Semiparametric Inference

He, Zhi

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https://hdl.handle.net/2142/17019 Copy

Description

Title

Semiparametric Inference

Author(s)

He, Zhi

Issue Date

2010-08-31T20:04:21Z

Director of Research (if dissertation) or Advisor (if thesis)

Simpson, Douglas G.

Doctoral Committee Chair(s)

Simpson, Douglas G.

Committee Member(s)

• Matinsek, Adam T.
• Liang, Feng
• Shao, Xiaofeng

Department of Study

Statistics

Discipline

Statistics

Degree Granting Institution

University of Illinois at Urbana-Champaign

Degree Name

Ph.D.

Degree Level

Dissertation

Keyword(s)

• Intersection-Union Test
• Semiparametric
• Nonparametric
• Additive Model
• Dispersion
• Functional Data

Abstract

Semi-parametric and nonparametric modeling and inference have been widely studied during the last two decades. In this manuscript, we do statistical inference based on semi-parametric and nonparametric models in several different scenarios. Firstly, we develop a semi-parametric additivity test for nonparametric multi-dimensional model. The test statistic can test two or higher way interactions and achieve the biggest local power when the interaction terms have Tukey's format. Secondly, we develop a two step iterative estimating algorithm for generalized linear model with nonparametric varying dispersion. The algorithm is derived for heteroscedastic error generalized linear models, but it can be extended to more general setting for example censored data. Thirdly, we develop a multivariate intersection-union bioequivalence test. The intersection- union test is uniform more powerful compare with other common used test for multivariate bioequivalence. Fourthly, we extend the multivariate bioequivalence test to functional data, which can also be considered as high dimensional multivariate data. We develop two bioequiv- alence test based on L2 and L infinity norm. We illustrate the issues and methodology by both simulation and in the context of ultrasound safety study, backscatter coefficient vs. frequency study as well as a pharmacokinetics study.

Graduation Semester

2010-08

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http://hdl.handle.net/2142/17019

Copyright and License Information

Copyright 2010 Zhi He

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