42 citations · 59 across the 9 of their papers we have counts for
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stat.CO2021
Smooth bootstrapping of copula functionals
Maximilian Coblenz, Oliver Grothe, Klaus Herrmann +1
The smooth bootstrap for estimating copula functionals in small samples is investigated. It can be used both to gauge the distribution of the estimator in question and to augment t…
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…