Date Available

1-16-2017

Year of Publication

2017

Document Type

Doctoral Dissertation

Degree Name

Doctor of Philosophy (PhD)

College

Arts and Sciences

Department/School/Program

Statistics

Advisor

Dr. Mai Zhou

Abstract

This dissertation can be divided into three topics. In the first topic, we derived a recursive algorithm for the constrained Kaplan-Meier estimator, which promotes the computation speed up to fifty times compared to the current method that uses EM algorithm. We also showed how this leads to the vast improvement of empirical likelihood analysis with right censored data. After a brief review of regularized regressions, we investigated the computational problems in the parametric/non-parametric hybrid accelerated failure time models and its regularization in a high dimensional setting. We also illustrated that, when the number of pieces increases, the discussed models are close to a nonparametric one. In the last topic, we discussed a semi-parametric approach of hypothesis testing problem in the binary choice model. The major tools used are Buckley-James like algorithm and empirical likelihood. The essential idea, which is similar to the first topic, is iteratively computing linear constrained empirical likelihood using optimization algorithms including EM, and iterative convex minorant algorithm.

Digital Object Identifier (DOI)

https://doi.org/10.13023/ETD.2017.013

Share

COinS