13 citations · 38 across the 26 of their papers we have counts for
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stat.ME2016
Gini Covariance Matrix and its Affine Equivariant Version
Xin Dang, Hailin Sang, Lauren Weatherall
We propose a new covariance matrix called Gini covariance matrix (GCM), which is a natural generalization of univariate Gini mean difference (GMD) to the multivariate case. The ext…
stat.ME2016
Symmetric Gini Covariance and Correlation
Yongli Sang, Xin Dang, Hailin Sang
Standard Gini covariance and Gini correlation play important roles in measuring the dependence of random variables with heavy tails. However, the asymmetry brings a substantial dif…
math.ST2016★ 3 cited
Memory properties of transformations of linear processes
Hailin Sang, Yongli Sang
In this paper, we study the memory properties of transformations of linear processes. Dittmann and Granger (2002) studied the polynomial transformations of Gaussian FARIMA(0,d,0) p…