Extremal probabilities for Gaussian quadratic forms
By G'abor J. Sz'ekely, N. K. Bakirov. 2003
60 citations recorded by the source corpus.
Subfields: Environmental Engineering, Finance, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/d39de0b3c0fd45edb10e455284a40b2e06f9c16a
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Environmental Engineering
In Finance
- G'abor J. Sz'ekely
- Mathias Drton
- Maria L. Rizzo
- Fang Han
- Hongjian Shi
- A. Mikusheva
- Arthur Gretton
- Bodhisattva Sen
In Statistics and Probability
- Fang Han
- Mathias Drton
- Hongjian Shi
- G'abor J. Sz'ekely
- Maria L. Rizzo
- A. Mikusheva
- Bodhisattva Sen
- Nabarun Deb
Citations in the corpus
- Energy statistics: A class of statistics based on distances (2013, methodology): “With this standardized statistic, one can apply the chi-squared test criterion in Székely–Bakirov [54].”
- On Brownian Distance Covariance and High Dimensional Data (2009, unknown): “This result follows from a theorem of Székely and Bakirov [26], page 181.”
- Uniform Inference in Autoregressive Models (2007, background): “The fact that the statistic RN is uniformly separated from zero (condition 4) follows from Theorem 2 in Székely and Bakirov (2003).”
- Distribution-Free Consistent Independence Tests via Center-Outward Ranks and Signs (2019, methodology): “…and Bakirov (2007) proposed a nonparametric © 2020 American Statistical Association test based on distance correlation by applying a universal upper tail probability bound for all quadratic forms of centered Gaussian random variables that have their mean equal to one (Székely and Bakirov 2003).”