Eric Beutner
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View article: Increased persistence of warm and wet winter weather in recent decades in north-western Europe
Increased persistence of warm and wet winter weather in recent decades in north-western Europe Open
Changes in weather persistence have important implications for flood risk and regional climate resilience. In recent decades, the winter North Atlantic Oscillation index has shown a sustained shift toward more strongly positive values, exc…
View article: Delta method, asymptotic distribution
Delta method, asymptotic distribution Open
The delta method for deriving asymptotic distributions is presented. Assume interest lies in where is an unknown parameter and is a known function. The delta method allows to immediately obtain an approximation of the distribution of the p…
View article: GLS estimation and confidence sets for the date of a single break in models with trends
GLS estimation and confidence sets for the date of a single break in models with trends Open
We develop a Feasible Generalized Least Squares estimator of the date of a structural break in level and/or trend. The estimator is based on a consistent estimate of a T-dimensional inverse autocovariance matrix. A cubic polynomial transfo…
View article: Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process
Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process Open
Recently, Radulovic and Wegkamp introduced a new technique to show convergence in distribution of the empirical process indexed by functions of bounded variation. This method of proof allows to directly extend convergence results known for…
View article: A justification of conditional confidence intervals
A justification of conditional confidence intervals Open
To quantify uncertainty around point estimates of conditional objects such as conditional means or variances, parameter uncertainty has to be taken into account. Attempts to incorporate parameter uncertainty are typically based on the unre…
View article: Consistent semiparametric estimators for recurrent event times models with application to virtual age models
Consistent semiparametric estimators for recurrent event times models with application to virtual age models Open
Virtual age models are very useful to analyse recurrent events. Among the strengths of these models is their ability to account for treatment (or intervention) effects after an event occurrence. Despite their flexibility for modeling recur…
View article: Nonparametric estimation and bootstrap inference on trends in atmospheric time series: an application to ethane
Nonparametric estimation and bootstrap inference on trends in atmospheric time series: an application to ethane Open
Understanding the development of trends and identifying trend reversals in decadal time series is becoming more and more important. Many climatological and atmospheric time series are characterized by autocorrelation, heteroskedasticity an…
View article: A General Framework for Prediction in Time Series Models
A General Framework for Prediction in Time Series Models Open
In this paper we propose a general framework to analyze prediction in time series models and show how a wide class of popular time series models satisfies this framework. We postulate a set of high-level assumptions, and formally verify th…
View article: Bootstrapping Average Value at Risk of Single and Collective Risks
Bootstrapping Average Value at Risk of Single and Collective Risks Open
Almost sure bootstrap consistency of the blockwise bootstrap for the Average Value at Risk of single risks is established for strictly stationary β -mixing observations. Moreover, almost sure bootstrap consistency of a multiplier bootstrap…
View article: The failure of the profile likelihood method for a large class of semi-parametric models
The failure of the profile likelihood method for a large class of semi-parametric models Open
We consider a semi-parametric model for recurrent events. The model consists of an unknown hazard rate function, the infinite-dimensional parameter of the model, and a parametrically specified effective age function. We will present a cond…
View article: Identifiability issues of age-period and age-period-cohort models of the Lee-Carter type
Identifiability issues of age-period and age-period-cohort models of the Lee-Carter type Open
The predominant way of modelling mortality rates is the Lee-Carter model and its many extensions. The Lee-Carter model and its many extensions use a latent process to forecast. These models are estimated using a two-step procedure that cau…
View article: Identifiability issues of age-period and age-period-cohort models of the\n Lee-Carter type
Identifiability issues of age-period and age-period-cohort models of the\n Lee-Carter type Open
The predominant way of modelling mortality rates is the Lee-Carter model and\nits many extensions. The Lee-Carter model and its many extensions use a latent\nprocess to forecast. These models are estimated using a two-step procedure that\n…
View article: Functional delta-method for the bootstrap of uniformly quasi-Hadamard differentiable functionals
Functional delta-method for the bootstrap of uniformly quasi-Hadamard differentiable functionals Open
The functional delta-method provides a convenient tool for deriving bootstrap consistency of a sequence of plug-in estimators w.r.t. a given functional from bootstrap consistency of the underlying sequence of estimators. It has recently be…
View article: Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals
Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals Open
The functional delta-method provides a convenient tool for deriving the asymptotic distribution of a plug-in estimator of a statistical functional from the asymptotic distribution of the respective empirical process. Moreover, it provides …