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All co-authors inference bootstrap methods application models schätztheorie tail risk expectiles heavy tailed time series exceedances thresholds approximate conditional generalized linear mixing risikomaß zeitreihenanalyse ausreißer outliers
Composed terms statistische methodenlehre statistical theory bootstrap methods methods application estimation theory bootstrap statistik tail risk risk inference inference expectiles expectiles heavy heavy tailed tailed time time series series bootstrap application bootstrap application models models exceedances exceedances thresholds thresholds approximate approximate conditional conditional inference inference generalized generalized linear linear models models asymmetric least squares estimation marginal expected shortfall tail copula weak dependence risk measure time series analysis multivariate verteilung multivariate distribution statistische verteilung statistical distribution bootstrap verfahren bootstrap approach
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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
Anthony C. Davison Prof. Alternative spellings: A. C. Davison B: 1958 Biblio: Professor of Statistics at the Ecole Poytechnique Federale de Lausanne (EPFL), and a member of its Institute of Mathematics
Profession Mathematiker Statistiker Hochschullehrer
Affiliations École polytechnique fédérale de Lausanne University of Oxford
Q96121010
Publishing years Series Cambridge series on statistical and probabilistic mathematics (1)