875 citations · 896 across the 3 of their papers we have counts for
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stat.ME2017★ 7 cited
Intrinsic data depth for Hermitian positive definite matrices
Joris Chau, Hernando Ombao, Rainer von Sachs
Nondegenerate covariance, correlation and spectral density matrices are necessarily symmetric or Hermitian and positive definite. The main contribution of this paper is the develop…
stat.ME2017
Intrinsic wavelet regression for curves of Hermitian positive definite matrices
Joris Chau, Rainer von Sachs
Intrinsic wavelet transforms and wavelet estimation methods are introduced for curves in the non-Euclidean space of Hermitian positive definite matrices, with in mind the applicati…