Modelling across extremal dependence classes

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We consider nonparametric estimation of a covariance function on the unit square, given a sample of discretely observed fragments of functional data. When each sample path is observed only on a subinterval of length , one has no statistical information on ...

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Modelling across extremal dependence classes

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Recovering covariance from functional fragments

Hybrid regularisation and the (in)admissibility of ridge regression in infinite dimensional Hilbert spaces

Statistical Applications of Random Matrix Theory: Comparison of Two Populations

Near-Optimal Noisy Group Testing via Separate Decoding of Items

Mirrored Langevin Dynamics

Near-Optimal Noisy Group Testing via Separate Decoding of Items

Semiparametric Bayesian Risk Estimation for Complex Extremes

Dependence properties of spatial rainfall extremes and areal reduction factors

Bridging asymptotic independence and dependence in spatial extremes using Gaussian scale mixtures

Robust Bounds In Multivariate Extremes