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11/28/2022
Graphical models for infinite measures with applications to extremes and Lévy processes
Conditional independence and graphical models are well studied for proba...
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09/07/2021
On the CUSUM procedure for phase-type distributions: a Lévy fluctuation theory approach
We introduce a new method analyzing the cumulative sum (CUSUM) procedure...
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01/03/2021
Distributionally robust halfspace depth
Tukey's halfspace depth can be seen as a stochastic program and as such ...
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04/25/2020