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math.PR2021
The least favorable noise
Philip A. Ernst, Abram M. Kagan, L. C. G. Rogers
Suppose that a random variable of interest is observed perturbed by independent additive noise . This paper concerns the "the least favorable perturbation" $\hat Y_\ep$, whi…
math.PR2019
Calibrating dependence between random elements
Abram M. Kagan, Gabor J. Székely
Attempts to quantify dependence between random elements X and Y via maximal correlation go back to Gebelein (1941) and Rényi (1959). After summarizing properties (including some ne…