Subjects/Keywords: Statistics; Latent variables; Estimation theory

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APA (6^th Edition):

Mittel, L. B. (2017). Efficient Estimation of the Expectation of a Latent Variable in the Presence of Subject-Specific Ancillaries. (Doctoral Dissertation). Columbia University. Retrieved from https://doi.org/10.7916/D8JW8SFB

Chicago Manual of Style (16^th Edition):

Mittel, Louis Buchalter. “Efficient Estimation of the Expectation of a Latent Variable in the Presence of Subject-Specific Ancillaries.” 2017. Doctoral Dissertation, Columbia University. Accessed February 17, 2020. https://doi.org/10.7916/D8JW8SFB.

MLA Handbook (7^th Edition):

Mittel, Louis Buchalter. “Efficient Estimation of the Expectation of a Latent Variable in the Presence of Subject-Specific Ancillaries.” 2017. Web. 17 Feb 2020.

Vancouver:

Mittel LB. Efficient Estimation of the Expectation of a Latent Variable in the Presence of Subject-Specific Ancillaries. [Internet] [Doctoral dissertation]. Columbia University; 2017. [cited 2020 Feb 17]. Available from: https://doi.org/10.7916/D8JW8SFB.

Council of Science Editors:

Mittel LB. Efficient Estimation of the Expectation of a Latent Variable in the Presence of Subject-Specific Ancillaries. [Doctoral Dissertation]. Columbia University; 2017. Available from: https://doi.org/10.7916/D8JW8SFB

University of North Carolina – Greensboro

23. Zatezalo, Tanja. Generalized mixture estimators for the finite population mean.

Degree: 2016, University of North Carolina – Greensboro

URL: http://libres.uncg.edu/ir/listing.aspx?styp=ti&id=21396

► The first order approximation of the theoretical mean square error and assumption of bivariate normality are very often used for the ratio type estimators for… (more)

Subjects/Keywords: Estimation theory; Regression analysis

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APA (6^th Edition):

Zatezalo, T. (2016). Generalized mixture estimators for the finite population mean. (Doctoral Dissertation). University of North Carolina – Greensboro. Retrieved from http://libres.uncg.edu/ir/listing.aspx?styp=ti&id=21396

Chicago Manual of Style (16^th Edition):

Zatezalo, Tanja. “Generalized mixture estimators for the finite population mean.” 2016. Doctoral Dissertation, University of North Carolina – Greensboro. Accessed February 17, 2020. http://libres.uncg.edu/ir/listing.aspx?styp=ti&id=21396.

MLA Handbook (7^th Edition):

Zatezalo, Tanja. “Generalized mixture estimators for the finite population mean.” 2016. Web. 17 Feb 2020.

Vancouver:

Zatezalo T. Generalized mixture estimators for the finite population mean. [Internet] [Doctoral dissertation]. University of North Carolina – Greensboro; 2016. [cited 2020 Feb 17]. Available from: http://libres.uncg.edu/ir/listing.aspx?styp=ti&id=21396.

Council of Science Editors:

Zatezalo T. Generalized mixture estimators for the finite population mean. [Doctoral Dissertation]. University of North Carolina – Greensboro; 2016. Available from: http://libres.uncg.edu/ir/listing.aspx?styp=ti&id=21396

University of North Carolina – Greensboro

24. Zhang, Qi. Ratio estimation of the mean under RRT models.

Degree: 2016, University of North Carolina – Greensboro

URL: http://libres.uncg.edu/ir/listing.aspx?styp=ti&id=21040

► Ratio estimation is a parameter estimation technique that uses a known auxiliary variable that is correlated with the study variable. In many situations, the primary… (more)

Subjects/Keywords: Estimation theory; Sampling (Statistics)

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APA (6^th Edition):

Zhang, Q. (2016). Ratio estimation of the mean under RRT models. (Masters Thesis). University of North Carolina – Greensboro. Retrieved from http://libres.uncg.edu/ir/listing.aspx?styp=ti&id=21040

Chicago Manual of Style (16^th Edition):

Zhang, Qi. “Ratio estimation of the mean under RRT models.” 2016. Masters Thesis, University of North Carolina – Greensboro. Accessed February 17, 2020. http://libres.uncg.edu/ir/listing.aspx?styp=ti&id=21040.

MLA Handbook (7^th Edition):

Zhang, Qi. “Ratio estimation of the mean under RRT models.” 2016. Web. 17 Feb 2020.

Vancouver:

Zhang Q. Ratio estimation of the mean under RRT models. [Internet] [Masters thesis]. University of North Carolina – Greensboro; 2016. [cited 2020 Feb 17]. Available from: http://libres.uncg.edu/ir/listing.aspx?styp=ti&id=21040.

Council of Science Editors:

Zhang Q. Ratio estimation of the mean under RRT models. [Masters Thesis]. University of North Carolina – Greensboro; 2016. Available from: http://libres.uncg.edu/ir/listing.aspx?styp=ti&id=21040

Kansas State University

25. McFarland, Steven Deane. Nonlinear estimation : Gauss-Newton procedure.

Degree: 1976, Kansas State University

URL: http://hdl.handle.net/2097/12087

Subjects/Keywords: Estimation theory

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APA (6^th Edition):

McFarland, S. D. (1976). Nonlinear estimation : Gauss-Newton procedure. (Thesis). Kansas State University. Retrieved from http://hdl.handle.net/2097/12087

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

McFarland, Steven Deane. “Nonlinear estimation : Gauss-Newton procedure.” 1976. Thesis, Kansas State University. Accessed February 17, 2020. http://hdl.handle.net/2097/12087.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

McFarland, Steven Deane. “Nonlinear estimation : Gauss-Newton procedure.” 1976. Web. 17 Feb 2020.

Vancouver:

McFarland SD. Nonlinear estimation : Gauss-Newton procedure. [Internet] [Thesis]. Kansas State University; 1976. [cited 2020 Feb 17]. Available from: http://hdl.handle.net/2097/12087.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

McFarland SD. Nonlinear estimation : Gauss-Newton procedure. [Thesis]. Kansas State University; 1976. Available from: http://hdl.handle.net/2097/12087

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Hong Kong University of Science and Technology

26. Wang, Xi. Modified maximum score estimator in ordered choice models with interval data.

Degree: 2012, Hong Kong University of Science and Technology

URL: http://repository.ust.hk/ir/Record/1783.1-7654 ; https://doi.org/10.14711/thesis-b1197888 ; http://repository.ust.hk/ir/bitstream/1783.1-7654/1/th_redirect.html

► If one or more explanatory variables are not observed exactly in an ordered choice model, the parameters of interest cannot be point identified but are… (more)

Subjects/Keywords: Estimation theory ; Maxima and minima

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APA (6^th Edition):

Wang, X. (2012). Modified maximum score estimator in ordered choice models with interval data. (Thesis). Hong Kong University of Science and Technology. Retrieved from http://repository.ust.hk/ir/Record/1783.1-7654 ; https://doi.org/10.14711/thesis-b1197888 ; http://repository.ust.hk/ir/bitstream/1783.1-7654/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Wang, Xi. “Modified maximum score estimator in ordered choice models with interval data.” 2012. Thesis, Hong Kong University of Science and Technology. Accessed February 17, 2020. http://repository.ust.hk/ir/Record/1783.1-7654 ; https://doi.org/10.14711/thesis-b1197888 ; http://repository.ust.hk/ir/bitstream/1783.1-7654/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Wang, Xi. “Modified maximum score estimator in ordered choice models with interval data.” 2012. Web. 17 Feb 2020.

Vancouver:

Wang X. Modified maximum score estimator in ordered choice models with interval data. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2012. [cited 2020 Feb 17]. Available from: http://repository.ust.hk/ir/Record/1783.1-7654 ; https://doi.org/10.14711/thesis-b1197888 ; http://repository.ust.hk/ir/bitstream/1783.1-7654/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wang X. Modified maximum score estimator in ordered choice models with interval data. [Thesis]. Hong Kong University of Science and Technology; 2012. Available from: http://repository.ust.hk/ir/Record/1783.1-7654 ; https://doi.org/10.14711/thesis-b1197888 ; http://repository.ust.hk/ir/bitstream/1783.1-7654/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Hong Kong University of Science and Technology

27. Wang, Kai. Lasso-based variable selection of log-GARCH models.

Degree: 2016, Hong Kong University of Science and Technology

URL: http://repository.ust.hk/ir/Record/1783.1-87102 ; https://doi.org/10.14711/thesis-b1627119 ; http://repository.ust.hk/ir/bitstream/1783.1-87102/1/th_redirect.html

► This thesis investigates the Lasso-based approach for variable selection of log-GARCH models. For estimating parameters and the order of the model simultaneously, we propose a… (more)

Subjects/Keywords: GARCH model ; Estimation theory

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Wang, K. (2016). Lasso-based variable selection of log-GARCH models. (Thesis). Hong Kong University of Science and Technology. Retrieved from http://repository.ust.hk/ir/Record/1783.1-87102 ; https://doi.org/10.14711/thesis-b1627119 ; http://repository.ust.hk/ir/bitstream/1783.1-87102/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Wang, Kai. “Lasso-based variable selection of log-GARCH models.” 2016. Thesis, Hong Kong University of Science and Technology. Accessed February 17, 2020. http://repository.ust.hk/ir/Record/1783.1-87102 ; https://doi.org/10.14711/thesis-b1627119 ; http://repository.ust.hk/ir/bitstream/1783.1-87102/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Wang, Kai. “Lasso-based variable selection of log-GARCH models.” 2016. Web. 17 Feb 2020.

Vancouver:

Wang K. Lasso-based variable selection of log-GARCH models. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2016. [cited 2020 Feb 17]. Available from: http://repository.ust.hk/ir/Record/1783.1-87102 ; https://doi.org/10.14711/thesis-b1627119 ; http://repository.ust.hk/ir/bitstream/1783.1-87102/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wang K. Lasso-based variable selection of log-GARCH models. [Thesis]. Hong Kong University of Science and Technology; 2016. Available from: http://repository.ust.hk/ir/Record/1783.1-87102 ; https://doi.org/10.14711/thesis-b1627119 ; http://repository.ust.hk/ir/bitstream/1783.1-87102/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Michigan State University

28. Kim, Jiwoong. Minimum distance estimation on regression models with dependent errors and goodness of fit test of errors.

Degree: 2016, Michigan State University

URL: http://etd.lib.msu.edu/islandora/object/etd:4075

►

Thesis Ph. D. Michigan State University. Statistics 2016

This dissertation consists of three chapters. The rst chapter introduces the models under consideration and motivates problems… (more)

Subjects/Keywords: Statistics; Estimation theory; Autoregression (Statistics)

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Kim, J. (2016). Minimum distance estimation on regression models with dependent errors and goodness of fit test of errors. (Thesis). Michigan State University. Retrieved from http://etd.lib.msu.edu/islandora/object/etd:4075

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Kim, Jiwoong. “Minimum distance estimation on regression models with dependent errors and goodness of fit test of errors.” 2016. Thesis, Michigan State University. Accessed February 17, 2020. http://etd.lib.msu.edu/islandora/object/etd:4075.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Kim, Jiwoong. “Minimum distance estimation on regression models with dependent errors and goodness of fit test of errors.” 2016. Web. 17 Feb 2020.

Vancouver:

Kim J. Minimum distance estimation on regression models with dependent errors and goodness of fit test of errors. [Internet] [Thesis]. Michigan State University; 2016. [cited 2020 Feb 17]. Available from: http://etd.lib.msu.edu/islandora/object/etd:4075.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Kim J. Minimum distance estimation on regression models with dependent errors and goodness of fit test of errors. [Thesis]. Michigan State University; 2016. Available from: http://etd.lib.msu.edu/islandora/object/etd:4075

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Michigan State University

29. Singh, Radhey Shyam, 1944-. Estimation of derivatives of average of u-densities and sequence-compound estimation in exponential families.

Degree: PhD, Department of Statistics and Probability, 1974, Michigan State University

URL: http://etd.lib.msu.edu/islandora/object/etd:36925

Subjects/Keywords: Estimation theory

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Singh, Radhey Shyam, 1. (1974). Estimation of derivatives of average of u-densities and sequence-compound estimation in exponential families. (Doctoral Dissertation). Michigan State University. Retrieved from http://etd.lib.msu.edu/islandora/object/etd:36925

Chicago Manual of Style (16^th Edition):

Singh, Radhey Shyam, 1944-. “Estimation of derivatives of average of u-densities and sequence-compound estimation in exponential families.” 1974. Doctoral Dissertation, Michigan State University. Accessed February 17, 2020. http://etd.lib.msu.edu/islandora/object/etd:36925.

MLA Handbook (7^th Edition):

Singh, Radhey Shyam, 1944-. “Estimation of derivatives of average of u-densities and sequence-compound estimation in exponential families.” 1974. Web. 17 Feb 2020.

Vancouver:

Singh, Radhey Shyam 1. Estimation of derivatives of average of u-densities and sequence-compound estimation in exponential families. [Internet] [Doctoral dissertation]. Michigan State University; 1974. [cited 2020 Feb 17]. Available from: http://etd.lib.msu.edu/islandora/object/etd:36925.

Council of Science Editors:

Singh, Radhey Shyam 1. Estimation of derivatives of average of u-densities and sequence-compound estimation in exponential families. [Doctoral Dissertation]. Michigan State University; 1974. Available from: http://etd.lib.msu.edu/islandora/object/etd:36925

30. NC DOCKS at The University of North Carolina at Greensboro; Zhang, Qi. Ratio estimation of the mean under RRT models.

Degree: 2016, NC Docks

URL: http://libres.uncg.edu/ir/uncg/f/Zhang_uncg_0154M_12079.pdf

► Ratio estimation is a parameter estimation technique that uses a known auxiliary variable that is correlated with the study variable. In many situations, the primary… (more)

Subjects/Keywords: Estimation theory; Sampling (Statistics)

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APA (6^th Edition):

NC DOCKS at The University of North Carolina at Greensboro; Zhang, Q. (2016). Ratio estimation of the mean under RRT models. (Thesis). NC Docks. Retrieved from http://libres.uncg.edu/ir/uncg/f/Zhang_uncg_0154M_12079.pdf

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

NC DOCKS at The University of North Carolina at Greensboro; Zhang, Qi. “Ratio estimation of the mean under RRT models.” 2016. Thesis, NC Docks. Accessed February 17, 2020. http://libres.uncg.edu/ir/uncg/f/Zhang_uncg_0154M_12079.pdf.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

NC DOCKS at The University of North Carolina at Greensboro; Zhang, Qi. “Ratio estimation of the mean under RRT models.” 2016. Web. 17 Feb 2020.

Vancouver:

NC DOCKS at The University of North Carolina at Greensboro; Zhang Q. Ratio estimation of the mean under RRT models. [Internet] [Thesis]. NC Docks; 2016. [cited 2020 Feb 17]. Available from: http://libres.uncg.edu/ir/uncg/f/Zhang_uncg_0154M_12079.pdf.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

NC DOCKS at The University of North Carolina at Greensboro; Zhang Q. Ratio estimation of the mean under RRT models. [Thesis]. NC Docks; 2016. Available from: http://libres.uncg.edu/ir/uncg/f/Zhang_uncg_0154M_12079.pdf

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

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Open Access Theses and Dissertations