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Nächster Vortrag im Stochastischen Kolloquium:
25.10.2017, 11:15, Dr. Vlada Limic (Université Paris Sud 11)

"Title: t.b.a.".
Statistics Meets Friends: The workshop "Statistics Meets Friends - from biophysics to inverse problems and back -" takes place in Göttingen from November 29th to December 1st, 2017.
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, 1811–1823 (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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