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.

collaborating institutions
Showing 2013 · stat.MEShow all

2 papers · 2 filters

stat.ME2013

Estimation of Extreme Quantiles for Functions of Dependent Random Variables

Jinguo Gong, Yadong Li, Liang Peng +1

We propose a new method for estimating the extreme quantiles for a function of several dependent random variables. In contrast to the conventional approach based on extreme value t…

stat.ME2013★ 25 cited

A Kernel Test for Three-Variable Interactions

Dino Sejdinovic, Arthur Gretton, Wicher Bergsma

We introduce kernel nonparametric tests for Lancaster three-variable interaction and for total independence, using embeddings of signed measures into a reproducing kernel Hilbert s…