Detecting positive correlations in a multivariate sample
نویسنده
چکیده
ERY ARIAS-CASTRO1, SÉBASTIEN BUBECK2 and GÁBOR LUGOSI3 1Department of Mathematics, University of California, San Diego, La Jolla, CA 92093, USA. E-mail: [email protected] 2Department of Operations Research and Financial Engineering, Princeton University, Princeton, NJ 08544, USA. E-mail: [email protected] 3Department of Economics, Pompeu Fabra University, 08005 Barcelona, Spain. E-mail: [email protected]
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تاریخ انتشار 2012