23 citations · 33 across the 5 of their papers we have counts for
5 papers
Significant inference and confidence sets for graphical models
P. A. Koldanov, A. P. Koldanov
The problem of identifying statistically significant inferences about the structure of the graphical model is considered, along with the related task of constructing a confidence s…
Reliability of MST identification in correlation-based market networks
V. A. Kalyagin, A. P. Koldanov, P. A. Koldanov
Maximum spanning tree (MST) is a popular tool in market network analysis. Large number of publications are devoted to the MST calculation and it's interpretation for particular sto…
Optimal statistical decision for Gaussian graphical model selection
Valery A. Kalyagin, Alexander P. Koldanov, Petr A. Koldanov +1
Gaussian graphical model is a graphical representation of the dependence structure for a Gaussian random vector. It is recognized as a powerful tool in different applied fields suc…
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…
Measures of uncertainty in market network analysis
V. A. Kalyagin, A. P. Koldanov, P. A. Koldanov +2
Statistical uncertainty of different filtration techniques for market network analysis is studied. Two measures of statistical uncertainty are discussed. One is based on conditiona…