D. Kurowicka

activity

20122026

most citedSelecting and estimating regular vine copulae and application to financial returns

27 citations · 34 across the 4 of their papers we have counts for

collaborators

Showing math.STShow all

2 papers · 1 filter

math.ST2026

Retrieving predictive densities from conformal predictive distributions

Dan Andrei Tudor, Dorota Kurowicka, Balint Negyesi +1

Conformal prediction intervals are used to construct marginally well-calibrated regions around point predictions. Recent work has focused on extending these ideas to conformal pred…

math.ST2021★ 1 cited

Logarithmic law of large random correlation matrices

Nestor Parolya, Johannes Heiny, Dorota Kurowicka

Consider a random vector $y = Σ^{1/2} x$ , where the $p$ elements of the vector $x$ are i.i.d. real-valued random variables with zero mean and finite…