Andrea Krajina - Research

Papers
  • An M-Estimator of Spatial Tail Dependence, with John H.J. Einmahl, Anna Kiriliouk and Johan Segers, Journal of the Royal Statistical Society: Series B 78(2016), 275-298.
  • Estimating Extreme Bivariate Quantile Regions, with John H.J. Einmahl and Laurens de Haan, Extremes 16(2013), 121-145.
  • An M-Estimator of Tail Dependence in Arbitrary Dimensions, with John H.J. Einmahl and Johan Segers, Annals of Statistics 40(2012), 1764-1793.
  • A Method of Moments Estimator of Tail Dependence in Meta-Elliptical Models, Journal of Statistical Planning and Inference 142 (2012), 1811–1823.
  • A Method of Moments Estimator of Tail Dependence, with John H.J. Einmahl and Johan Segers, Bernoulli 14(2008), 1003-1026.

Work in progress
  • Testing for Multivariate Regular Variation, with John H.J. Einmahl

PhD Thesis
  • An M-Estimator of Tail Dependence in Arbitrary Dimensions, 2010.