Search for dissertations about: "High-dimensional asymptotics"
Found 2 swedish dissertations containing the words High-dimensional asymptotics.
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1. Issues of incompleteness, outliers and asymptotics in high dimensional data
Abstract : This thesis consists of four individual essays and an introduction chapter. The essays are in the field of multivariate statistical analysis of High dimensional data. The first essay presents the issue of estimating the inverse covariance matrix alone and when it is used within the Mahalanobis distance in High-dimensional data. READ MORE
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2. Statistical Inference of Tangency Portfolio in Small and Large Dimension
Abstract : This thesis considers statistical test theory in portfolio theory. It analyses the asymptotic behavior of the considered tests in the high-dimensional setting, meaning k/n → c ∈ (0, ∞) as n → ∞, where k and n are portfolio size and sample size, respectively. READ MORE