52 citations · 91 across the 11 of their papers we have counts for
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math.ST2014
Multivariate Generalized Linear-statistics of short range dependent data
Svenja Fischer, Roland Fried, Martin Wendler
Generalized linear (GL-) statistics are defined as functionals of an U-quantile process and unify different classes of statistics such as U-statistics and L-statistics. We derive a…
stat.ME2014★ 20 cited
Spatial Sign Correlation
Alexander Dürre, Daniel Vogel, Roland Fried
A new robust correlation estimator based on the spatial sign covariance matrix (SSCM) is proposed. We derive its asymptotic distribution and influence function at elliptical distri…