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Copula methods for modeling pair densities in density functional theory
The Journal of Chemical Physics
2025
162
14
Apr

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Causal analysis of extreme risk in a network of industry portfolios
Preprint
2025
Apr

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Conditional independence in stationary distributions of diffusions
Stochastic Processes and their Applications
2025
184
Jun
104604

Chong, Carsten H.; Delerue, Thomas; Li, Guoying
When Frictions Are Fractional: Rough Noise in High-Frequency Data
Journal of the American Statistical Association
2025
Jan
1-14

Schwank, Richard; McCormack, Andrew; Drton, Mathias
Robust Score Matching
Preprint
2025
Jan

Drton, Mathias; Hollering, Benjamin; Wu, Jun
Identifiability of homoscedastic linear structural equation models using algebraic matroids
Advances in Applied Mathematics
2025
163
Feb
102794

Shi, Hongjian; Drton, Mathias; Hallin, Marc; Han, Fang
Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics
Bernoulli
2025
31
1
Oct
106–129