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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…