10 citations · 12 across the 4 of their papers we have counts for
4 papers
Honest Confidence Bands for Isotonic Quantile Curves
Lutz Duembgen, Lukas Luethi
We provide confidence bands for isotonic quantile curves in nonparametric univariate regression with guaranteed given coverage probability. The method is an adaptation of the confi…
Exact Confidence Bounds in Discrete Models -- Algorithmic Aspects of Sterne's Method
Lutz Duembgen
In this manuscript we review two methods to construct exact confidence bounds for an unknown real parameter in a general class of discrete statistical models. These models include…
Refining Invariant Coordinate Selection via Local Projection Pursuit
Lutz Duembgen, Katrin Gysel, Fabrice Perler
Independent component selection (ICS), introduced by Tyler et al. (2009, JRSS B), is a powerful tool to find potentially interesting projections of multivariate data. In some cases…
Geodesic Convexity and Regularized Scatter Estimators
Lutz Duembgen, David E. Tyler
As observed by Auderset et al. (2005) and Wiesel (2012), viewing covariance matrices as elements of a Riemannian manifold and using the concept of geodesic convexity provide useful…