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NON-PARAMETRIC MULTIVARIATE REGRESSION HYPOTHESIS TESTING
by
Shanshan Xu
A Dissertation Presented to the
FACULTY OF THE USC GRADUATE SCHOOL
UNIVERSITY OF SOUTHERN CALIFORNIA
In Partial Ful llment of the
Requirements for the Degree
DOCTOR OF PHILOSOPHY
(MATHEMATICS)
December 2012
Copyright 2012 Shanshan Xu
Object Description
| Title | Non-parametric multivariate regression hypothesis testing |
| Author | Xu, Shanshan |
| Author email | xiaomiannao@gmail.com;sasa.daniella@gmail.com |
| Degree | Doctor of Philosophy |
| Document type | Dissertation |
| Degree program | Mathematics |
| School | College of Letters, Arts And Sciences |
| Date defended/completed | 2012-10-17 |
| Date submitted | 2012-11-21 |
| Date approved | 2012-11-22 |
| Restricted until | 2012-11-22 |
| Date published | 2012-11-22 |
| Advisor (committee chair) | Lototsky, Sergey |
| Advisor (committee member) |
Wilcox, Rand Mikulevicius, Remigijus |
| Abstract | We introduce three nonparametric multivariate methods for testing the elements of the regression matrix. We investigate the nite-sample performance, robustness and heteroscedasticity of these methods. Our simulation results show that Method 1 performs well when the error term has a non-Gaussian distribution and there is homoscedasticity. Method 2 performs well when there is heteroscedasticity, but is conservative. Method 3 modies the second method on the side of conservativeness. |
| Keyword | non-parametric; multivariate; hypothesis testing |
| Language | English |
| Part of collection | University of Southern California dissertations and theses |
| Publisher (of the original version) | University of Southern California |
| Place of publication (of the original version) | Los Angeles, California |
| Publisher (of the digital version) | University of Southern California. Libraries |
| Provenance | Electronically uploaded by the author |
| Type | texts |
| Legacy record ID | usctheses-m |
| Rights | Xu, Shanshan |
| Access conditions | The author retains rights to his/her dissertation, thesis or other graduate work according to U.S. copyright law. Electronic access is being provided by the USC Libraries in agreement with the author, as the original true and official version of the work, but does not grant the reader permission to use the work if the desired use is covered by copyright. It is the author, as rights holder, who must provide use permission if such use is covered by copyright. The original signature page accompanying the original submission of the work to the USC Libraries is retained by the USC Libraries and a copy of it may be obtained by authorized requesters contacting the repository e-mail address given. |
| Repository name | University of Southern California Digital Library |
| Repository address | USC Digital Library, University of Southern California, University Park Campus MC 7002, 106 University Village, Los Angeles, California 90089-7002, USA |
| Repository email | cisadmin@usc.edu |
| Archival file | uscthesesreloadpub_Volume6/etd-XuShanshan-1338.pdf |
Description
| Title | Page 1 |
| Full text | NON-PARAMETRIC MULTIVARIATE REGRESSION HYPOTHESIS TESTING by Shanshan Xu A Dissertation Presented to the FACULTY OF THE USC GRADUATE SCHOOL UNIVERSITY OF SOUTHERN CALIFORNIA In Partial Ful llment of the Requirements for the Degree DOCTOR OF PHILOSOPHY (MATHEMATICS) December 2012 Copyright 2012 Shanshan Xu |
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