3 papers
math.ST2026
A unified approach for testing in Hilbert spaces on incomplete data
Daniel Gaigall, Philipp Wübbolding
We consider statistical testing on the basis of incomplete observations with values in a separable Hilbert space, where the dimension is possibly large or even infinite. The genera…
math.ST2026
A BHEP test for multivariate normality on incomplete data
Daniel Gaigall, Philipp Wübbolding
A BHEP test for the null hypotesis of multivariate normality on the basis of incomplete data is introduced. Estimators for the underlying unknown parameters in this situation are s…
q-fin.RM2025
Jointly Exchangeable Collective Risk Models: Interaction, Structure, and Limit Theorems
Daniel Gaigall, Stefan Weber
We introduce a framework for systemic risk modeling in insurance portfolios using jointly exchangeable arrays, extending classical collective risk models to account for interaction…