This dissertation describes a minimum distance method for density estimation when the variable of interest is not directly observed. It is assumed that the underlying target density can be well approximated by a mixture of normals. The method compares a density estimate of observable data with a density of the observable data induced from assuming the target density can be written as a mixture of normals. The goal is to choose the parameters in the normal mixture that minimize the distance between the density estimate of the observable data and the induced density from the model. The method is applied to the deconvolution problem to estimate the density of $X_{i}$ when the variable $% Y_{i}=X_{i}+Z_{i}$, $i=1,\ldots ,n$, is observed, and the density of $Z_{i}$ is known. Additionally, it is applied to a location random effects model to estimate the density of $Z_{ij}$ when the observable quantities are $p$ data sets of size $n$ given by $X_{ij}=\alpha _{i}+\gamma Z_{ij},~i=1,\ldots ,p,~j=1,\ldots ,n$, where the densities of $\alpha_{i} $ and $Z_{ij}$ are both unknown.
The performance of the minimum distance approach in the measurement error model is compared with the deconvoluting kernel density estimator of Stefanski and Carroll (1990). In the location random effects model, the minimum distance estimator is compared with the explicit characteristic function inversion method from Hall and Yao (2003). In both models, the methods are compared using simulated and real data sets. In the simulations, performance is evaluated using an integrated squared error criterion. Results indicate that the minimum distance methodology is comparable to the deconvoluting kernel density estimator and outperforms the explicit characteristic function inversion method.
| Identifer | oai:union.ndltd.org:tamu.edu/oai:repository.tamu.edu:1969.1/ETD-TAMU-2009-08-3229 |
| Date | 2009 August 1900 |
| Creators | Litton, Nathaniel A. |
| Contributors | Hart, Jeffrey D. |
| Source Sets | Texas A and M University |
| Language | en_US |
| Detected Language | English |
| Type | Book, Thesis, Electronic Dissertation, text |
| Format | application/pdf |
Page generated in 0.0022 seconds