Publication | Date of Publication | Type |
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Compound Poisson approximation | 2025-01-17 | Paper |
On Poisson approximation | 2024-08-24 | Paper |
On the \(T\)-test | 2022-08-30 | Paper |
Poisson approximation. Addendum | 2022-05-09 | Paper |
Compound Poisson approximation | 2022-05-09 | Paper |
Poisson approximation in terms of the Gini-Kantorovich distance | 2021-06-01 | Paper |
On the T-test | 2020-12-28 | Paper |
On the accuracy of Poisson approximation | 2019-12-27 | Paper |
Poisson approximation | 2019-09-13 | Paper |
Non-parametric lower bounds and information functions | 2019-06-12 | Paper |
On the length of the longest head run | 2017-10-06 | Paper |
On the Accuracy of Inference on Heavy-Tailed Distributions | 2014-11-28 | Paper |
Lower bounds to the accuracy of inference on heavy tails | 2014-05-05 | Paper |
Impossibility of consistent estimation of the distribution function of a sample maximum | 2014-03-12 | Paper |
On exceedances of high levels | 2012-03-05 | Paper |
https://portal.mardi4nfdi.de/entity/Q3002175 | 2011-05-19 | Paper |
https://portal.mardi4nfdi.de/entity/Q3077857 | 2011-02-22 | Paper |
On limiting cluster size distributions for processes of exceedances for stationary sequences | 2010-12-20 | Paper |
A REMARK CONCERNING VALUE-AT-RISK | 2010-08-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q3565225 | 2010-06-03 | Paper |
https://portal.mardi4nfdi.de/entity/Q5430722 | 2007-12-16 | Paper |
Evaluating currency risk in emerging markets | 2007-07-19 | Paper |
A new characterization of the normal law | 2007-03-12 | Paper |
On Self-normalized Sums and Student's Statistic | 2005-10-28 | Paper |
On Gebelein's correlation coefficient | 2005-04-21 | Paper |
Multilevel clustering of extremes. | 2005-02-25 | Paper |
Inference on heavy tails from dependent data | 2004-09-06 | Paper |
On the accuracy of multivariate compound Poisson approximation. | 2004-02-14 | Paper |
Compound Poisson approximation for the distribution of extremes | 2003-02-19 | Paper |
Self-normalized sums. Supplement | 2003-02-10 | Paper |
On self-normalized sums | 2003-02-10 | Paper |
https://portal.mardi4nfdi.de/entity/Q4550911 | 2002-10-08 | Paper |
https://portal.mardi4nfdi.de/entity/Q4518947 | 2001-08-23 | Paper |
Generalized Kernel Density Estimator | 2001-05-02 | Paper |
On the Mode of an Unknown Probability Distribution | 2000-10-19 | Paper |
https://portal.mardi4nfdi.de/entity/Q3365314 | 2000-01-01 | Paper |
On the limiting distribution of extrema | 1999-10-28 | Paper |
On blocks and runs estimators of the extremal index | 1999-08-22 | Paper |
On the limiting distribution of extrema | 1999-04-26 | Paper |
О распределении максимума частичных сумм Эрдеша - Реньи | 1998-11-05 | Paper |
A statistical estimation for the maximal eigenvalue of matrix | 1998-10-18 | Paper |
On the joint limiting distribution of the first and the second maxima | 1998-04-13 | Paper |
On the Distribution of the Ratioof Sums of Random Variables | 1998-01-29 | Paper |
Extreme values in stationary sequences | 1997-03-20 | Paper |
On the asymptotic distribution of the number of random variables exceeding a given level | 1996-08-27 | Paper |
Long match patterns in random sequences | 1996-08-20 | Paper |
https://portal.mardi4nfdi.de/entity/Q4866361 | 1996-03-17 | Paper |
Asymptotic expansions for the maximum of random number of random variables | 1995-05-30 | Paper |
On the Distribution of the Maximum of a Random Number of Random Variables | 1993-09-22 | Paper |
https://portal.mardi4nfdi.de/entity/Q4035196 | 1993-05-18 | Paper |
Longest runs in a sequence of \(m\)-dependent random variables | 1992-06-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q3986295 | 1992-06-27 | Paper |
Rate of convergence in the problem of the longest head-run | 1992-06-26 | Paper |
https://portal.mardi4nfdi.de/entity/Q3363275 | 1991-01-01 | Paper |
Asymptotics of the distribution of the ratio of sums of random variables | 1990-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5751752 | 1990-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3201198 | 1989-01-01 | Paper |
Time intervals of constant sojourn of a homogeneous Markov chain in a fixed subset of states | 1988-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3787230 | 1988-01-01 | Paper |