2 papers
math.ST2024
On the maximal correlation coefficient for the bivariate Marshall Olkin distribution
Axel Bücher, Torben Staud
We prove a formula for the maximal correlation coefficient of the bivariate Marshall Olkin distribution that was conjectured in Lin, Lai, and Govindaraju (2016, Stat. Methodol., 29…
math.ST2024
Bootstrapping Estimators based on the Block Maxima Method
Axel Bücher, Torben Staud
The block maxima method is a standard approach for analyzing the extremal behavior of a potentially multivariate time series. It has recently been found that the classical approach…