45 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Centre de Mathématiques Appliquées de l'École polytechniqueFR2 papers
- Centre National de la Recherche ScientifiqueFR2 papers
- École PolytechniqueFR2 papers
- Institut national de recherche en sciences et technologies du numériqueFR2 papers
- Laboratoire de Probabilités, Statistique et ModélisationFR2 papers
- Apple (United States)US1 paper
- California Institute of TechnologyUS1 paper
- CELESTE: statistique mathématique et apprentissageFR1 paper
- Centre de Recherche en Économie et StatistiqueFR1 paper
- Centre de recherches mathématiquesCA1 paper
- Centre Inria de SaclayFR1 paper
- École Nationale de la Statistique et de l'Analyse de l'InformationFR1 paper
Showing 2022Show all
2 papers · 1 filter
stat.ME2022★ 5 cited
R-NL: Covariance Matrix Estimation for Elliptical Distributions based on Nonlinear Shrinkage
Simon Hediger, Jeffrey Näf, Michael Wolf
We combine Tyler's robust estimator of the dispersion matrix with nonlinear shrinkage. This approach delivers a simple and fast estimator of the dispersion matrix in elliptical mod…
stat.ME2022★ 2 cited
Reweighting the RCT for generalization: finite sample error and variable selection
Bénédicte Colnet, Julie Josse, Gaël Varoquaux +1
Randomized Controlled Trials (RCTs) may suffer from limited scope. In particular, samples may be unrepresentative: some RCTs over- or under- sample individuals with certain charact…