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researcher

O. Grothe

11 papers hereh-index 15807 citations48 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author5
  • middle author4
  • last author1

Across the 11 of 11 papers where every author was matched, so the position is known.

fields
  • stat.ME3
  • econ.EM2
  • stat.CO2
  • cs.LG1
  • econ.GN1
  • q-fin.ST1

identity via Semantic Scholar / OpenAlex

activity
20102023
most citedFrom point forecasts to multivariate probabilistic forecasts: The Schaake shuffle for day-ahead electricity price forecasting

42 citations · 59 across the 9 of their papers we have counts for

collaborators
Showing 2011Show all

1 paper · 1 filter

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…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.