G. Stefán Guðmundsson
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Working Papers
Concentration of the Adjacency and Laplacian Matrices in Random Graphs with Dependent Edges
with
Christian Brownlees
Performance of Empirical Risk Minimization For Principal Component Regression
with
Christian Brownlees
and
Yaping Wang
Detecting Giver and Receiver Spillover Groups in Large Vector Autoregressions
Publications
Performance of Empirical Risk Minimization For Linear Regression with Dependent Data
with
Christian Brownlees
Econometric Theory
, forthcoming.
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Community Detection in Partial Correlation Network Models
with
Christian Brownlees
and
Gabor Lugosi
Journal of Business and Economic Statistics
, 2022, 40:1, 216-226.
DOI: 10.1080/07350015.2020.1798241
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Detecting Groups in Large Vector Autoregressions
with
Christian Brownlees
Journal of Econometrics
, 2021, 225:1, 2-26.
DOI: 10.1080/07350015.2020.1798241
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