activity
20172025
most citedA Bootstrap Lasso + Partial Ridge Method to Construct Confidence Intervals for Parameters in High-dimensional Sparse Linear Models

15 citations · 15 across the 7 of their papers we have counts for

collaborators
Showing math.PRShow all

1 paper · 1 filter

math.PR2022

Optimal stopping of the stable process with state-dependent killing

K. van Schaik, A. R. Watson, X. Xu

We describe the solution of an optimal stopping problem for a stable Lévy process killed at state-dependent rate, which can be seen as a model for bankruptcy. The killing rate is c…