Marie Kratz

Generating author description...

All published works

Action	Title	Year	Authors
+ PDF Chat	Comparing Multivariate Distributions: A Novel Approach Using Optimal Transport-based Plots	2024	Sibsankar Singha Marie Kratz Sreekar Vadlamani
+	Comparing Multivariate Distributions: A Novel Approach Using Optimal Transport-based Plots	2024	Sibsankar Singha Marie Kratz Sreekar Vadlamani
+	On the relation between extremal dependence and concomitants	2023	Amir Khorrami Chokami Marie Kratz
+	From geometric quantiles to halfspace depths: A geometric approach for extremal behaviour	2023	Sibsankar Singha Marie Kratz Sreekar Vadlamani
+	Multi-Normex Distributions for the Sum of Random Vectors. Rates of Convergence	2021	Marie Kratz E. I. Prokopenko
+ PDF Chat	New Results on the Order of Functions at Infinity	2017	Meitner Cadena Marie Kratz Edward Omey
+	A self-calibrating method for heavy tailed data modelling. Application in neuroscience and finance	2016	Nehla Debbabi Marie Kratz Mamadou Mboup
+	A hybrid distribution for highly right skewed data	2015	Nehla Debbabi Marie Kratz Sadok El Asmi
+	Modelling macroeconomic e ects and expert judgements in operational risk: a Bayesian approach	2012	Holger Capa Santos Marie Kratz Franklin Mosquera Muñoz
+ PDF Chat	Some contributions in probability and statistics of extremes.	2005	Marie Kratz
+	On the rate of convergence in the Poisson approximation for exceedances of high levels by stationary Gaussian processes.	1997	Marie Kratz Holger Rootzén
+	The qq-estimator and heavy tails	1996	Marie Kratz Sidney I. Resnick
+	Rate of Poisson approximation of the number of exceedances of nonstationary normal sequences	1995	J. Hüsler Marie Kratz
+	On the convergence of the number of exceedances of nonstationary normal sequences	1994	J. Hüsler Marie Kratz

Common Coauthors

Coauthor	Papers Together
Sibsankar Singha	3
Sreekar Vadlamani	3
Nehla Debbabi	2
J. Hüsler	2
Holger Rootzén	1
Holger Capa Santos	1
Sadok El Asmi	1
E. I. Prokopenko	1
Meitner Cadena	1
Mamadou Mboup	1
Sidney I. Resnick	1
Edward Omey	1
Franklin Mosquera Muñoz	1
Amir Khorrami Chokami	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	A Simple General Approach to Inference About the Tail of a Distribution	1975	Bruce M. Hill	3
+	A new unsupervised threshold determination for hybrid models	2014	Nehla Debbabi Marie Kratz	2
+	The qq-estimator and heavy tails	1996	Marie Kratz Sidney I. Resnick	2
+	Extreme value theory for dependent sequences via the stein-chen method of poisson approximation	1988	Richard L. Smith	2
+	On the convergence of the number of exceedances of nonstationary normal sequences	1994	J. Hüsler Marie Kratz	2
+	Extremes and Related Properties of Random Sequences and Processes	1983	M. R. Leadbetter Georg Lindgren Holger Rootzén	2
+	A hybrid Pareto model for asymmetric fat-tailed data: the univariate case	2008	Julie Carreau Yoshua Bengio	2
+ PDF Chat	On the class gamma and related classes of functions	2013	Edward Omey	1
+	<title>Damage detection in mechanical structures using extreme value statistics</title>	2002	Keith Worden David W. Allen Hoon Sohn Charles R. Farrar	1
+ PDF Chat	Bayesian Nonparametric Inference for Random Distributions and Related Functions	1999	Stephen G. Walker Paul Damien Purushottam W. Laud A. F. M. Smith	1
+ PDF Chat	Smoothing the Hill Estimator	1997	Sidney I. Resnick Cătălin Stărică	1
+ PDF Chat	Testing for independence in heavy tailed and positive innovation time series	1995	Paul D. Feigin Sidney I. Resnick Cătălin Stărică	1
+ PDF Chat	Poisson Approximation Using the Stein-Chen Method and Coupling: Number of Exceedances of Gaussian Random Variables	1990	Lars Holst Svante Janson	1
+	Existence and uniqueness of monotone measure-preserving maps	1995	Robert J. McCann	1
+ PDF Chat	An Extension of the Class of Regularly Varying Functions	2014	Meitner Cadena Marie Kratz	1
+	Bayesian Analysis: A Look at Today and Thoughts of Tomorrow	2000	James O. Berger	1
+ PDF Chat	Functional Erdős-Renyi laws for semiexponential random variables	1998	Nina Gantert	1
+ PDF Chat	Laws of Large Numbers for Sums of Extreme Values	1982	David M. Mason	1
+ PDF Chat	Kernel Estimates of the Tail Index of a Distribution	1985	Sándor Csörgő Paul Deheuvels David V. Mason	1
+ PDF Chat	Functional central limit theorems for processes with positive drift and their inverses	1972	Wim Vervaat	1
+	Parameter and Quantile Estimation for the Generalized Pareto Distribution	1987	J. R. M. Hosking James R. Wallis	1
+	ENCYCLOPEDIA OF MATHEMATICS AND ITS APPLICATIONS	1986	Neil White	1
+ PDF Chat	Mathematical Statistics and Data Analysis	1989	Larry Rabinowitz John A. Rice	1
+	New composite models for the Danish fire insurance data	2012	Saralees Nadarajah Shaiful Anuar Abu Bakar	1
+ PDF Chat	Beurling slow and regular variation	2014	Ν. H. Bingham A. J. Ostaszewski	1
+	Polar factorization and monotone rearrangement of vector‐valued functions	1991	Yann Brenier	1
+ PDF Chat	On the Estimation of the Extreme-Value Index and Large Quantile Estimation	1989	Arnold Dekkers Laurens de Haan	1
+	Adaptive Threshold Estimation via Extreme Value Theory	2009	Joshua Broadwater Rama Chellappa	1
+	The rate of convergence of extremes of stationary normal sequences	1983	Holger Rootzén	1
+	A hybrid distribution for highly right skewed data	2015	Nehla Debbabi Marie Kratz Sadok El Asmi	1
+	Robust kernel density estimation	2012	JooSeuk Kim Clayton Scott	1
+	On the order of functions at infinity	2017	Meitner Cadena Marie Kratz Edward Omey	1
+ PDF Chat	A simple estimator for the M-index of functions in M	2015	Meitner Cadena	1
+	Exponential decay of measures and Tauberian theorems	2016	Ante Mimica	1
+	Kernel density estimation for heavy-tailed distributions using the champernowne transformation	2005	Tine Buch-larsen Jens Perch Nielsen Montserrat Guillén Catalina Bolancé	1
+ PDF Chat	Minimax estimation of smooth optimal transport maps	2021	Jan-Christian Hütter Philippe Rigollet	1
+ PDF Chat	Distribution and quantile functions, ranks and signs in dimension d: A measure transportation approach	2021	Marc Hallin Eustasio del Barrio Juan A. Cuesta‐Albertos Carlos Matrán	1
+ PDF Chat	Multivariate ranks and quantiles using optimal transport: Consistency, rates and nonparametric testing	2022	Promit Ghosal Bodhisattva Sen	1
+ PDF Chat	Asymptotic approximation of crossing probabilities of random sequences	1983	Jürg Hüsler	1
+	Monge–Kantorovich depth, quantiles, ranks and signs	2017	Victor Chernozhukov Alfred Galichon Marc Hallin Marc Henry	1
+	Optimal Transport	2008	Cédric Villani	1
+	Optimal Transport for Applied Mathematicians	2015	Filippo Santambrogio	1
+	Entropic estimation of optimal transport maps	2021	Aram-Alexandre Pooladian Jonathan Niles‐Weed	1
+	Tails of optimal transport plans for regularly varying probability measures	2018	Cees de Valk Johan Segers	1
+	Sinkhorn Distances: Lightspeed Computation of Optimal Transportation Distances	2013	Marco Cuturi	1
+	Stability and statistical inference for semidiscrete optimal transport maps	2023	Ritwik Sadhu Ziv Goldfeld Kengo Kato	1
+	From geometric quantiles to halfspace depths: A geometric approach for extremal behaviour	2023	Sibsankar Singha Marie Kratz Sreekar Vadlamani	1
+	Central Limit Theorems for Smooth Optimal Transport Maps	2023	Tudor Manole Sivaraman Balakrishnan Jonathan Niles‐Weed Larry Wasserman	1
+	Approximate Distributions of Order Statistics	1989	Rolf–Dieter Reiss	1
+ PDF Chat	Limit theorems for entropic optimal transport maps and Sinkhorn divergence	2024	Ziv Goldfeld Kengo Kato Gabriel Rioux Ritwik Sadhu	1