Essays on the elimination of high-dimensional nuisance parameters KU Leuven
The aim of this research is to develop methods for the elimination of nuisance parameters in high-dimensional settings. The high dimensionality is a key ingredient in data-rich applications and can come from a variety of sources. For example, trade data are indexed by origin, destination, time, industrial sector, and possibly subdivisions thereof. Each of these indices may carry its own set of nuisance parameters to control for effects of ...