• A screening selection procedure for nonparametric regression and survival analysis 

      Milito, Sara (Universita degli studi di Salerno, 2020-05-18)
      This thesis aims at proposing a new method of solving the nonparametric and non-additive regression problem in presence of ultra-high dimensional data. In this context, there are two relevant aspects: variable selection ...
    • Anomalies detection in credit risk data: an approach based on the Isolation Forest 

      Forte, Fabio (Universita degli studi di Salerno, 2019-12-16)
      As starting point the definition of Risk as the chances of having an unexpected or negative outcome has been introduced. After a brief introduction on most of the risk categories as Banks and regulators, the thesis ...
    • High-dimensional statistics for complex data 

      Pacella, Massimo (Universita degli studi di Salerno, 2018-05-29)
      High dimensional data analysis has become a popular research topic in the recent years, due to the emergence of various new applications in several fields of sciences underscoring the need for analysing massive data ...