5 citations · 5 across the 2 of their papers we have counts for
4 papers
Threshold Selection in Univariate Extreme Value Analysis
Laura Fee Schneider, Andrea Krajina, Tatyana Krivobokova
Threshold selection plays a key role for various aspects of statistical inference of rare events. Most classical approaches tackling this problem for heavy-tailed distributions cru…
Asymptotic Distribution and Simultaneous Confidence Bands for Ratios of Quantile Functions
Fabian Dunker, Stephan Klasen, Tatyana Krivobokova
Ratio of medians or other suitable quantiles of two distributions is widely used in medical research to compare treatment and control groups or in economics to compare various econ…
Kernel partial least squares for stationary data
Marco Singer, Tatyana Krivobokova, Axel Munk
We consider the kernel partial least squares algorithm for non-parametric regression with stationary dependent data. Probabilistic convergence rates of the kernel partial least squ…
A unified framework for spline estimators
Katsiaryna Schwarz, Tatyana Krivobokova
This article develops a unified framework to study the asymptotic properties of all periodic spline-based estimators, that is, of regression, penalized and smoothing splines. The e…