3 papers
stat.ME2025
Two approaches to multiple canonical correlation analysis for repeated measures data
Tomasz Górecki, Mirosław Krzyśko, Felix Gnettner +1
In classical canonical correlation analysis (CCA), the goal is to determine the linear transformations of two random vectors into two new random variables that are most strongly co…
stat.ME2025
seMCD: Sequentially implemented Monte Carlo depth computation with statistical guarantees
Felix Gnettner, Claudia Kirch, Alicia Nieto-Reyes
Statistical depth functions provide center-outward orderings in spaces of dimension larger than one, where a natural ordering does not exist. The numerical evaluation of such depth…
math.ST2025
A new and flexible class of sharp asymptotic time-uniform confidence sequences
Felix Gnettner, Claudia Kirch
Confidence sequences are anytime-valid analogues of classical confidence intervals that do not suffer from multiplicity issues under optional continuation of the data collection. A…