On Tuesday, 6 December, Rashid Mansoor successfully defended his licentiate thesis in Statistics.
In his thesis “Assessing Distributional Properties of High-dimensional Data” Mansoor investigates the high-dimensional size and power properties of some existing and proposed tests for distributional properties using Monte Carlo simulations. A Bayesian regression approach has also been taken to model the relation between the mean and standard deviation of excess returns by means of credible intervals.
Faculty opponent was Dr. Yushu Li, Lund University. Examining committee was Associate Professor Thomas Holgersson, JIBS, Dr. Yushu Li, Lund University, and Professor Martin Andersson, Lund Universtiy/JIBS. Chair of the defence was Associate Professor Thomas Holgersson.