5 citations · 6 across the 6 of their papers we have counts for
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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…