Estimation of the Amount of Sparsity in Normal Mixture Models
Public Deposited- Resource Type
- Creator
- Abstract
In this thesis, we are interested in estimating the amount of sparsity in sparse normal mixture models. The estimation problem in hand emerges naturally in the context of vari- able selection in high-dimensional settings. Handling this problem, we have modified the well-known procedure of Cai et al. on estimating the proportion of nonzero means in normal mixture models in such a way that the new procedure is more efficient in theory, less complicated in construction, and less asymptotic in applications. The analytical findings obtained in the thesis are supported via simulations. The simulation study testifies that the new procedure not only displays a better convergence rate but also requires smaller sample size in order to work as designed. The main result, Theorem 7, shows the superiority of our estimator over the estimator of Cai et al., and it is new.
- Subject
- Language
- Publisher
- Thesis Degree Level
- Thesis Degree Name
- Thesis Degree Discipline
- Identifier
- Rights Notes
Copyright © 2016 the author(s). Theses may be used for non-commercial research, educational, or related academic purposes only. Such uses include personal study, research, scholarship, and teaching. Theses may only be shared by linking to Carleton University Institutional Repository and no part may be used without proper attribution to the author. No part may be used for commercial purposes directly or indirectly via a for-profit platform; no adaptation or derivative works are permitted without consent from the copyright owner.
- Date Created
- 2016
Relations
- In Collection:
Items
Thumbnail | Title | Date Uploaded | Visibility | Actions |
---|---|---|---|---|
wang-estimationoftheamountofsparsityinnormalmixture.pdf | 2023-05-04 | Public | Download |