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08/29/2023
Hedging Forecast Combinations With an Application to the Random Forest
This papers proposes a generic, high-level methodology for generating fo...
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07/30/2021
Inference for Dependent Data with Learned Clusters
This paper presents and analyzes an approach to cluster-based inference ...
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07/22/2021
Dimension-Free Anticoncentration Bounds for Gaussian Order Statistics with Discussion of Applications to Multiple Testing
The following anticoncentration property is proved. The probability that...
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02/03/2017