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Posts
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Blog Post number 4
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Blog Post number 1
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portfolio
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publications
Analyzing the Influence of Social and Lifestyle Factors on Neuropsychological Attributes Via Regression Methods.
Published in , 2023
Bachelor thesis at the Institute of Neuroscience and Medicine, Research Center Juelich and the Institute of Mathematics, Heinrich Heine University Düsseldorf with Prof. Dr. Katrin Möllenhoff and Prof. Dr. Dr. Caspers
Extreme Value Analysis based on Blockwise Top-Two Order Statistics
Published in submitted to Bernoulli, 2025
Extreme value analysis for time series is often based on the block maxima method, in particular for environmental applications. In the classical univariate case, the latter is based on fitting an extreme-value distribution to the sample of (annual) block maxima. Mathematically, the target parameters of the extreme-value distribution also show up in limit results for other high order statistics, which suggests estimation based on blockwise large order statistics. It is shown that a naive approach based on maximizing an inde- pendence log-likelihood yields an estimator that is inconsistent in general. A consistent, bias-corrected estimator is proposed, and is analyzed theoretically and in finite-sample simulation studies. The new estimator is shown to be more efficient than traditional counterparts, for instance for estimating large return levels or return periods
Recommended citation: Bücher, A., and Haufs, E. (2025). Extreme Value Analysis based on Blockwise Top-Two Order Statistics. arXiv preprint. https://arxiv.org/abs/2502.15036
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talks
Top Two MLE Using Disjoint & Sliding Block Maxima
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A poster presentation on “Extreme Value Analysis based on Blockwise Top-Two Order Statistics”.
Top Two MLE Using Disjoint & Sliding Block Maxima
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An Oberseminar talk on “Extreme Value Analysis based on Blockwise Top-Two Order Statistics”.
Extreme Value Analysis based on Blockwise Top-Two Order Statistics
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An invited talk to the session “Time Series Extremes”.
teaching
Biostatistics
Undergraduate course, Heinrich Heine University Düsseldorf, 2022
Grading weekly exercise sheets.
Stochastics
Undergraduate course, Ruhr University Bochum, 2024
Teaching a weekly exercise class.