Now showing items 1-5 of 5

    • Analysis of cross-correlations between financial markets after the 2008 crisis 

      Sensoy, A.; Yuksel, S.; Erturk, M. (Elsevier BV, 2013)
      We analyze the cross-correlation matrix C of the index returns of the main financial markets after the 2008 crisis using methods of random matrix theory. We test the eigenvalues of C for universal properties of random ...
    • An inequality on guessing and its application to sequential decoding 

      Arikan, E. (Institute of Electrical and Electronics Engineers, 1996-01)
      Let (X,Y) be a pair of discrete random variables with X taking one of M possible values, Suppose the value of X is to be determined, given the value of Y, by asking questions of the form "Is X equal to x?" until the answer ...
    • An inequality on guessing and its application to sequential decoding 

      Arikan, E. (IEEE, Piscataway, NJ, United States, 1995)
      Let (X,Y) be a pair of discrete random variables with X taking values from a finite set. Suppose the value of X is to be determined, given the value of Y, by asking questions of the form 'is X equal to x?' until the answer ...
    • Joint mixability of some integer matrices 

      Bellini, F.; Karaşan, O. E.; Pınar, M. Ç. (Elsevier B.V.Elsevier BV, 2016)
      We study the problem of permuting each column of a given matrix to achieve minimum maximal row sum or maximum minimal row sum, a problem of interest in probability theory and quantitative finance where quantiles of a random ...
    • On the Hajek projection for truncated and censored data 

      Gürler, Ü.; Wang, J.-L. (Scientific Publishers, 1993)
      Large sample properties of the product-limit estimators for truncated or censored data are usually achieved via the empirical cumulative hazard function estimators. Hajek projection of the empirical cumulative hazard ...