68 citations · 69 across the 3 of their papers we have counts for
5 papers
Threshold Selection in Univariate Extreme Value Analysis
Laura Fee Schneider, Andrea Krajina, Tatyana Krivobokova
Threshold selection plays a key role for various aspects of statistical inference of rare events. Most classical approaches tackling this problem for heavy-tailed distributions cru…
Posterior analysis of in the binomial problem with both parameters unknown -- with applications to quantitative nanoscopy
Johannes Schmidt-Hieber, Laura Fee Schneider, Thomas Staudt +3
Estimation of the population size from i.i.d.\ binomial observations with unknown success probability is relevant to a multitude of applications and has a long history.…
An M-estimator of spatial tail dependence
John Einmahl, Anna Kiriliouk, Andrea Krajina +1
Tail dependence models for distributions attracted to a max-stable law are fitted using observations above a high threshold. To cope with spatial, high-dimensional data, a rank-bas…
An M-estimator for tail dependence in arbitrary dimensions
John H. J. Einmahl, Andrea Krajina, Johan Segers
Consider a random sample in the max-domain of attraction of a multivariate extreme value distribution such that the dependence structure of the attractor belongs to a parametric mo…
A method of moments estimator of tail dependence
John H. J. Einmahl, Andrea Krajina, Johan Segers
In the world of multivariate extremes, estimation of the dependence structure still presents a challenge and an interesting problem. A procedure for the bivariate case is presented…