24 citations · 51 across the 4 of their papers we have counts for
4 papers
Robust change-point detection in panel data
Alexander Dürre, Roland Fried
In panel data we observe a usually high number N of individuals over a time period T. Even if T is large one often assumes stability of the model over time. We propose a nonparamet…
Asymptotics of the two-stage spatial sign correlation
Alexander Dürre, Daniel Vogel
The spatial sign correlation (Dürre, Vogel and Fried, 2015) is a highly robust and easy-to-compute, bivariate correlation estimator based on the spatial sign covariance matrix. Sin…
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…
The spatial sign covariance matrix with unknown location
Alexander Dürre, Daniel Vogel, David E. Tyler
The consistency and asymptotic normality of the spatial sign covariance matrix with unknown location are shown. Simulations illustrate the different asymptotic behavior when using…