1 citations · 1 across the 3 of their papers we have counts for
3 papers
math.ST2021
On the consistency of incomplete U-statistics under infinite second-order moments}
Alexander Dürre, Davy Paindaveine
We derive a consistency result, in the -sense, for incomplete U-statistics in the non-standard case where the kernel at hand has infinite second-order moments. Assuming that t…
math.ST2019★ 1 cited
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…
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…