2 citations · 2 across the 2 of their papers we have counts for
3 papers
stat.AP2019★ 2 cited
Testing new property of elliptical model for stock returns distribution
Petr Koldanov
Wide class of elliptically contoured distributions is a popular model of stock returns distribution. However the important question of adequacy of the model is open. There are some…
math.ST2018
Comparison of robustness of statistical procedures for network structure analysis
L. P. Semenov, V. A. Kalyagin, P. A. Koldanov +3
Different network structures are compiared with respect to degree of robustnes of identification statistical procedures. It is shown that threshold (market) graph, cliques and inde…
math.ST2016
Multiple testing with optimal individual tests in Gaussian graphical model selection
Petr A. Koldanov, Alexander P. Koldanov, Panos Pardalos
Gaussian Graphical Model selection problem is considered. Concentration graph is identified by multiple decision procedure based on individual tests. Optimal unbiased individual te…