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Humboldt-Universität zu Berlin - Statistik

Petra Burdejova

Email: petra.burdejova@hu-berlin.de
Phone: +49 30 2093 99599
Address: Humboldt-Universität zu Berlin
School of Business and Economics
Ladislaus von Bortkiewicz Chair of Statistics
Spandauer Str. 1
10178 Berlin, Germany
Office: SPA1, Room 400


Docendo discimus



Research interests

  • Reduction of dimensionality
  • Quantiles and Expectiles
  • Regression shrinkage methods



  • Ph.D. in Statistics, Humboldt-Universität zu Berlin, DE
  • Master of Probability, Math.Statistics and Econometrics, Charles University in Prague, CZ
  • Bachelor of General Mathematics, Charles University in Prague, CZ





  • Burdejova, P., Härdle, W. K., Kokoszka, P. and Q. Xiong (2016): Change point and trend analyses of annual expectile curves of tropical storms, Econometrics and Statistics DOI:10.1016/j.ecosta.2016.09.002
  • Tran, N. M., Burdejova, P., Osipenko, M. and W. K. Härdle (2016): Principal Component Analysis in an Asymmetric Norm, SFB 649 Discussion Paper 2016-040 (revised and resubmitted)


Project Presentations


alt Principal components in asymmetric norm

alt Change point and trend test for expectiles of tropical storms

alt Brain and Risk Perception. Uncertainty and Complexity in Portfolio Decisions



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