Methods of calibration for the empirical likelihood ratio
| dc.contributor.author | Jiang, Li | |
| dc.contributor.supervisor | Tsao, M. | |
| dc.date.accessioned | 2009-11-17T19:19:35Z | |
| dc.date.available | 2009-11-17T19:19:35Z | |
| dc.date.copyright | 2006 | en |
| dc.date.issued | 2006 | |
| dc.degree.department | Department of Mathematics and Statistics | |
| dc.degree.level | Master of Applied Science M.A.Sc. | en |
| dc.description.abstract | This thesis provides several new calibration methods for the empirical log-likelihood ratio. The commonly used Chi-square calibration is based on the limiting distribu¬tion of this ratio but it constantly suffers from the undercoverage problem. The finite sample distribution of the empirical log-likelihood ratio is recognized to have a mix¬ture structure with a continuous component on [0, +∞) and a probability mass at +∞. Consequently, new calibration methods are developed to take advantage of this mixture structure; we propose new calibration methods based on the mixture distrib¬utions, such as the mixture Chi-square and the mixture Fisher's F distribution. The E distribution introduced in Tsao (2004a) has a natural mixture structure and the calibration method based on this distribution is considered in great details. We also discuss methods of estimating the E distributions. | en |
| dc.identifier.uri | http://hdl.handle.net/1828/1854 | |
| dc.language | English | eng |
| dc.language.iso | en | en |
| dc.rights | Available to the World Wide Web | en |
| dc.subject | calibration | en |
| dc.subject | Chi-square | en |
| dc.subject | eimpirical | en |
| dc.subject.lcsh | UVic Subject Index::Sciences and Engineering::Mathematics::Mathematical statistics | en |
| dc.title | Methods of calibration for the empirical likelihood ratio | en |
| dc.type | Thesis | en |