Minimum Profile Hellinger Distance Estimation for Two-Sample Location Models

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atmire.migration.oldid5798
dc.contributor.advisorWu, Jingjing
dc.contributor.advisorLi, Haocheng
dc.contributor.authorYang, Jian
dc.contributor.committeememberYan, Ying
dc.contributor.committeememberSun, Bingrui (Cindy)
dc.date.accessioned2017-07-18T19:24:21Z
dc.date.available2017-07-18T19:24:21Z
dc.date.issued2017
dc.date.submitted2017en
dc.description.abstractMinimum Hellinger distance (MHDE) estimation is obtained by minimizing the Hellinger distance between an assumed parametric model and a nonparametric estimation of the model. This estimation receives increasing attention over the past decades due to its asymptotic efficiency and excellent robustness against small deviations from assumed model. Minimum profile Hellinger dis- tance (MPHDE) estimation, proposed by Wu and Karunamuni (2015), is an extension of MHDE particularly for semiparametric models. In this thesis, we investigate two-sample symmetric loca- tion models and propose to use MPHDE to estimate the unknown location parameters. Asymptotic normality and robustness properties of the estimation are discussed and a comparison with LSE and MLE is carried out through Monte Carlo simulation studies. The results show that MPHDE is very competitive with LSE and MLE in terms of efficiency , while it appears to be much more robust than LSE and MLE against outlying observations. We also demonstrate the application of the estimation to a breast cancer data.en_US
dc.identifier.citationYang, J. (2017). Minimum Profile Hellinger Distance Estimation for Two-Sample Location Models (Master's thesis, University of Calgary, Calgary, Canada). Retrieved from https://prism.ucalgary.ca. doi:10.11575/PRISM/26923en_US
dc.identifier.doihttp://dx.doi.org/10.11575/PRISM/26923
dc.identifier.urihttp://hdl.handle.net/11023/3968
dc.language.isoeng
dc.publisher.facultyGraduate Studies
dc.publisher.institutionUniversity of Calgaryen
dc.publisher.placeCalgaryen
dc.rightsUniversity of Calgary graduate students retain copyright ownership and moral rights for their thesis. You may use this material in any way that is permitted by the Copyright Act or through licensing that has been assigned to the document. For uses that are not allowable under copyright legislation or licensing, you are required to seek permission.
dc.subjectStatistics
dc.titleMinimum Profile Hellinger Distance Estimation for Two-Sample Location Models
dc.typemaster thesis
thesis.degree.disciplineMathematics and Statistics
thesis.degree.grantorUniversity of Calgary
thesis.degree.nameMaster of Science (MSc)
ucalgary.item.requestcopytrue
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