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math.ST2025
Consistency of M-estimators for non-identically distributed data: the case of fixed-design distributional regression
Axel Bücher, Johan Segers, Torben Staud
This paper explores strong and weak consistency of M-estimators for non-identically distributed data, extending prior work. Emphasis is given to scenarios where data is viewed as a…
math.ST2024
Multivariate extreme value theory
Philippe Naveau, Johan Segers
When passing from the univariate to the multivariate setting, modelling extremes becomes much more intricate. In this introductory exposition, classical multivariate extreme value…