The Half-Half (HH) plot is a new graphical method to investigate qualitatively the shape of a regression curve. The empirical HH-plot counts observations in the lower and upper quarter of a strip that moves horizontally over the scatter plot. The plot displays jumps clearly and reveals further...

When simultaneously monitoring two possibly dependent, positive risks one is often interested in quantile regions with very small probability p. These extreme quantile regions contain hardly or no data and therefore statistical inference is difficult. In particular when we want to protect...

Two time series of financial losses may be observed in different overlapping windows, serially dependent, heteroscedastic, and cross-sectionally dependent. Fitting a regression model to each of the two time series, we construct an improved least squares estimator in one series exploiting the...