Johan Lim | DeepAI

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Featured Co-authors

Xinlei Wang
9 publications
Junyong Park
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Chul Moon
7 publications
Anindya Roy
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Donghyeon Yu
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Seongoh Park
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Deepak Nag Ayyala
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Nicole A. Lazar
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Ji Meng Loh
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∙ 09/13/2022

Sparse Hanson-Wright Inequality for a Bilinear Form of Sub-Gaussian Variables

In this paper, we derive a new version of Hanson-Wright inequality for a...

0 Seongoh Park, et al. ∙

∙ 07/11/2022

Testing Independence of Bivariate Censored Data using Random Walk on Restricted Permutation Graph

In this paper, we propose a procedure to test the independence of bivari...

0 Seonghun Cho, et al. ∙

∙ 10/23/2020

Empirical Likelihood Inference for Area under the ROC Curve using Ranked Set Samples

The area under a receiver operating characteristic curve (AUC) is a usef...

0 Chul Moon, et al. ∙

∙ 06/08/2020

Estimating High-dimensional Covariance and Precision Matrices under General Missing Dependence

A sample covariance matrix S of completely observed data is the key stat...

0 Seongoh Park, et al. ∙

∙ 12/04/2019

Covariate-dependent control limits for the detection of abnormal price changes in scanner data

Currently, large-scale sales data for consumer goods, named scanner data...

0 Youngrae Kim, et al. ∙

∙ 11/17/2019

Testing for Stochastic Order in Interval-Valued Data

We construct a procedure to test the stochastic order of two samples of ...

0 Hyejeong Choi, et al. ∙

∙ 11/14/2019

An Invariant Test for Equality of Two Large Scale Covariance Matrices

In this work, we are motivated by the recent work of Zhang et al. (2019)...

0 Taehyeon Koo, et al. ∙

∙ 04/19/2019

Note on Mean Vector Testing for High-Dimensional Dependent Observations

For the mean vector test in high dimension, Ayyala et al.(2017,153:136-1...

0 Seonghun Cho, et al. ∙

∙ 02/01/2013

Regression shrinkage and grouping of highly correlated predictors with HORSES

Identifying homogeneous subgroups of variables can be challenging in hig...

0 Woncheol Jang, et al. ∙

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