Philip Ernst

Sequential rerandomization

Quan Zhou, Philip Ernst, Kari Lock Morgan et al. · Biometrika · 2018 · 32 citations · Full text

Imbalance Measure, Engineering, Experiment Design +9

Incidence of Mental Illness in the Aged: Unmasking the Effects of a Diagnosis of Chronic Brain Syndrome

Philip Ernst, Deena Badash, Barbara Beran et al. · Journal of the American Geriatrics Society · 1977 · 28 citations

The Gerber Statistic: A Robust Co-Movement Measure for Portfolio Optimization

Sander Gerber, Harry M. Markowitz, Philip Ernst et al. · The Journal of Portfolio Management · 2021 · 18 citations

Optimal real-time detection of a drifting Brownian coordinate

Philip Ernst, Goran Peškir, Quan Zhou · The Annals of Applied Probability · 2020 · 13 citations · Full text

Statistical Signal Processing, Optimal Real-time Detection, Machine Vision +15

The Gerber Statistic: A Robust Co-Movement Measure for Portfolio Optimization

Sander Gerber, Harry M. Markowitz, Philip Ernst et al. · SSRN Electronic Journal · 2021 · 13 citations · Full text