TESTING WITH THE ONE COMPONENT PARTIAL LEAST SQUARES AND THE MARGINAL MAXIMUM LIKELIHOOD ESTIMATORS
| dc.contributor.advisor | Olive, David | |
| dc.contributor.author | Alshammari, Abdulaziz | |
| dc.date.accessioned | 2024-07-17T07:35:46Z | |
| dc.date.available | 2024-07-17T07:35:46Z | |
| dc.date.issued | 2024-05-28 | |
| dc.description.abstract | We derive some large sample theory for the marginal maximum likelihood estimator for multiple linear regression. Then testing is considered for that estimator and the one component partial least squares estimator, including some high dimensional tests. Testing with these two estimators for the multiple linear regression model with heterogeneity and for the single index model is also considered. | |
| dc.format.extent | 85 | |
| dc.identifier.uri | https://hdl.handle.net/20.500.14154/72619 | |
| dc.language.iso | en_US | |
| dc.publisher | Southern Illinois University Carbondale | |
| dc.subject | Data splitting | |
| dc.subject | dimension reduction | |
| dc.subject | high dimensional data | |
| dc.subject | lasso | |
| dc.subject | single index model. | |
| dc.title | TESTING WITH THE ONE COMPONENT PARTIAL LEAST SQUARES AND THE MARGINAL MAXIMUM LIKELIHOOD ESTIMATORS | |
| dc.type | Thesis | |
| sdl.degree.department | Mathematical and Statistical Sciences | |
| sdl.degree.discipline | Statistics | |
| sdl.degree.grantor | Southern Illinois University Carbondale | |
| sdl.degree.name | Doctor of Philosophy |