research
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06/02/2020
Cube root weak convergence of empirical estimators of a density level set
Given n independent random vectors with common density f on ℝ^d, we stud...
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03/09/2020
Spatial dependence and space-time trend in extreme events
The statistical theory of extremes is extended to observations that are ...
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01/30/2020
Empirical tail copulas for functional data
For multivariate distributions in the domain of attraction of a max-stab...
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07/17/2018
Improved estimation of the extreme value index using related variables
Heavy tailed phenomena are naturally analyzed by extreme value statistic...
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10/31/2017