Stella Hadjiantoni
Room number: W304A
Tel: +44 20 7882 8842
Fax: +44 20 8983 3580
Email: s.hadjiantoni@qmul.ac.uk
Research keywords: Numerical and computational econometrics, Computational statistics, Linear models estimation, Matrix computations
Research supervisors: Erricos Kontoghiorghes, George Kapetanios
Stella is pursuing research in the broad area of computational statistics and econometrics. Specifically she is investigating efficient numerical and computational strategies for tackling large-scale and computationally-intensive linear model estimation problems. The current study is considering strategies for the solution of up-downdating problems. Such methods can be embedded in various heuristic estimation techniques such as statistical model selection, robust estimation and k-fold cross validation.