144 citations · 524 across the 36 of their papers we have counts for
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stat.ME2015
A latent trawl process model for extreme values
Ragnhild C. Noven, Almut E. D. Veraart, Axel Gandy
This paper presents a new model for characterising temporal dependence in exceedances above a threshold. The model is based on the class of trawl processes, which are stationary, i…
stat.CO2015
Optimal allocation of Monte Carlo simulations to multiple hypothesis tests
Georg Hahn
Multiple hypothesis tests are often carried out in practice using p-value estimates obtained with bootstrap or permutation tests since the analytical p-values underlying all hypoth…
stat.CO2015★ 12 cited
The chopthin algorithm for resampling
Axel Gandy, F. Din-Houn Lau
Resampling is a standard step in particle filters and more generally sequential Monte Carlo methods. We present an algorithm, called chopthin, for resampling weighted particles. In…