4 papers
Infinitely divisible priors for multivariate survival functions
Florian Brück
This article introduces a novel framework for nonparametric priors on real-valued random vectors, which can be viewed as a multivariate generalization of neutral-to-the right prior…
Composite goodness-of-fit test with the Kernel Stein Discrepancy and a bootstrap for degenerate U-statistics with estimated parameters
Florian Brück, Veronika Reimoser, Fabian Baier
This paper formally derives the asymptotic distribution of a goodness-of-fit test based on the Kernel Stein Discrepancy introduced in (Oscar Key et al., "Composite Goodness-of-fit…
Graph structure learning for stable processes
Florian Brück, Sebastian Engelke, Stanislav Volgushev
We introduce Ising-Hüsler-Reiss processes, a new class of multivariate Lévy processes that allows for sparse modeling of the path-wise conditional independence structure between…
Distribution free MMD tests for model selection with estimated parameters
Florian Brück, Jean-David Fermanian, Aleksey Min
There exist some testing procedures based on the maximum mean discrepancy (MMD) to address the challenge of model specification. However, they ignore the presence of estimated para…