8 citations · 14 across the 28 of their papers we have counts for
4 papers · 1 filter
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…
Uniform Consistency of Generalized Fréchet Means
Andrea Aveni, Martin Bladt, Sayan Mukherjee
Loss-based notions of centre on nonlinear spaces range from the Fréchet mean and power means to the geometric median and, in a limiting sense, the Chebyshev centre. To use such sum…
Heterogeneous extremes in the presence of random covariates and censoring
Martin Bladt, Christoffer Øhlenschlæger
The task of analyzing extreme events with censoring effects is considered under a framework allowing for random covariate information. A wide class of estimators that can be cast a…
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…