52 citations · 71 across the 5 of their papers we have counts for
4 papers · 1 filter
QANOVA: Quantile-based Permutation Methods For General Factorial Designs
Marc Ditzhaus, Roland Fried, Markus Pauly
Population means and standard deviations are the most common estimands to quantify effects in factorial layouts. In fact, most statistical procedures in such designs are built towa…
Robust change point tests by bounded transformations
Alexander Dürre, Roland Fried
Classical moment based change point tests like the cusum test are very powerful in case of Gaussian time series with one change point but behave poorly under heavy tailed distribut…
Estimation of the variance of partial sums of dependent processes
Herold Dehling, Roland Fried, Olimjon Sh. Sharipov +2
We study subsampling estimators for the limit variance \[ σ^2=Var(X_1)+2 \sum_{k=2}^\infty Cov(X_1,X_k) \] of partial sums of a stationary stochastic process . We…
Change-Point Detection under Dependence Based on Two-Sample U-Statistics
Herold Dehling, Roland Fried, Isabel García +1
We study the detection of change-points in time series. The classical CUSUM statistic for detection of jumps in the mean is known to be sensitive to outliers. We thus propose a rob…