| LDR | | 02397nmm uu200421 4500 |
| 001 | | 000000333766 |
| 005 | | 20240805174511 |
| 008 | | 181129s2018 |||||||||||||||||c||eng d |
| 020 | |
▼a 9780438088733 |
| 035 | |
▼a (MiAaPQ)AAI10824969 |
| 035 | |
▼a (MiAaPQ)columbia:14736 |
| 040 | |
▼a MiAaPQ
▼c MiAaPQ
▼d 248032 |
| 082 | 0 |
▼a 310 |
| 100 | 1 |
▼a Wan, Phyllis. |
| 245 | 10 |
▼a Application of Distance Covariance to Extremes and Time Series and Inference for Linear Preferential Attachment Networks. |
| 260 | |
▼a [S.l.] :
▼b Columbia University.,
▼c 2018 |
| 260 | 1 |
▼a Ann Arbor :
▼b ProQuest Dissertations & Theses,
▼c 2018 |
| 300 | |
▼a 174 p. |
| 500 | |
▼a Source: Dissertation Abstracts International, Volume: 79-11(E), Section: B. |
| 500 | |
▼a Adviser: Richard A. Davis. |
| 502 | 1 |
▼a Thesis (Ph.D.)--Columbia University, 2018. |
| 520 | |
▼a This thesis covers four topics: i) Measuring dependence in time series through distance covariance |
| 520 | |
▼a Topic i) studies a dependence measure based on characteristic functions, called distance covariance, in time series settings. Distance covariance recently gathered popularity for its ability to detect nonlinear dependence. In particular, we char |
| 520 | |
▼a Topic ii) proposes a goodness-of-fit test for general classes of time series model by applying the auto-distance covariance function (ADCV) to the fitted residuals. Under the correct model assumption, the limit distribution for the ADCV of the r |
| 520 | |
▼a Topic iii) considers data in the multivariate regular varying setting where the radial part R is asymptotically independent of the angular part as thetaR goes to infinity. The goal is to estimate the limiting distribution of theta given R&rarr |
| 520 | |
▼a Topic iv) investigates inference questions related to the linear preferential attachment model for network data. Preferential attachment is an appealing mechanism based on the intuition "the rich get richer" and produces the well-observed power- |
| 590 | |
▼a School code: 0054. |
| 650 | 4 |
▼a Statistics. |
| 690 | |
▼a 0463 |
| 710 | 20 |
▼a Columbia University.
▼b Statistics. |
| 773 | 0 |
▼t Dissertation Abstracts International
▼g 79-11B(E). |
| 773 | |
▼t Dissertation Abstract International |
| 790 | |
▼a 0054 |
| 791 | |
▼a Ph.D. |
| 792 | |
▼a 2018 |
| 793 | |
▼a English |
| 856 | 40 |
▼u http://www.riss.kr/pdu/ddodLink.do?id=T14998718
▼n KERIS |
| 980 | |
▼a 201812
▼f 2019 |
| 990 | |
▼a 관리자 |