4 papers
Consistency of M-estimators for non-identically distributed data: the case of fixed-design distributional regression
Axel Bücher, Johan Segers, Torben Staud
This paper explores strong and weak consistency of M-estimators for non-identically distributed data, extending prior work. Emphasis is given to scenarios where data is viewed as a…
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…
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…
Limit theorems for non-degenerate U-statistics of block maxima for time series
Axel Bücher, Torben Staud
The block maxima method is a classical and widely applied statistical method for time series extremes. It has recently been found that respective estimators whose asymptotics are d…