2 papers
math.ST2018
Robust test statistics for the two-way MANOVA based on the minimum covariance determinant estimator
Bernhard Spangl
Robust test statistics for the two-way MANOVA based on the minimum covariance determinant (MCD) estimator are proposed as alternatives to the classical Wilks' Lambda test statistic…
stat.AP2016
Statistical models for dynamics in extreme value processes
Bernhard Spangl, Sascha Desmettre, Peter Ruckdeschel
We study four different approaches to model time-dependent extremal behavior: dynamics introduced by (a) a state-space model (SSM), (b) a shot-noise-type process with GPD marginals…