42 citations · 59 across the 9 of their papers we have counts for
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stat.ME2021★ 6 cited
A multivariate extension of the Lorenz curve based on copulas and a related multivariate Gini coefficient
Oliver Grothe, Fabian Kächele, Friedrich Schmid
We propose an extension of the univariate Lorenz curve and of the Gini coefficient to the multivariate case, i.e., to simultaneously measure inequality in more than one variable. O…
stat.ME2012
A higher order correlation unscented Kalman filter
Oliver Grothe
Many nonlinear extensions of the Kalman filter, e.g., the extended and the unscented Kalman filter, reduce the state densities to Gaussian densities. This approximation gives suffi…
stat.ME2011★ 6 cited
Measuring Association between Random Vectors
Oliver Grothe, Friedrich Schmid, Julius Schnieders +1
This paper suggests five measures of association between two random vectors X = (X_1, ..., X_p) and Y = (Y_1, ..., Y_q). They are copula based and therefore invariant with respect…