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 2006Show all

5 papers · 1 filter

math.ST2006★ 12 cited

To how many simultaneous hypothesis tests can normal, Student's t or bootstrap calibration be applied?

J. Fan, P. Hall, Q. Yao

In the analysis of microarray data, and in some other contemporary statistical problems, it is not uncommon to apply hypothesis tests in a highly simultaneous way. The number, …

math.PR2006★ 62 cited

Asymptotic normality of the -core in random graphs

Svante Janson, Malwina J. Luczak

We study the -core of a random (multi)graph on vertices with a given degree sequence. In our previous paper [Random Structures Algorithms 30 (2007) 50--62] we used propertie…

math.PR2006★ 16 cited

The minimal entropy martingale measure for general Barndorff-Nielsen/Shephard models

Thorsten Rheinländer, Gallus Steiger

We determine the minimal entropy martingale measure for a general class of stochastic volatility models where both price process and volatility process contain jump terms which are…

math.PR2006★ 63 cited

On the maximum queue length in the supermarket model

Malwina J. Luczak, Colin McDiarmid

There are queues, each with a single server. Customers arrive in a Poisson process at rate , where . Upon arrival each customer selects servers uniformly at…

math.ST2006★ 11 cited

Distribution free goodness-of-fit tests for linear processes

Miguel A. Delgado, Javier Hidalgo, Carlos Velasco

This article proposes a class of goodness-of-fit tests for the autocorrelation function of a time series process, including those exhibiting long-range dependence. Test statistics…