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Benjamin Poignard

Keio University (from arXiv:2406.19033, 2024) · OpenAlex

13 papers in scope · 13 published · 1 on the econ.EM arXiv · 54 citations · h-index 4 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Manabu Asai
  2. Giorgio Calzolari
  3. Christian Mücher
  4. Roxana Halbleib
  5. Hedibert F. Lopes
  6. Gregor Kastner
  7. Sylvia Frühwirth-Schnatter
  8. Aygul Zagidullina
  9. Winfried Pohlmeier
  10. Darjus Hosszejni
  11. Bruno P. C. Levy
  12. Florian Huber
  13. Maurizio Daniele
  14. Paulina Jonéus
  15. Sebastian Ankargren
  16. Peter Knaus
  17. Tomasz Woźniak
  18. Xandro Bayer
  19. Rafael Reisenhofer
  20. Nikolaus Hautsch

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(2 of 13)

Change Point Detection in Precision Matrices with D-Trace Loss
published2026 · Journal of Computational and Graphical Statistics · first circulated 2024
with Ying Lin, Ting Kei Pong, Akiko Takeda
Journal of Computational and Graphical Statistics
Factor multivariate stochastic volatility models of high dimension
published2026 · Econometric Reviews
with Manabu Asai
Paper profile Econometric Reviews arXiv:2406.19033
Sparse Minimum Redundancy Maximum Relevance for Feature Selection
published2026 · Scandinavian Journal of Statistics
with Peter Naylor, Héctor Climente-González, Makoto Yamada
Scandinavian Journal of Statistics
Model-based vs. agnostic methods for the prediction of time-varying covariance matrices
published2024 · Annals of Operations Research · 4 citations
with Jean-David Fermanian, Panos Xidonas
Annals of Operations Research
Sparse M-estimators in semi-parametric copula models
published2024 · Bernoulli · 4 citations · first circulated 2021
with Jean-David Fermanian
Bernoulli
Estimation of high-dimensional vector autoregression via sparse precision matrix
published2023 · Econometrics Journal · 3 citations
with Manabu Asai
Econometrics Journal
High‐dimensional sparse multivariate stochastic volatility models
published2022 · Journal of Time Series Analysis · 4 citations
with Manabu Asai
Paper profile Journal of Time Series Analysis arXiv:2201.08584
The finite sample properties of sparse M-estimators with pseudo-observations
published2021 · Annals of the Institute of Statistical Mathematics · 1 citations
with Jean-David Fermanian
Annals of the Institute of Statistical Mathematics
Sparse Hilbert-Schmidt Independence Criterion Regression
published2020 · International Conference on Artificial Intelligence and Statistics · 1 citations
with Makoto Yamada
no link
High-dimensional penalized arch processes
published2020 · Econometric Reviews · 7 citations
with Jean-David Fermanian
Econometric Reviews
Statistical analysis of sparse approximate factor models
published2020 · Electronic Journal of Statistics · 3 citations
with Yoshikazu Terada
Electronic Journal of Statistics
Asymptotic theory of the adaptive Sparse Group Lasso
published2018 · Annals of the Institute of Statistical Mathematics · 23 citations · first circulated 2016
Annals of the Institute of Statistical Mathematics
DYNAMIC ASSET CORRELATIONS BASED ON VINES
published2018 · Econometric Theory · 4 citations · first circulated 2015
with Jean-David Fermanian
Econometric Theory

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.