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publications

Limit theorems for non-degenerate U-statistics of block maxima for time series

Published in Electronic Journal of Statistics, 2024

In this paper U-statistics of multivariate disjoint and sliding block maxima for time series are considered. Limit theorems and finite-sample simulation studies are presented.

Recommended citation: Bücher, A., Staud, T. (2024). "Limit theorems for non-degenerate U-statistics of block maxima for time series " Electron. J. Statist. 18(2): 2850-2885.

On the maximal correlation coefficient for the bivariate Marshall Olkin distribution

Published in Statistics & Probability Letters, 2024

We prove a formula for the maximal correlation coefficient of the bivariate Marshall Olkin distribution that was conjectured in Lin, Lai, and Govindaraju (2016, Stat. Methodol., 29:1–9).

Recommended citation: Bücher, A., Staud, T. (2025). "On the maximal correlation coefficient for the bivariate Marshall Olkin distribution" Statistics and Probability Letters, Vol. 219, 110323.

Bootstrapping Estimators based on the Block Maxima Method

Published in Journal of the Royal Statistical Society, Series B (Statistical Methodology), 2025

In this paper bootstrapping of block maxima estimators is considered. Consistency results and limit theorems are provivded. Large scale High Performance Cluster-powered simulation studies are conducted. The application is demonstrated via a case study involving precipation extremes at a weather station in Germany.

Recommended citation: Bücher, A., Staud, T. (2025). "Bootstrapping Estimators based on the Block Maxima Method" To appear in: Journal of the Royal Statistical Society, Series B (Statistical Methodology)

talks

teaching

Teaching experience 1

Undergraduate course, University 1, Department, 2014

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Teaching experience 2

Workshop, University 1, Department, 2015

This is a description of a teaching experience. You can use markdown like any other post.