Results 1 to 10 of about 155 (148)

Sparse permutation invariant covariance estimation

Electronic Journal of Statistics, 2008
Elizaveta Levina, Ji Zhu, Adam J Rothman   +2 more
exaly  

Nonlinear shrinkage estimation of large-dimensional covariance matrices

Annals of Statistics, 2012
Olivier Ledoit, Michael Wolf
exaly  

Propagation of outliers in multivariate data

Annals of Statistics, 2009
Ruben Zamar, Stefan van Aelst, Víctor J Yohai   +2 more
exaly  

Gaussian graphical model estimation with false discovery rate control

Annals of Statistics, 2013
Weidong Liu
exaly  

Flexible Bivariate INAR(1) Processes Using Copulas

Communications in Statistics - Theory and Methods, 2013
Xanthi Pedeli, Dimitris Karlis
exaly  

Estimation of density level sets with a given probability content

Journal of Nonparametric Statistics, 2013
Pierre Pudlo, Bruno Pelletier
exaly  

Noisy matrix decomposition via convex relaxation: Optimal rates in high dimensions

Annals of Statistics, 2012
Martin J Wainwright, Alekh Agarwal
exaly  

Statistical inference of Langevin distribution for directional data

Hiroshima Mathematical Journal, 1996
exaly  

Discovery of critical thresholds in mixed exposures and estimation of policy intervention effects [PDF]

Journal of Causal Inference
Regulations of chemical exposures often focus on individual substances, neglecting the amplified toxicity that can arise from multiple concurrent exposures.
McCoy David B., Hubbard Alan, van der Laan Mark, Schuler Alejandro   +3 more
doaj   +2 more sources

A combinatorial proof of the Gaussian product inequality beyond the MTP2 case

Dependence Modeling, 2022
A combinatorial proof of the Gaussian product inequality (GPI) is given under the assumption that each component of a centered Gaussian random vector X=(X1,…,Xd){\boldsymbol{X}}=\left({X}_{1},\ldots ,{X}_{d}) of arbitrary length can be written as a ...
Genest Christian, Ouimet Frédéric
doaj   +1 more source