246 citations · 927 across the 27 of their papers we have counts for
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math.ST2012★ 2 cited
An asymptotic total variation test for copulas
Jean-David Fermanian, Dragan Radulovic, Marten Wegkamp
We propose a new goodness-of-fit test for copulas, based on empirical copula processes and their nonparametric bootstrap counterparts. The standard Kolmogorov-Smirnov type test for…
math.ST2012★ 46 cited
Support vector machines with a reject option
Marten Wegkamp, Ming Yuan
This paper studies regularization with high-dimensional features for support vector machines with a built-in reject option (meaning that the decision of classifying an obs…