Issues of incompleteness, outliers and asymptotics in high dimensional data
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 dista...
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| Format: | Doctoral Thesis |
| Language: | English |
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Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Economics, Finance and Statistics
2011
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-14934 http://nbn-resolving.de/urn:isbn:9789186345181 |