4 papers
Simultaneous Change-Point Inference for High-Dimensional Functional Time Series
Axel Bücher, Colin Decker
We develop a framework for simultaneous change-point inference of high-dimensional functional time series. The observations are modeled as temporally dependent vectors whose coordi…
Evidence Synthesis in Probabilistic Extreme Event Attribution: From Attribution Measures to Model Parameters
Erik Haufs, Axel Bücher, Jonas Schröter
Probabilistic extreme event attribution aims to quantify how anthropogenic climate change has altered the likelihood or intensity of a class of extreme events. Existing studies com…
Copulas for Geostatistical Data: Foundations, Modeling Principles and Statistical Inference
Axel Bücher, Nadja Klein
Spatial statistics commonly describes spatial dependence through second-order quantities such as covariance functions and variograms, often within Gaussian random-field models and…
The empirical copula process in high dimensions: Stute's representation and applications
Axel Bücher, Cambyse Pakzad
The empirical copula process, a fundamental tool for copula inference, is studied in the high dimensional regime where the dimension is allowed to grow to infinity exponentially in…