output
19992026
most citedSparsistency and rates of convergence in large covariance matrix estimation

421 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.

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Showing 2010 · math.STShow all

2 papers · 2 filters

math.ST2010★ 3 cited

Bayesian quickest detection problems for some diffusion processes

Pavel V. Gapeev, Albert N. Shiryaev

We study the Bayesian problems of detecting a change in the drift rate of an observable diffusion process with linear and exponential penalty costs for a detection delay. The optim…

math.ST2010★ 153 cited

A consistent test of independence based on a sign covariance related to Kendall's tau

Wicher Bergsma, Angelos Dassios

The most popular ways to test for independence of two ordinal random variables are by means of Kendall's tau and Spearman's rho. However, such tests are not consistent, only having…