52 citations · 79 across the 3 of their papers we have counts for
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stat.ME2016
The spatial sign covariance matrix and its application for robust correlation estimation
Alexander Dürre, Roland Fried, Daniel Vogel
We summarize properties of the spatial sign covariance matrix and especially look at the relationship between its eigenvalues and those of the shape matrix of an elliptical distrib…
stat.ME2015★ 52 cited
Elliptical graphical modelling
Daniel Vogel, Roland Fried
We propose elliptical graphical models based on conditional uncorrelatedness as a general- ization of Gaussian graphical models by letting the population distribution be elliptical…