Robust identification in random variable networks

DOI10.1016/j.jspi.2016.08.008zbMath1349.90182OpenAlexW2510311035MaRDI QIDQ337687

Alexander P. Koldanov, Petr A. Koldanov, Valeriy A. Kalyagin

Publication date: 10 November 2016

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2016.08.008

zbMATH Keywords

threshold graphmultiple decision statistical proceduresPearson correlationcorrelation networksdistribution free decision procedureselliptically contoured distributionsHochberg procedureHolm procedurerandom variable networksrisk functionsign similarity

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20) Applications of graph theory (05C90) Stochastic network models in operations research (90B15)

Related Items

On multivariate network analysis of statistical data sets with different measures of association ⋮ Optimal decision for the market graph identification problem in a sign similarity network ⋮ Reliability of maximum spanning tree identification in correlation-based market networks

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