Item – Theses Canada

​
OCLC number
1362901423
Link(s) to full text
LAC copy
Author
Yang, Zhao Wei.
Title
On Some Aspects of Model Selection Variability.
Degree
MA - Master of Arts -- York University, 2016
Publisher
[Toronto, Ontario] : York University, 2016
Description
1 online resource
Notes
Author owns copyright, except where explicitly noted. Please contact the author directly with licensing requests.
Abstract
In this thesis, we investigate the data analytic approach to integrate the model selection uncertainty into the statistical inferences of high dimensional estimators. Two closed-form formulae of covariance matrices are derived for high dimensional bagging estimators, one for the nonparametric bootstrapping and the other for the parametric bootstrapping. Two simulation studies are completed in detail for demonstrating the validity of the new formulae. Several model selection methods -- the hypothesis testing, the Mallows' $C_p$, AIC, BIC and LASSO -- are compared in terms of the effects on the accuracy of bagging estimators in the context of multivariate linear regression. The confidence region and its coverage probability are also estimated for the bagging estimators with those model selection methods.
Other link(s)
hdl.handle.net
yorkspace.library.yorku.ca
Subject
Statistics
Bootstrap Smoothing
Model Selection
Influence Function
Importance Sampling
Multivariate Linear Regression
Confidence Region.