Hypothesis Testing in Contingency Tables: A Discussion, and Exact Unconditional Tests for r×c Tables

Every time one counts the number of occurrences of a pair of values for two categorical variables, one obtains a contingency table. These tables are one of the simplest representations of data in order to statistically test for the presence of some association between the two variables under consideration. Although naturally occurring in so many...

CLT for Nonlinear Shrinkage Estimators of Large Covariance Matrices

This thesis is concerned with finding the asymptotic distributions of linear spectral statistics of the nonlinear shrinkage estimator for large covariance matrices derived by Ledoit and Wolf (2012). It provides some new inferential procedures for large-dimensional data and shed some light on the power of the new statistical tests on the...

Tail characteristics of CRPS-based distributions

In my thesis I researched the potential paths and pitfalls of the newly created ``Taillardat index''.<br/>This index uses the tail characteristics of several CRPS-based distributions to rank forecasters on how well they forecast, with a slight emphasis on extreme events.<br/>From my research I concluded that the ``Taillardat Index'' in its...