Now showing items 1-4 of 4

    • LASSO Asymptotics For Heavy Tailed Errors 

      Goldsmith, Aaron Seth (2015-12-14)
      We consider the asymptotic behavior of the l^1 regularized least squares estimator (LASSO) for the linear regression model Y=X(beta)+xi with training data (X,Y) in R^{nxp}xR^n, true parameter beta in R^p, and observation ...
    • Nonparametric Estimation and Inference in Econometrics 

      Huang, Ta-Cheng (2018-05-03)
      This dissertation includes two essays: The first one is on nonparametric inference in causal effect models, and the second one is on nonparametric estimation in financial economics. In the first essay, we propose a ...
    • Principal Components Analysis for Binary Data 

      Lee, Seokho (2010-07-14)
      Principal components analysis (PCA) has been widely used as a statistical tool for the dimension reduction of multivariate data in various application areas and extensively studied in the long history of statistics. One ...
    • SCALABLE ALGORITHMS FOR HIGH DIMENSIONAL STRUCTURED DATA 

      Ren, Shaogang (2017-12-11)
      Emerging technologies and digital devices provide us with increasingly large volume of data with respect to both the sample size and the number of features. To explore the benefits of massive data sets, scalable statistical ...