2 papers
math.ST2026
Trends in tail dependence of heteroscedastic extremes
John H. J. Einmahl, Chen Zhou
We consider multivariate extreme value statistics for independent but nonidentically distributed random vectors. In particular, the data may have varying tail copulas and also hete…
stat.ME2025
Testing for Conditional Independence in Binary Single-Index Models
John H. J. Einmahl, Denis Kojevnikov, Bas J. M. Werker
We wish to test whether a real-valued variable has explanatory power, in addition to a multivariate variable , for a binary variable . Thus, we are interested in testing…