On variable selection in high dimensions, segmentation and multiscale time series
In this dissertation, we study the following three statistical problems. First, we consider a high-dimensional data framework, where the number of covariates potentially affecting the response is large relatively to the sample size. In this setting, some of the covariates are observed to exhibit an...
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London School of Economics and Political Science (University of London)
2016
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.700964 |