5 citations · 10 across the 6 of their papers we have counts for
8 papers
Functional estimation and change detection for nonstationary time series
Fabian Mies
Tests for structural breaks in time series should ideally be sensitive to breaks in the parameter of interest, while being robust to nuisance changes. Statistical analysis thus nee…
Projection inference for high-dimensional covariance matrices with structured shrinkage targets
Fabian Mies, Ansgar Steland
Analyzing large samples of high-dimensional data under dependence is a challenging statistical problem as long time series may have change points, most importantly in the mean and…
Sequential Gaussian approximation for nonstationary time series in high dimensions
Fabian Mies, Ansgar Steland
Gaussian couplings of partial sum processes are derived for the high-dimensional regime . The coupling is derived for sums of independent random vectors and subsequen…
Confidence bands for exponential distribution functions under progressive type-II censoring
Stefan Bedbur, Fabian Mies
Based on a progressively type-II censored sample from the exponential distribution with unknown location and scale parameter, confidence bands are proposed for the underlying distr…
Exact Semiparametric Inference and Model Selection for Load-Sharing Systems
Fabian Mies, Stefan Bedbur
As a specific proportional hazard rates model, sequential order statistics can be used to describe the lifetimes of load-sharing systems. Inference for these systems needs to accou…
Rate-optimal estimation of the Blumenthal-Getoor index of a Lévy process
Fabian Mies
The Blumenthal-Getoor (BG) index characterizes the jump measure of an infinitely active Lévy process. It determines sample path properties and affects the behavior of various econo…