2 papers
stat.ME2024
Generalized extremiles and risk measures of distorted random variables
Dieter Debrauwer, Irène Gijbels, Klaus Herrmann
Quantiles, expectiles and extremiles can be seen as concepts defined via an optimization problem, where this optimization problem is driven by two important ingredients: the loss f…
math.PR2024
Limiting Behavior of Maxima under Dependence
Klaus Herrmann, Marius Hofert, Johanna G. Neslehova
Weak convergence of maxima of dependent sequences of identically distributed continuous random variables is studied under normalizing sequences arising as subsequences of the norma…