Preface -- Introduction to probability and statistics -- Foundation of probability theory -- Random variables and univariate probability distributions -- Important probability distributions -- Multivariate probability distributions -- Introduction to sampling theory -- Convergences and limit...

THE OXFORD HANDBOOK OF CONTENTS List of Figures vii List of Tables ix List of Contributors x Introduction ...

This paper considers factor estimation from heterogenous data, where some of the variables are noisy and only weakly informative for the factors. To identify the irrelevant variables, we search for zero rows in the loadings matrix of the factor model. To sharply separate these irrelevant...

Statistical Inference, Econometric Analysis and Matrix Algebra Contents List of Contributors xiii Part I Nonparametric Inference Adaptive Tests for the c-Sample Location Problem ...