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Author:

Yu, Xiufan

Title:

Nonparametric Estimation of Sufficient Forecasting with a Diverging Number of Factors

Graduate Program:

Statistics

Keywords:

factor model
forecasting
principal components
high-dimensional predictors
nonparametric estimation
predictive inference

File:

Download MSThesis.pdf

Committee Members:

Runze Li, Thesis Advisor/Co-Advisor
Lingzhou Xue, Thesis Advisor/Co-Advisor
Bing Li, Committee Member
Ephraim Mont Hanks, Committee Member

Author:

Yu, Xiufan

Title:

Topics on power enhancement in high-dimensional hypothesis tests

Graduate Program:

Statistics (PHD)

Keywords:

power enhancement
high-dimensional tests
multi-factor pricing models
two-sample covariance tests
simultaneous tests

File:

Download Xiufan-Dissertation.pdf

Committee Members:

Lingzhou Xue, Co-Chair & Dissertation Advisor
Bing Li, Major Field Member
Jingzhi Huang, Outside Unit & Field Member
Runze Li, Co-Chair & Dissertation Advisor
Ephraim Hanks, Program Head/Chair