2 citations · 2 across the 2 of their papers we have counts for
Showing math.STShow all
2 papers · 1 filter
math.ST2021
Strong Gaussian Approximation for the Sum of Random Vectors
Nazar Buzun, Nikolay Shvetsov, Dmitry V. Dylov
This paper derives a new strong Gaussian approximation bound for the sum of independent random vectors. The approach relies on the optimal transport theory and yields \textit{expli…
math.ST2017★ 2 cited
Bootstrap for change point detection
Nazar Buzun, Valeriy Avanesov
In Change point detection task Likelihood Ratio Test (LRT) is sequentially applied in a sliding window procedure. Its high values indicate changes of parametric distribution in the…