output
20052026
most citedOperational Research: Methods and Applications

120 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing 2023 · math.STShow all

3 papers · 2 filters

math.ST2023★ 1 cited

Extremal behaviour and convergence rates for sample--based geometric quantiles and half space depths

Sibsankar Singha, Marie Kratz, Sreekar Vadlamani

We consider the empirical versions of geometric quantile and halfspace depth, and study their extremal behaviour as a function of the sample size. The objective of this study is to…

math.ST2023

Change point detection in low-rank VAR processes

Farida Enikeeva, Olga Klopp, Mathilde Rousselot

Vector autoregressive (VAR) models are widely used in multivariate time series analysis for describing the short-time dynamics of the data. The reduced-rank VAR models are of parti…

math.ST2023

On the relation between extremal dependence and concomitants

Amir Khorrami Chokami, Marie Kratz

The study of concomitants has recently met a renewed interest due to its applications in selection procedures. For instance, concomitants are used in ranked-set sampling, to achiev…