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08/24/2021
A 2-stage elastic net algorithm for estimation of sparse networks with heavy tailed data
We propose a new 2-stage procedure that relies on the elastic net penalt...
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02/01/2021
New estimation approaches for graphical models with elastic net penalty
In the context of undirected Gaussian graphical models, we introduce thr...
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06/15/2018
A goodness of fit test for the Pareto distribution
The Zenga (1984) inequality curve is constant in p for Type I Pareto dis...
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06/15/2018