2 papers
stat.ME2026
Constrained Fiducial Inference for Gaussian Models
Hank Flury, Jan Hannig, Richard Smith
We propose a new fiducial Markov Chain Monte Carlo (MCMC) method for fitting parametric Gaussian models. We utilize the Cayley transform to decompose the parametric covariance matr…
math.ST2024
Asymptotic Theory for Estimation of the Husler-Reiss Distribution via Block Maxima Method
Hank Flury, Jan Hannig, Richard Smith
The Hüsler-Reiss distribution describes the limit of the pointwise maxima of a bivariate normal distribution. This distribution is defined by a single parameter, . We provide…