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UM E-Theses Collection (澳門大學電子學位論文庫)

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Title

Empirical likelihood and general relative error criterion with divergent dimension

English Abstract

In estimation of multiplicative or accelerated failure time model, relative error has been recognized as another useful criterion besides the squared and absolute error criterion. The general relative error criterion introduced by Chen et al. (2013) is a unified framework for efficient estimation, which includes the least absolute relative error and least product relative error estimations as special cases. In this thesis, by combining the empirical likelihood and general relative error criterion in multiplicative models, we develop a new empirical likelihood method for inference of the unknown parameters under high-dimensional setting. The limiting theory is established for the proposed empirical likelihood statistics. We also conduct simulation studies and real data analysis to evaluate the effectiveness of the proposed method.

Issue date

2015.

Author

Liu, Yi Ming

Faculty

Faculty of Science and Technology

Department

Department of Mathematics

Degree

M.Sc.

Subject

Error analysis (Mathematics)

Regression analysis

Supervisor

Liu, Zhi

Files In This Item

Full-text (Internet)

Location
1/F Zone C
Library URL
991000841629706306