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Nächster Vortrag im Stochastischen Kolloquium:
20.06.2018, 11:15, Dr. Anthony Lee (University of Bristol)

"Particle filters and variance estimation" (Abstract).
Dr. Yoav Zemel, EPF Lausanne, spends SNF Early Postdoc Mobility fellowship at IMS: The IMS welcomes Dr. Yoav Zemel, who is spending with us an 18-months research visit from February 1st, 2018 to July 31st, 2019. Dr. Zemel is funded by a Swiss National Science Foundation Early Postdoc Mobility fellowship for the project Uncertainty Quantification for Optimal Transport mentored by Prof. Axel Munk (more information is available here).
Publikationen

Arbeitsgruppe "Stochastik und deren Anwendungen"
Publikationen:

  • Einmahl, J.H.J., Kiriliouk, A., Krajina, A., Segers, J. (2015).
    An M-Estimator of Spatial Tail Dependence. Journal of the Royal Statistical Society: Series B. To appear (Preprint).
  • Einmahl, J.H.J., de Haan, L., Krajina, A. (2013).
    Estimating extreme bivariate quantile regions. Extremes, 16, 121-145.
  • Einmahl, J.H.J, Krajina, A., Segers, J. (2012).
    An M-Estimator of Tail Dependence in Arbitrary Dimensions. The Annals of Statistics, 40, 1764-1793 (Preprint).
  • Krajina, A. (2012).
    A Method of Moments Estimator of Tail Dependence in Elliptical Copula Models. Journal of Statistical Planning and Inference, 142, 18111823 (Preprint).
  • Einmahl, J.H.J, Krajina, A., Segers, J. (2008).
    A Method of Moments Estimator of Tail Dependence. Bernoulli, 4, 1003-1026 (Preprint).

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