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Black swans or dragon kings? A simple test for deviations from the power law
Black swans or dragon kings the power law A simple test for deviations
2011/3/25
We develop a simple test for deviations from power law tails, which is based on the asymptotic properties of the empirical distribution function. We use this test to answer the question whether great ...
Discussion：One-step sparse estimates in nonconcave penalized likelihood models：Who cares if it is a white cat or a black Cat?
One-step sparse estimates nonconcave penalized likelihood models
2010/4/30
An insider’s minor comments. Section 2.3 seems to be the reason
that I am a discussant. There, it was first stated that the proposed LLA
algorithm is an instance of the MM algorithm, as termed by La...