Concept
Ronald Aylmer Fisher
Publications associées (33)
A Geometric Unification of Distributionally Robust Covariance Estimators: Shrinking the Spectrum by Inflating the Ambiguity Set
Daniel Kuhn, Yves Rychener, Viet Anh Nguyen
The state-of-the-art methods for estimating high-dimensional covariance matrices all shrink the eigenvalues of the sample covariance matrix towards a data-insensitive shrinkage target. The underlying shrinkage transformation is either chosen heuristically ...
2024Sub‐asymptotic motivation for new conditional multivariate extreme models
Anthony Christopher Davison, Thomas Lugrin, Jonathan A. Tawn
Statistical models for extreme values are generally derived from non-degenerate probabilistic limits that can be used to approximate the distribution of events that exceed a selected high threshold. If convergence to the limit distribution is slow, then th ...
2021Associations between usual diet and gut microbiota composition: results from the Milieu Interieur cross-sectional study
Background: Diet is widely recognized as one of the main modifiable drivers of gut microbiota variability, and its influence on microbiota composition is an active area of investigation. Objective: The present work aimed to explore the associations between ...
OXFORD UNIV PRESS2019