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stat.ME2025
Bayesian non-parametric survival estimation: stochastic hyperparameter sequences and distribution splicing
Martin Bladt, Jorge González Cázares
A Bayesian non-parametric framework for studying time-to-event data is proposed, where the prior distribution is allowed to depend on an additional random source, and may update wi…
math.ST2025
Conditional Extreme Value Estimation for Dependent Time Series
Martin Bladt, Laurits Glargaard, Theodor Henningsen
We study the consistency and weak convergence of the conditional tail function and conditional Hill estimators under broad dependence assumptions for a heavy-tailed response sequen…