3 papers
stat.ME2026
An Explicit Link between Extreme Value Theory and Compositional Data Analysis
Manuel Hentschel, Sebastian Engelke
Extreme value theory and compositional data analysis both study settings where relative information plays a central role. In multivariate extreme value theory, threshold exceedance…
stat.ME2026
Directional variograms for multivariate extremes
Manuel Hentschel, Frank Röttger, Johan Segers +1
Multivariate generalized Pareto distributions arise as limits of threshold exceedances and form a central model class for multivariate extremes. Existing inference methods based on…
stat.ML2025
Theoretical guarantees for neural estimators in parametric statistics
Almut Rödder, Manuel Hentschel, Sebastian Engelke
Neural estimators are simulation-based estimators for the parameters of a family of statistical models, which build a direct mapping from the sample to the parameter vector. They b…