5 citations · 5 across the 1 of their papers we have counts for
2 papers
stat.ME2022★ 5 cited
R-NL: Covariance Matrix Estimation for Elliptical Distributions based on Nonlinear Shrinkage
Simon Hediger, Jeffrey Näf, Michael Wolf
We combine Tyler's robust estimator of the dispersion matrix with nonlinear shrinkage. This approach delivers a simple and fast estimator of the dispersion matrix in elliptical mod…
stat.ME2019
On the Use of Random Forest for Two-Sample Testing
Simon Hediger, Loris Michel, Jeffrey Näf
Following the line of classification-based two-sample testing, tests based on the Random Forest classifier are proposed. The developed tests are easy to use, require almost no tuni…