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Yegor Klochkov

University of Cambridge (per OpenAlex) · OpenAlex

5 papers in scope · 5 published · 1 on the econ.EM arXiv · 34 citations · h-index 3 (over the papers listed here)

Papers

(1 of 5)

An edge CLT for the log determinant of Wigner ensembles
published2024 · Bernoulli · 3 citations · first circulated 2020
with Iain M. Johnstone, Alexei Onatski, Damian Pavlyshyn
Bernoulli
Localizing Multivariate CAViaR
published2024 · Statistica Sinica · 2 citations · first circulated 2018
with Xiu Xu, Chen Li, Wolfgang Karl Härdle
Statistica Sinica
Robustifying Markowitz
published2023 · Journal of Econometrics · 13 citations · first circulated 2021
with Alla Petukhina, Wolfgang Karl Härdle, Nikita Zhivotovskiy
Paper profile Journal of Econometrics arXiv:2212.13996
Robust k-means clustering for distributions with two moments
published2021 · The Annals of Statistics · 2 citations
with Alexey Kroshnin, Nikita Zhivotovskiy
The Annals of Statistics
SONIC: SOcial Network analysis with Influencers and Communities
published2021 · Journal of Econometrics · 14 citations · first circulated 2019
with Cathy Yi-Hsuan Chen, Wolfgang Karl Härdle
Journal of Econometrics

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.