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Karl Mosler

Citations

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Working papers

  1. Lange, Tatjana & Mosler, Karl & Mozharovskyi, Pavlo, 2012. "Fast nonparametric classification based on data depth," Discussion Papers in Econometrics and Statistics 1/12, University of Cologne, Institute of Econometrics and Statistics.

    Cited by:

    1. Xiaohui Liu & Shihua Luo & Yijun Zuo, 2020. "Some results on the computing of Tukey’s halfspace median," Statistical Papers, Springer, vol. 61(1), pages 303-316, February.
    2. Wang, Jin, 2019. "Asymptotics of generalized depth-based spread processes and applications," Journal of Multivariate Analysis, Elsevier, vol. 169(C), pages 363-380.
    3. Daniel Hlubinka & Irène Gijbels & Marek Omelka & Stanislav Nagy, 2015. "Integrated data depth for smooth functions and its application in supervised classification," Computational Statistics, Springer, vol. 30(4), pages 1011-1031, December.
    4. Olusola Samuel Makinde, 2019. "Classification rules based on distribution functions of functional depth," Statistical Papers, Springer, vol. 60(3), pages 629-640, June.
    5. Stanislav Nagy, 2021. "Halfspace depth does not characterize probability distributions," Statistical Papers, Springer, vol. 62(3), pages 1135-1139, June.
    6. Christophe Denis & Charlotte Dion & Miguel Martinez, 2020. "Consistent procedures for multiclass classification of discrete diffusion paths," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 47(2), pages 516-554, June.
    7. Wei Shao & Yijun Zuo, 2020. "Computing the halfspace depth with multiple try algorithm and simulated annealing algorithm," Computational Statistics, Springer, vol. 35(1), pages 203-226, March.
    8. Vencalek, Ondrej & Pokotylo, Oleksii, 2018. "Depth-weighted Bayes classification," Computational Statistics & Data Analysis, Elsevier, vol. 123(C), pages 1-12.
    9. Dyckerhoff, Rainer & Mozharovskyi, Pavlo, 2016. "Exact computation of the halfspace depth," Computational Statistics & Data Analysis, Elsevier, vol. 98(C), pages 19-30.
    10. Xinyu Zhou & Wei Wu, 2024. "Statistical Depth in Spatial Point Process," Mathematics, MDPI, vol. 12(4), pages 1-20, February.
    11. Reza Modarres, 2023. "Nonparametric classification of high dimensional observations," Statistical Papers, Springer, vol. 64(6), pages 1833-1859, December.
    12. Ye Dong & Stephen Lee, 2014. "Depth functions as measures of representativeness," Statistical Papers, Springer, vol. 55(4), pages 1079-1105, November.
    13. J. A. Cuesta-Albertos & M. Febrero-Bande & M. Oviedo de la Fuente, 2017. "The $$\hbox {DD}^G$$ DD G -classifier in the functional setting," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(1), pages 119-142, March.
    14. Mia Hubert & Peter Rousseeuw & Pieter Segaert, 2017. "Multivariate and functional classification using depth and distance," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 11(3), pages 445-466, September.
    15. Massimo Aria & Antonio D’Ambrosio & Carmela Iorio & Roberta Siciliano & Valentina Cozza, 2020. "Dynamic recursive tree-based partitioning for malignant melanoma identification in skin lesion dermoscopic images," Statistical Papers, Springer, vol. 61(4), pages 1645-1661, August.
    16. Kotík, Lukáš & Hlubinka, Daniel, 2017. "A weighted localization of halfspace depth and its properties," Journal of Multivariate Analysis, Elsevier, vol. 157(C), pages 53-69.
    17. Giovanni Saraceno & Claudio Agostinelli, 2021. "Robust multivariate estimation based on statistical depth filters," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(4), pages 935-959, December.
    18. Oleksii Pokotylo & Karl Mosler, 2019. "Classification with the pot–pot plot," Statistical Papers, Springer, vol. 60(3), pages 903-931, June.
    19. Liu, Xiaohui & Rahman, Jafer & Luo, Shihua, 2019. "Generalized and robustified empirical depths for multivariate data," Statistics & Probability Letters, Elsevier, vol. 146(C), pages 70-79.

  2. Bazovkin, Pavel & Mosler, Karl, 2011. "Stochastic linear programming with a distortion risk constraint," Discussion Papers in Econometrics and Statistics 6/11, University of Cologne, Institute of Econometrics and Statistics.

    Cited by:

    1. Postek, K.S. & den Hertog, D. & Melenberg, B., 2014. "Tractable Counterparts of Distributionally Robust Constraints on Risk Measures," Discussion Paper 2014-031, Tilburg University, Center for Economic Research.
    2. Postek, K.S. & den Hertog, D. & Melenberg, B., 2015. "Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures (revision of CentER DP 2014-031)," Discussion Paper 2015-047, Tilburg University, Center for Economic Research.
    3. Bazovkin, Pavel, 2014. "Geometrical framework for robust portfolio optimization," Discussion Papers in Econometrics and Statistics 01/14, University of Cologne, Institute of Econometrics and Statistics.

  3. Bazovkin, Pavel & Mosler, Karl, 2010. "An exact algorithm for weighted-mean trimmed regions in any dimension," Discussion Papers in Econometrics and Statistics 6/10, University of Cologne, Institute of Econometrics and Statistics.

    Cited by:

    1. Wiechers, Christof, 2011. "Construction of uncertainty sets for portfolio selection problems," Discussion Papers in Econometrics and Statistics 4/11, University of Cologne, Institute of Econometrics and Statistics.
    2. Liu, Xiaohui & Zuo, Yijun, 2015. "CompPD: A MATLAB Package for Computing Projection Depth," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 65(i02).
    3. Bazovkin, Pavel & Mosler, Karl, 2011. "Stochastic linear programming with a distortion risk constraint," Discussion Papers in Econometrics and Statistics 6/11, University of Cologne, Institute of Econometrics and Statistics.
    4. Karl Mosler, 2023. "Representative endowments and uniform Gini orderings of multi-attribute welfare," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 21(1), pages 233-250, March.
    5. Karl Mosler, 2020. "Commentary on “From unidimensional to multidimensional inequality: a review”," METRON, Springer;Sapienza Università di Roma, vol. 78(1), pages 51-54, April.
    6. Bazovkin, Pavel, 2014. "Geometrical framework for robust portfolio optimization," Discussion Papers in Econometrics and Statistics 01/14, University of Cologne, Institute of Econometrics and Statistics.
    7. Liu, Xiaohui & Zuo, Yijun & Wang, Zhizhong, 2013. "Exactly computing bivariate projection depth contours and median," Computational Statistics & Data Analysis, Elsevier, vol. 60(C), pages 1-11.
    8. Pavel Bazovkin & Karl Mosler, 2015. "A general solution for robust linear programs with distortion risk constraints," Annals of Operations Research, Springer, vol. 229(1), pages 103-120, June.

  4. Siegel, Martin & Mosler, Karl, 2010. "On the life course perspective in income related health inequalities: a semiparametric approach," Discussion Papers in Econometrics and Statistics 3/10, University of Cologne, Institute of Econometrics and Statistics.

    Cited by:

    1. Martin Siegel & Markus Luengen & Stephanie Stock, 2013. "On age-specific variations in income-related inequalities in diabetes, hypertension and obesity," International Journal of Public Health, Springer;Swiss School of Public Health (SSPH+), vol. 58(1), pages 33-41, February.

  5. Chiara GIGLIARANO & Karl MOSLER, 2009. "Measuring middle-class decline in one and many attributes," Working Papers 333, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.

    Cited by:

    1. Nuno Crespo & Sandrina B. Moreira & Nádia Simões, 2012. "An Integrated Approach for the Measurement of Inequality, Poverty and Richness," Working Papers Series 2 12-03, ISCTE-IUL, Business Research Unit (BRU-IUL).
    2. Luca RICCETTI, 2011. "A Copula-GARCH Model for Macro Asset Allocation of a Portfolio with Commodities: an Out-of-Sample Analysis," Working Papers 355, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    3. María Edo & Walter Sosa Escudero & Marcela Svarc, 2021. "A multidimensional approach to measuring the middle class," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 19(1), pages 139-162, March.
    4. Luca RICCETTI, 2010. "Minimum Tracking Error Volatility," Working Papers 340, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    5. Ugo FRATESI, 2010. "The National and International Effects;of Regional Policy Choices: Agglomeration Economies, Peripherality and Territorial Characteristics," Working Papers 344, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    6. Eralba CELA & Tineke FOKKEMA & Elena AMBROSETTI, 2012. "Links Between Transnationalism Integration and Duration of Residence: The Case of eastern European Migrants in Italy," Working Papers 386, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    7. Durr-e-Nayab, 2011. "Estimating the Middle Class in Pakistan," PIDE-Working Papers 2011:77, Pakistan Institute of Development Economics.
    8. Fabio FIORILLO & Agnese SACCHI, 2010. "I Want to Free-ride. An Opportunistic View on Decentralization Versus Centralization Problem," Working Papers 346, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    9. Simone LENZU & Gabriele TEDESCHI, 2012. "Systemic risk on different interbank network topologies," Working Papers 375, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    10. Ruggero GRILLI & Gabriele TEDESCHI & Mauro GALLEGATI, 2012. "Markets connectivity and financial contagion," Working Papers 382, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    11. Eisenhauer, Joseph G., 2011. "The rich, the poor, and the middle class: Thresholds and intensity indices," Research in Economics, Elsevier, vol. 65(4), pages 294-304, December.
    12. Alberto RUSSO, 2012. "A Stochastic Model of Wealth Accumulation with Class Division," Working Papers 373, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    13. Wendy Brau, 2022. "How multidimensional is welfare? A sparse principal components analysis," Young Researchers Working Papers 5, Universidad de San Andres, Departamento de Economia, revised Oct 2022.
    14. Elena AMBROSETTI & Eralba CELA & Tineke FOKKEMA, 2011. "The Remittances Behaviour of the Second Generation in Europe: Altruism or Self-Interest?," Working Papers 368, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    15. Alessandro STERLACCHINI, 2012. "Patent Oppositions as Competitive Tools: An Analysis of the Major Players in the European Market of White Goods," Working Papers 374, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.

  6. Kosater, Peter & Mosler, Karl, 2005. "Can Markov-regime switching models improve power price forecasts? Evidence for German daily power prices," Discussion Papers in Econometrics and Statistics 1/05, University of Cologne, Institute of Econometrics and Statistics.

    Cited by:

    1. Clements, A.E. & Herrera, R. & Hurn, A.S., 2015. "Modelling interregional links in electricity price spikes," Energy Economics, Elsevier, vol. 51(C), pages 383-393.
    2. Afanasyev, Dmitriy O. & Fedorova, Elena A. & Popov, Viktor U., 2015. "Fine structure of the price–demand relationship in the electricity market: Multi-scale correlation analysis," Energy Economics, Elsevier, vol. 51(C), pages 215-226.
    3. Lin, Whei-Min & Gow, Hong-Jey & Tsai, Ming-Tang, 2010. "An enhanced radial basis function network for short-term electricity price forecasting," Applied Energy, Elsevier, vol. 87(10), pages 3226-3234, October.
    4. Herrera, Rodrigo & González, Nicolás, 2014. "The modeling and forecasting of extreme events in electricity spot markets," International Journal of Forecasting, Elsevier, vol. 30(3), pages 477-490.
    5. Gudkov, Nikolay & Ignatieva, Katja, 2021. "Electricity price modelling with stochastic volatility and jumps: An empirical investigation," Energy Economics, Elsevier, vol. 98(C).
    6. Auer, Benjamin R., 2016. "How does Germany's green energy policy affect electricity market volatility? An application of conditional autoregressive range models," Energy Policy, Elsevier, vol. 98(C), pages 621-628.
    7. Gao, Shen & Hou, Chenghan & Nguyen, Bao H., 2021. "Forecasting natural gas prices using highly flexible time-varying parameter models," Economic Modelling, Elsevier, vol. 105(C).
    8. Serinaldi, Francesco, 2011. "Distributional modeling and short-term forecasting of electricity prices by Generalized Additive Models for Location, Scale and Shape," Energy Economics, Elsevier, vol. 33(6), pages 1216-1226.
    9. Gallego, C. & Pinson, P. & Madsen, H. & Costa, A. & Cuerva, A., 2011. "Influence of local wind speed and direction on wind power dynamics – Application to offshore very short-term forecasting," Applied Energy, Elsevier, vol. 88(11), pages 4087-4096.
    10. Christensen, T.M. & Hurn, A.S. & Lindsay, K.A., 2012. "Forecasting spikes in electricity prices," International Journal of Forecasting, Elsevier, vol. 28(2), pages 400-411.
    11. Marie Bessec & Julien Fouquau & Sophie Méritet, 2014. "Forecasting electricity spot prices using time-series models with a double temporal segmentation," Post-Print hal-01502835, HAL.
    12. Ismail Shah & Hasnain Iftikhar & Sajid Ali & Depeng Wang, 2019. "Short-Term Electricity Demand Forecasting Using Components Estimation Technique," Energies, MDPI, vol. 12(13), pages 1-17, July.
    13. Eichler, M. & Türk, D., 2013. "Fitting semiparametric Markov regime-switching models to electricity spot prices," Energy Economics, Elsevier, vol. 36(C), pages 614-624.
    14. Christian Pape & Arne Vogler & Oliver Woll & Christoph Weber, 2017. "Forecasting the distributions of hourly electricity spot prices," EWL Working Papers 1705, University of Duisburg-Essen, Chair for Management Science and Energy Economics, revised May 2017.
    15. Mosquera-López, Stephanía & Uribe, Jorge M. & Manotas-Duque, Diego F., 2018. "Effect of stopping hydroelectric power generation on the dynamics of electricity prices: An event study approach," Renewable and Sustainable Energy Reviews, Elsevier, vol. 94(C), pages 456-467.
    16. Luigi Grossi & Fany Nan, 2017. "Forecasting electricity prices through robust nonlinear models," Working Papers 06/2017, University of Verona, Department of Economics.
    17. Machin, S. & Marie, O. & Vujic, S., 2012. "Youth crime and education expansion," Research Memorandum 036, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    18. Kosater, Peter, 2006. "On the impact of weather on German hourly power prices," Discussion Papers in Econometrics and Statistics 1/06, University of Cologne, Institute of Econometrics and Statistics.
    19. T M Christensen & A S Hurn & K A Lindsay, 2008. "It never rains but it pours: Modelling the persistence of spikes in electricity prices," NCER Working Paper Series 25, National Centre for Econometric Research.
    20. Lee, Chien-Chiang & Lee, Jun-De, 2009. "Energy prices, multiple structural breaks, and efficient market hypothesis," Applied Energy, Elsevier, vol. 86(4), pages 466-479, April.
    21. Erdogdu, Erkan, 2016. "Asymmetric volatility in European day-ahead power markets: A comparative microeconomic analysis," Energy Economics, Elsevier, vol. 56(C), pages 398-409.
    22. Adam Clements & Joanne Fuller & Stan Hurn, 2013. "Semi-parametric Forecasting of Spikes in Electricity Prices," The Economic Record, The Economic Society of Australia, vol. 89(287), pages 508-521, December.
    23. Gerster, Andreas, 2016. "Negative price spikes at power markets: The role of energy policy," Ruhr Economic Papers 636, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    24. Bégin, Jean-François & Gómez, Fabio & Ignatieva, Katja & Li, Han, 2025. "The stochastic behavior of electricity prices under scrutiny: Evidence from spot and futures markets," Energy Economics, Elsevier, vol. 144(C).
    25. Liebl, Dominik, 2010. "Modeling hourly Electricity Spot Market Prices as non stationary functional times series," MPRA Paper 25017, University Library of Munich, Germany.
    26. Misiorek Adam & Trueck Stefan & Weron Rafal, 2006. "Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(3), pages 1-36, September.
    27. Joanna Janczura & Rafał Weron, 2013. "Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 97(3), pages 239-270, July.
    28. Andreas Gerster, 2016. "Negative price spikes at power markets: the role of energy policy," Journal of Regulatory Economics, Springer, vol. 50(3), pages 271-289, December.
    29. Luigi Grossi & Fany Nan, 2018. "The influence of renewables on electricity price forecasting: a robust approach," Working Papers 2018/10, Institut d'Economia de Barcelona (IEB).
    30. Zachmann, Georg, 2013. "A stochastic fuel switching model for electricity prices," Energy Economics, Elsevier, vol. 35(C), pages 5-13.
    31. Eichler, M. & Türk, D.D.T., 2012. "Fitting semiparametric Markov regime-switching models to electricity spot prices," Research Memorandum 035, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    32. Bierbrauer, Michael & Menn, Christian & Rachev, Svetlozar T. & Truck, Stefan, 2007. "Spot and derivative pricing in the EEX power market," Journal of Banking & Finance, Elsevier, vol. 31(11), pages 3462-3485, November.
    33. Zhang, Yue-Jun & Lin, Jia-Juan, 2019. "Can the VAR model outperform MRS model for asset allocation in commodity market under different risk preferences of investors?," International Review of Financial Analysis, Elsevier, vol. 66(C).
    34. Janczura, Joanna & Weron, Rafal, 2010. "An empirical comparison of alternate regime-switching models or electricity spot prices," MPRA Paper 20546, University Library of Munich, Germany.
    35. Rafal Weron, 2006. "Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach," HSC Books, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number hsbook0601.
    36. Hirth, Lion & Khanna, Tarun & Ruhnau, Oliver, 2022. "The (very) short-term price elasticity of German electricity demand," EconStor Preprints 249570, ZBW - Leibniz Information Centre for Economics.
    37. Grossi, Luigi & Nan, Fany, 2019. "Robust forecasting of electricity prices: Simulations, models and the impact of renewable sources," Technological Forecasting and Social Change, Elsevier, vol. 141(C), pages 305-318.
    38. Ignatieva Katja, 2014. "A nonparametric model for spot price dynamics and pricing of futures contracts in electricity markets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(5), pages 483-505, December.
    39. Heydari, Somayeh & Siddiqui, Afzal, 2010. "Valuing a gas-fired power plant: A comparison of ordinary linear models, regime-switching approaches, and models with stochastic volatility," Energy Economics, Elsevier, vol. 32(3), pages 709-725, May.
    40. Weron, Rafał, 2014. "Electricity price forecasting: A review of the state-of-the-art with a look into the future," International Journal of Forecasting, Elsevier, vol. 30(4), pages 1030-1081.
    41. Gao, Shen & Hou, Chenghan & Nguyen, Bao H., 2020. "Forecasting natural gas prices using highly flexible time-varying parameter models," Working Papers 2020-01, University of Tasmania, Tasmanian School of Business and Economics.
    42. Liebl, Dominik, 2013. "Modeling and Forecasting Electricity Spot Prices: A Functional Data Perspective," MPRA Paper 50881, University Library of Munich, Germany.
    43. Keles, Dogan & Scelle, Jonathan & Paraschiv, Florentina & Fichtner, Wolf, 2016. "Extended forecast methods for day-ahead electricity spot prices applying artificial neural networks," Applied Energy, Elsevier, vol. 162(C), pages 218-230.
    44. Ismail Shah & Hasnain Iftikhar & Sajid Ali, 2020. "Modeling and Forecasting Medium-Term Electricity Consumption Using Component Estimation Technique," Forecasting, MDPI, vol. 2(2), pages 1-17, May.
    45. Lisi, Francesco & Nan, Fany, 2014. "Component estimation for electricity prices: Procedures and comparisons," Energy Economics, Elsevier, vol. 44(C), pages 143-159.
    46. Jónsson, Tryggvi & Pinson, Pierre & Madsen, Henrik, 2010. "On the market impact of wind energy forecasts," Energy Economics, Elsevier, vol. 32(2), pages 313-320, March.
    47. Härdle, Wolfgang Karl & Trück, Stefan, 2010. "The dynamics of hourly electricity prices," SFB 649 Discussion Papers 2010-013, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    48. Joanna Janczura & Aleksandra Michalak, 2020. "Optimization of Electric Energy Sales Strategy Based on Probabilistic Forecasts," Energies, MDPI, vol. 13(5), pages 1-16, February.
    49. Mosquera-López, Stephanía & Uribe, Jorge M. & Manotas-Duque, Diego Fernando, 2017. "Nonlinear empirical pricing in electricity markets using fundamental weather factors," Energy, Elsevier, vol. 139(C), pages 594-605.

  7. Mosler, Karl & Savine, Alexandre, 2004. "Studienaufbau und Studienerfolg von Kölner Volks- und Betriebswirten im Grundstudium," Discussion Papers in Econometrics and Statistics 1/04, University of Cologne, Institute of Econometrics and Statistics.

    Cited by:

    1. Mosler, Karl & Savine, Alexandre, 2004. "Studienaufbau und Studienerfolg von Kölner Volks- und Betriebswirten im Hauptstudium," Discussion Papers in Econometrics and Statistics 2/04, University of Cologne, Institute of Econometrics and Statistics.

  8. K. Mosler, 2003. "Central regions and dependency," Econometrics 0309004, University Library of Munich, Germany.

    Cited by:

    1. Pavlo Mozharovskyi & Karl Mosler & Tatjana Lange, 2015. "Classifying real-world data with the $${ DD}\alpha $$ D D α -procedure," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 9(3), pages 287-314, September.
    2. Daniel Hlubinka & Irène Gijbels & Marek Omelka & Stanislav Nagy, 2015. "Integrated data depth for smooth functions and its application in supervised classification," Computational Statistics, Springer, vol. 30(4), pages 1011-1031, December.
    3. Tatjana Lange & Karl Mosler & Pavlo Mozharovskyi, 2014. "Fast nonparametric classification based on data depth," Statistical Papers, Springer, vol. 55(1), pages 49-69, February.
    4. Liesa Denecke & Christine Müller, 2014. "Consistency of the likelihood depth estimator for the correlation coefficient," Statistical Papers, Springer, vol. 55(1), pages 3-13, February.
    5. Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich depth, quantiles, ranks and signs," CeMMAP working papers CWP04/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    6. Gleb A. Koshevoy & Karl Mosler, 2007. "Multivariate Lorenz dominance based on zonoids," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 91(1), pages 57-76, March.
    7. Liesa Denecke & Christine Müller, 2014. "New robust tests for the parameters of the Weibull distribution for complete and censored data," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 77(5), pages 585-607, July.
    8. Molchanov, Ilga & Schmutz, Michael & Stucki, Kaspar, 2012. "Invariance properties of random vectors and stochastic processes based on the zonoid concept," DES - Working Papers. Statistics and Econometrics. WS ws122014, Universidad Carlos III de Madrid. Departamento de Estadística.
    9. Karl Mosler, 2005. "Restricted Lorenz dominance of economic inequality in one and many dimensions," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 2(2), pages 89-103, January.
    10. Ignacio Cascos & Ilya Molchanov, 2006. "Multivariate risks and depth-trimmed regions," Papers math/0606520, arXiv.org, revised Nov 2006.
    11. Mengta Yang & Reza Modarres, 2017. "Multivariate tests of uniformity," Statistical Papers, Springer, vol. 58(3), pages 627-639, September.
    12. Nedret Billor & Asheber Abebe & Asuman Turkmen & Sai Nudurupati, 2008. "Classification Based on Depth Transvariations," Journal of Classification, Springer;The Classification Society, vol. 25(2), pages 249-260, November.
    13. Beresteanu, Arie & Molinari, Francesca, 2006. "Asymptotic Properties for a Class of Partially Identified Models," Working Papers 06-07, Cornell University, Center for Analytic Economics.
    14. Asis Banerjee, 2014. "A multidimensional Lorenz dominance relation," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 42(1), pages 171-191, January.
    15. Bazovkin, Pavel & Mosler, Karl, 2012. "An Exact Algorithm for Weighted-Mean Trimmed Regions in Any Dimension," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 47(i13).
    16. Chiara GIGLIARANO & Karl MOSLER, 2009. "Measuring middle-class decline in one and many attributes," Working Papers 333, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    17. Barry C. Arnold, 2005. "Inequality measures for multivariate distributions," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 317-327.
    18. Bazovkin, Pavel, 2014. "Geometrical framework for robust portfolio optimization," Discussion Papers in Econometrics and Statistics 01/14, University of Cologne, Institute of Econometrics and Statistics.
    19. Marco Dall’Aglio & Marco Scarsini, 2000. "Zonoids, Linear Dependence, and Size-Biased Distributions on the Simplex," ICER Working Papers - Applied Mathematics Series 27-2003, ICER - International Centre for Economic Research, revised Jul 2003.
    20. Cascos Fernández, Ignacio, 2006. "The expected convex hull trimmed regions of a sample," DES - Working Papers. Statistics and Econometrics. WS ws066919, Universidad Carlos III de Madrid. Departamento de Estadística.
    21. Cascos Fernández, Ignacio & Molchanov, Ilya, 2006. "Multivariate risks and depth-trimmed regions," DES - Working Papers. Statistics and Econometrics. WS ws063815, Universidad Carlos III de Madrid. Departamento de Estadística.
    22. Daniel Kosiorowski, 2008. "Scale curve – a robust and nonparametric approach to study a dispersion and interdependence of multivariate distributions," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 18(4), pages 47-60.
    23. Anirvan Chakraborty & Probal Chaudhuri, 2014. "On data depth in infinite dimensional spaces," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 66(2), pages 303-324, April.

  9. Koshevoy, Gleb & Mosler, Karl, 1995. "Multivariate Gini indices," Discussion Papers in Econometrics and Statistics 7/95, University of Cologne, Institute of Econometrics and Statistics.

    Cited by:

    1. Thibault Gajdos Preuss & John A. Weymark, 2005. "Multidimensional Generalized Gini Indices," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00085881, HAL.
    2. Francesco Andreoli & Claudio Zoli, 2015. "Measuring the interaction dimension of segregation: the Gini-Exposure index," Working Papers 30/2015, University of Verona, Department of Economics.
    3. Xin Dang & Hailin Sang & Lauren Weatherall, 2019. "Gini covariance matrix and its affine equivariant version," Statistical Papers, Springer, vol. 60(3), pages 641-666, June.
    4. Asis Kumar Banerjee, 2019. "Economic Properties of Statistical Indices: The Case of a Multidimensional Gini Index," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 17(1), pages 41-56, March.
    5. Jäntti, Markus & Sierminska, Eva & Van Kerm, Philippe, 2015. "Modelling the Joint Distribution of Income and Wealth," IZA Discussion Papers 9190, IZA Network @ LISER.
    6. Barry C. Arnold & José María Sarabia, 2018. "Analytic Expressions for Multivariate Lorenz Surfaces," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 80(1), pages 84-111, December.
    7. Anderson, Gordon, 2011. "Polarization measurement and inference in many dimensions when subgroups can not be identified," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, vol. 5, pages 1-19.
    8. John A. Weymark, 2020. "Commentary on “From unidimensional to multidimensional inequality: a review”," METRON, Springer;Sapienza Università di Roma, vol. 78(1), pages 55-59, April.
    9. José María Sarabia & Vanesa Jorda, 2020. "Lorenz Surfaces Based on the Sarmanov–Lee Distribution with Applications to Multidimensional Inequality in Well-Being," Mathematics, MDPI, vol. 8(11), pages 1-17, November.
    10. S. Settepanella & A. Terni & M. Franciosi & L. Li, 2022. "The robustness of the generalized Gini index," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 45(2), pages 521-539, December.
    11. Henar Diez & Mª Casilda Lasso de la Vega & Ana Marta Urrutia, 2007. "Unit-Consistent Aggregative Multidimensional Inequality Measures: A Characterization," Working Papers 66, ECINEQ, Society for the Study of Economic Inequality.
    12. Walter Krämer, 2016. "Walter Krämer: Interview mit Karl Mosler," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 10(1), pages 63-71, February.
    13. K. Mosler, 2003. "Central regions and dependency," Econometrics 0309004, University Library of Munich, Germany.
    14. Capaldo, Marco & Navarro, Jorge, 2025. "New multivariate Gini’s indices," Journal of Multivariate Analysis, Elsevier, vol. 206(C).
    15. Chiara Gigliarano & Karl Mosler, 2009. "Constructing indices of multivariate polarization," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 7(4), pages 435-460, December.
    16. Michael Crilly & Georgiana Varna & Chandra Mouli Vemury & Mark Lemon & Andrew Mitchell, 2023. "Building Equality: A “Litmus Test” for Recognising and Evidencing Inequalities and Segregation in the Built Environment," Urban Planning, Cogitatio Press, vol. 8(1), pages 372-387.
    17. Xin Dang & Dao Nguyen & Yixin Chen & Junying Zhang, 2021. "A new Gini correlation between quantitative and qualitative variables," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(4), pages 1314-1343, December.
    18. José Manuel Gavilan-Ruiz & África Ruiz-Gándara & Francisco Javier Ortega-Irizo & Luis Gonzalez-Abril, 2024. "Some Notes on the Gini Index and New Inequality Measures: The nth Gini Index," Stats, MDPI, vol. 7(4), pages 1-12, November.
    19. Roland Hodler & Sorawoot Srisuma & Alberto Vesperoni & Noémie Zurlinden, 2018. "Measuring Ethnic Stratification and its Effect on Trust in Africa," CESifo Working Paper Series 7405, CESifo.
    20. Yanqin Fan & Marc Henry & Brendan Pass & Jorge A. Rivero, 2022. "Lorenz map, inequality ordering and curves based on multidimensional rearrangements," Papers 2203.09000, arXiv.org, revised Apr 2024.
    21. Karl Mosler, 2005. "Restricted Lorenz dominance of economic inequality in one and many dimensions," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 2(2), pages 89-103, January.
    22. Francesco Andreoli & Mauro Mussini & Vincenzo Prete & Claudio Zoli, 2021. "Urban poverty: Measurement theory and evidence from American cities," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 19(4), pages 599-642, December.
    23. John A. Weymark, 2003. "The Normative Approach to the Measurement of Multidimensional Inequality," Vanderbilt University Department of Economics Working Papers 0314, Vanderbilt University Department of Economics, revised Jan 2004.
    24. E. Abdul-Sathar & R. Suresh & K. Nair, 2007. "A vector valued bivariate gini index for truncated distributions," Statistical Papers, Springer, vol. 48(4), pages 543-557, October.
    25. Shifna P. R. & N. Unnikrishnan Nair & S. M. Sunoj, 2024. "Multivariate Leimkuhler Curve: Properties and Applications to Analysis of Bibliometric Data," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 86(2), pages 999-1024, August.
    26. Michael Crilly & Georgiana Varna & Chandra Mouli Vemury & Mark Lemon & Andrew Mitchell, 2023. "Building Equality: A “Litmus Test” for Recognising and Evidencing Inequalities and Segregation in the Built Environment," Urban Planning, Cogitatio Press, vol. 8(1), pages 372-387.
    27. Eisenberg, Bennett, 2015. "The multivariate Gini ratio," Statistics & Probability Letters, Elsevier, vol. 96(C), pages 292-298.
    28. Chiara Gigliarano & Daniel Nowak & Karl Mosler, 2019. "A Polarization Index for Overlapping Groups," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 65(4), pages 712-735, December.
    29. Karl Mosler, 2023. "Representative endowments and uniform Gini orderings of multi-attribute welfare," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 21(1), pages 233-250, March.
    30. Masato Okamoto, 2009. "Decomposition of gini and multivariate gini indices," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 7(2), pages 153-177, June.
    31. Chiara GIGLIARANO & Karl MOSLER, 2009. "Measuring middle-class decline in one and many attributes," Working Papers 333, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    32. Gordon Anderson, 2008. "The empirical assessment of multidimensional welfare, inequality and poverty: Sample weighted multivariate generalizations of the Kolmogorov–Smirnov two sample tests for stochastic dominance," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 6(1), pages 73-87, March.
    33. Nizalova, Olena Y., 2014. "Inequality in Total Returns to Work in Ukraine: Taking a Closer Look at Workplace (Dis)amenities," IZA Discussion Papers 8322, IZA Network @ LISER.
    34. Oliver Grothe & Fabian Kächele & Friedrich Schmid, 2022. "A multivariate extension of the Lorenz curve based on copulas and a related multivariate Gini coefficient," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 20(3), pages 727-748, September.
    35. Marco Dall’Aglio & Marco Scarsini, 2000. "Zonoids, Linear Dependence, and Size-Biased Distributions on the Simplex," ICER Working Papers - Applied Mathematics Series 27-2003, ICER - International Centre for Economic Research, revised Jul 2003.
    36. Francesco Andreoli & Claudio Zoli, 2025. "Characterization of the multi-group Gini Segregation index," Working Papers 10/2025, University of Verona, Department of Economics.

Articles

  1. Chiara Gigliarano & Daniel Nowak & Karl Mosler, 2019. "A Polarization Index for Overlapping Groups," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 65(4), pages 712-735, December.

    Cited by:

    1. Ravallion, Martin & Chen, Shaohua, 2022. "Fleshing out the olive? Observations on income polarization in China since 1981," China Economic Review, Elsevier, vol. 76(C).
    2. Mariateresa Ciommi & Chiara Gigliarano & Francesco Maria Chelli, 2024. "Measuring income polarization using Bonferroni and De Vergottini inequality indices: evidences from European countries," METRON, Springer;Sapienza Università di Roma, vol. 82(3), pages 245-267, December.

  2. Karl Mosler, 2017. "Ernesto Estrada and Philip A. Knight (2015): A First Course in Network Theory, Oxford University Press, 272 pp., £29.99, ISBN 9780198726463," Statistical Papers, Springer, vol. 58(4), pages 1283-1284, December.

    Cited by:

    1. Jing Luo & Haoyu Wei & Xiaoyu Lei & Jiaxin Guo, 2021. "Asymptotic in a class of network models with an increasing sub-Gamma degree sequence," Papers 2111.01301, arXiv.org, revised Nov 2023.

  3. Karl Mosler & Pavlo Mozharovskyi, 2017. "Fast DD-classification of functional data," Statistical Papers, Springer, vol. 58(4), pages 1055-1089, December.

    Cited by:

    1. A. Cholaquidis & R. Fraiman & L. Moreno, 2023. "