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Diagnostics for multivariate imputation, copula based Independent Component Analysis and a motivating example.


Author(s): Abayomi, Kobi Ako
Title: Diagnostics for multivariate imputation, copula based Independent Component Analysis and a motivating example.
Advisor(s): de la Pena, Victor
Physical Description: 88 p.
Issue Date: 2008
Description: Source: Dissertation Abstracts International, Volume: 69-01, Section: B, page: 0395.
Adviser: Victor de la Pena.
Thesis (Ph.D.)--Columbia University, 2008.
Bookmark as: http://hdl.handle.net/10022/AC:P:18421
Full Text (ProQuest): /ac/proxit.jsp?url=http://gateway.proquest.com/ope...
Abstract: We consider new methods in imputation diagnosis and component extraction using the Environmental Sustainability Index (ESI) - an aggregation of environmental variables created as a measure of overall progress towards environmental sustainability - as a motivating example. In Chapter 2 we consider three sorts of diagnostics for random imputations; we also consider a recalibration procedure for sequential regression imputations. In Chapter 3 we propose a parametric version of Independent Component Analysis (ICA) via Copulas - families of multivariate distributions that join univariate margins to multivariate distributions. In Chapter 4 we apply a version of the CICA approach to the ESI dataset.
Collection(s):Doctoral Dissertations

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