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020 ▼a 9780438047945
035 ▼a (MiAaPQ)AAI10815651
035 ▼a (MiAaPQ)princeton:12527
040 ▼a MiAaPQ ▼c MiAaPQ ▼d 248032
0820 ▼a 310
1001 ▼a Bose, Koushiki.
24510 ▼a Robust Dependence-adjusted Methods for High Dimensional Data.
260 ▼a [S.l.] : ▼b Princeton University., ▼c 2018
260 1 ▼a Ann Arbor : ▼b ProQuest Dissertations & Theses, ▼c 2018
300 ▼a 216 p.
500 ▼a Source: Dissertation Abstracts International, Volume: 79-10(E), Section: B.
500 ▼a Adviser: Jianqing Fan.
5021 ▼a Thesis (Ph.D.)--Princeton University, 2018.
520 ▼a The focus of this dissertation is the development, implementation and verification of robust methods for high dimensional heavy-tailed data, with an emphasis on underlying dependence-adjustment through factor models.
520 ▼a First, we prove a nonasymptotic version of the Bahadur representation for a Huber loss M-estimator in the presence of heavy-tailed errors. Consequently, we prove a number of important normal approximation results, including the Berry-Esseen boun
590 ▼a School code: 0181.
650 4 ▼a Statistics.
690 ▼a 0463
71020 ▼a Princeton University. ▼b Operations Research and Financial Engineering.
7730 ▼t Dissertation Abstracts International ▼g 79-10B(E).
773 ▼t Dissertation Abstract International
790 ▼a 0181
791 ▼a Ph.D.
792 ▼a 2018
793 ▼a English
85640 ▼u http://www.riss.kr/pdu/ddodLink.do?id=T14998189 ▼n KERIS
980 ▼a 201812 ▼f 2019
990 ▼a 관리자