activity
20132022
most citedFixed support positive-definite modification of covariance matrix estimators via linear shrinkage

17 citations · 28 across the 15 of their papers we have counts for

collaborators

15 papers

math.ST2022

Sparse Hanson-Wright Inequality for a Bilinear Form of Sub-Gaussian Variables

Seongoh Park, Xinlei Wang, Johan Lim

In this paper, we derive a new version of Hanson-Wright inequality for a sparse bilinear form of sub-Gaussian variables. Our results are generalization of previous deviation inequa…

stat.ME2022

Testing Independence of Bivariate Censored Data using Random Walk on Restricted Permutation Graph

Seonghun Cho, Donghyeon Yu, Johan Lim

In this paper, we propose a procedure to test the independence of bivariate censored data, which is generic and applicable to any censoring types in the literature. To test the hyp…

stat.ME2020

Empirical Likelihood Inference for Area under the ROC Curve using Ranked Set Samples

Chul Moon, Xinlei Wang, Johan Lim

The area under a receiver operating characteristic curve (AUC) is a useful tool to assess the performance of continuous-scale diagnostic tests on binary classification. In this art…

stat.ME2020

Estimating High-dimensional Covariance and Precision Matrices under General Missing Dependence

Seongoh Park, Xinlei Wang, Johan Lim

A sample covariance matrix of completely observed data is the key statistic in a large variety of multivariate statistical procedures, such as structured covarianc…

stat.ME2019★ 1 cited

Testing for Stochastic Order in Interval-Valued Data

Hyejeong Choi, Johan Lim, Minjung Kwak +1

We construct a procedure to test the stochastic order of two samples of interval-valued data. We propose a test statistic which belongs to U-statistic and derive its asymptotic dis…

stat.ME2019

Covariate-dependent control limits for the detection of abnormal price changes in scanner data

Youngrae Kim, Sangkyun Kim, Johan Lim +3

Currently, large-scale sales data for consumer goods, called scanner data, are obtained by scanning the bar codes of individual products at the points of sale of retail outlets. Ma…