1 citations · 1 across the 8 of their papers we have counts for
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Cure models: from mixture to matrix distributions
Martin Bladt, Jorge Yslas
Cure rate models address survival data in which a proportion of individuals will never experience the event of interest. Existing parametric approaches are predominantly based on f…
Censored and extreme losses: functional convergence and applications to tail goodness-of-fit
Martin Bladt, Christoffer Øhlenschlæger
This paper establishes the functional convergence of the Extreme Nelson--Aalen and Extreme Kaplan--Meier estimators, which are designed to capture the heavy-tailed behaviour of cen…
Extremile scalar-on-function regression
Maria Laura Battagliola, Martin Bladt
Extremiles provide a generalization of quantiles which are not only robust, but also have an intrinsic link with extreme value theory. This paper introduces an extremile regression…
Time series models with infinite-order partial copula dependence
Martin Bladt, Alexander J. McNeil
Stationary and ergodic time series can be constructed using an s-vine decomposition based on sets of bivariate copula functions. The extension of such processes to infinite copula…
Threshold selection and trimming in extremes
Martin Bladt, Hansjoerg Albrecher, Jan Beirlant
We consider removing lower order statistics from the classical Hill estimator in extreme value statistics, and compensating for it by rescaling the remaining terms. Trajectories of…