106 citations · 252 across the 33 of their papers we have counts for
3 papers · 1 filter
Regularizing Portfolio Risk Analysis: A Bayesian Approach
Sourish Das, Aritra Halder, Dipak K. Dey
It is important for a portfolio manager to estimate and analyze recent portfolio volatility to keep the portfolio's risk within limit. Though the number of financial instruments in…
Statistical Tests for Large Tree-structured Data
Karthik Bharath, Prabhanjan Kambadur, Dipak. K. Dey +2
We develop a general statistical framework for the analysis and inference of large tree-structured data, with a focus on developing asymptotic goodness-of-fit tests. We first propo…
A new class of flexible link functions with application to species co-occurrence in cape floristic region
Xun Jiang, Dipak K. Dey, Rachel Prunier +2
Understanding the mechanisms that allow biological species to co-occur is of great interest to ecologists. Here we investigate the factors that influence co-occurrence of members o…