| Publication | Date of Publication | Type |
|---|
Exceedance counts and GOD's order statistics
Sankhyā. Series A | 2023-08-07 | Paper |
New characterizations of multivariate max-domain of attraction and \(D\)-norms
Extremes | 2021-12-18 | Paper |
The min-characteristic function: characterizing distributions by their min-linear projections
Sankhyā. Series A | 2021-05-03 | Paper |
Records for time-dependent stationary Gaussian sequences
Journal of Applied Probability | 2020-05-12 | Paper |
Strong convergence of multivariate maxima
Journal of Applied Probability | 2020-05-12 | Paper |
On a class of norms generated by nonnegative integrable distributions
Dependence Modeling | 2020-05-12 | Paper |
Generalized Pareto copulas: a key to multivariate extremes
Journal of Multivariate Analysis | 2019-11-22 | Paper |
Conditional tail independence in Archimedean copula models
Journal of Applied Probability | 2019-10-07 | Paper |
On functional records and champions
Journal of Theoretical Probability | 2019-07-18 | Paper |
Testing for a \(\delta \)-neighborhood of a generalized Pareto copula
Annals of the Institute of Statistical Mathematics | 2019-06-28 | Paper |
Multivariate extreme value theory and D-norms
Springer Series in Operations Research and Financial Engineering | 2019-01-10 | Paper |
On generalized max-linear models in max-stable random fields
Journal of Applied Probability | 2018-09-26 | Paper |
On multivariate records from random vectors with independent components
Journal of Applied Probability | 2018-09-26 | Paper |
Some results on joint record events
Statistics \& Probability Letters | 2018-07-03 | Paper |
Multivariate order statistics: the intermediate case
Sankhyā. Series A | 2018-04-19 | Paper |
Asymptotic independence of bivariate order statistics
Statistics \& Probability Letters | 2017-10-06 | Paper |
An offspring of multivariate extreme value theory: the \(\max\)-characteristic function
Journal of Multivariate Analysis | 2016-12-28 | Paper |
On generalized max-linear models and their statistical interpolation
Journal of Applied Probability | 2015-10-30 | Paper |
Max-stable processes and the functional \(D\)-norm revisited
Extremes | 2015-07-07 | Paper |
On idempotent \(D\)-norms
Journal of Multivariate Analysis | 2015-06-18 | Paper |
The space of \(D\)-norms revisited
Extremes | 2015-04-15 | Paper |
Statistics in theory and practice. With applications in R
Mathematik für das Lehramt | 2014-06-20 | Paper |
On max-stable processes and the functional \(D\)-norm
Extremes | 2013-12-02 | Paper |
Testing for a generalized Pareto process
Electronic Journal of Statistics | 2013-05-28 | Paper |
Asymptotic conditional distribution of exceedance counts: fragility index with different margins
Annals of the Institute of Statistical Mathematics | 2012-12-27 | Paper |
The multivariate piecing-together approach revisited
Journal of Multivariate Analysis | 2012-08-13 | Paper |
Local asymptotic normality in \(\delta\) of standard generalized Pareto processes
Journal of Statistical Planning and Inference | 2012-07-16 | Paper |
A multivariate piecing-together approach with an application to operational loss data
Bernoulli | 2012-05-28 | Paper |
Asymptotic conditional distribution of exceedance counts
Advances in Applied Probability | 2012-04-10 | Paper |
Sojourn times and the fragility index
Stochastic Processes and their Applications | 2012-03-22 | Paper |
Testing for a multivariate generalized Pareto distribution
Extremes | 2011-02-22 | Paper |
Local asymptotic normality in a stationary model for spatial extremes
Journal of Multivariate Analysis | 2010-11-25 | Paper |
Laws of small numbers: extremes and rare events.
| 2010-10-14 | Paper |
A characterization of the Marshall-Olkin dependence function and a goodness-of-fit test
| 2010-08-12 | Paper |
It was 30 years ago today when Laurens de Haan went the multivariate way
Extremes | 2009-02-28 | Paper |
A LAN based Neyman smooth test for Pareto distributions
Journal of Statistical Planning and Inference | 2008-08-06 | Paper |
Peaks-over-threshold stability of multivariate generalized Pareto distributions
Journal of Multivariate Analysis | 2008-04-23 | Paper |
A representation of bivariate extreme value distributions via norms on \(\mathbb{R}^2\)
Extremes | 2007-12-16 | Paper |
On the excess distribution of sums of random variables in bivariate EV models
| 2007-12-04 | Paper |
Efficiency of convex combinations of pickands estimator of the extreme value index
Journal of Nonparametric Statistics | 2007-04-16 | Paper |
Testing for tail independence in extreme value models
Annals of the Institute of Statistical Mathematics | 2006-09-12 | Paper |
On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix
Statistics \& Probability Letters | 2006-04-28 | Paper |
On the distribution of Pickands coordinates in bivariate EV and GP models
Journal of Multivariate Analysis | 2005-05-12 | Paper |
On Pickands coordinates in arbitrary dimensions
Journal of Multivariate Analysis | 2005-02-23 | Paper |
scientific article; zbMATH DE number 2118489 (Why is no real title available?)
| 2004-11-24 | Paper |
Efficient estimation of the canonical dependence function
Extremes | 2004-11-24 | Paper |
Applied statistics. An introduction with program examples in SAS
Statistik und ihre Anwendungen | 2003-09-23 | Paper |
Domain of Multivariate Attraction via Angular Decomposition
Communications in Statistics: Theory and Methods | 2003-09-14 | Paper |
A characterization of the rate of convergence in bivariate extreme value models
Statistics \& Probability Letters | 2003-05-07 | Paper |
Efficient estimators and LAN in canonical bivariate POT models.
Journal of Multivariate Analysis | 2003-04-02 | Paper |
scientific article; zbMATH DE number 1862071 (Why is no real title available?)
| 2003-01-29 | Paper |
Efficient estimation in local parametric regression analysis
Communications in Statistics: Theory and Methods | 2002-07-28 | Paper |
The sample covariance is not efficient for elliptical distributions
Journal of Multivariate Analysis | 2002-06-05 | Paper |
Estimation of canonical dependence parameters in a class of bivariate peaks-over-threshold models
Statistics \& Probability Letters | 2002-03-26 | Paper |
A simple approach to the generation of uniformly distributed random variables with prescribed correlations
Communications in Statistics. Simulation and Computation | 2000-07-11 | Paper |
On the loss of information due to nonrandom truncation
Journal of Multivariate Analysis | 2000-06-04 | Paper |
Local asymptotic normality of intermediate and central order statistics
Communications in Statistics: Theory and Methods | 2000-02-13 | Paper |
Local asymptotic normality of truncated empirical processes
The Annals of Statistics | 1999-11-09 | Paper |
Elementary properties of local polynomial estimators: An expedition in linear algebra.
Mathematische Semesterberichte | 1999-10-25 | Paper |
Lan of thinned empirical process with an application to fuzzy set density
Extremes | 1999-08-10 | Paper |
scientific article; zbMATH DE number 1106829 (Why is no real title available?)
| 1999-07-04 | Paper |
A note on the comedian for elliptical distributions
Journal of Multivariate Analysis | 1999-01-17 | Paper |
On MAD and comedians
Annals of the Institute of Statistical Mathematics | 1998-04-13 | Paper |
Asymptotic independence of median and MAD
Statistics \& Probability Letters | 1997-08-28 | Paper |
Some Best Parameter Estimates for Distributions with Finite Endpoint
Statistics | 1997-05-29 | Paper |
On testing the extreme value index via the POT-method
The Annals of Statistics | 1997-02-26 | Paper |
A note on domains of attraction of \(p\)-max stable laws
Statistics \& Probability Letters | 1997-01-27 | Paper |
LAN of extreme order statistics
Annals of the Institute of Statistical Mathematics | 1996-08-21 | Paper |
scientific article; zbMATH DE number 812887 (Why is no real title available?)
| 1995-11-05 | Paper |
scientific article; zbMATH DE number 729453 (Why is no real title available?)
| 1995-03-02 | Paper |
Extreme quantile estimation in \(\delta\)-neighborhoods of generalized Pareto distributions
Statistics \& Probability Letters | 1995-01-17 | Paper |
scientific article; zbMATH DE number 503314 (Why is no real title available?)
| 1994-09-18 | Paper |
Von Mises conditions revisited
The Annals of Probability | 1994-01-05 | Paper |
Asymptotically optimal estimators of general regression functionals
Journal of Multivariate Analysis | 1993-12-06 | Paper |
Asymptotically optimal tests for conditional distributions
The Annals of Statistics | 1993-09-13 | Paper |
scientific article; zbMATH DE number 176906 (Why is no real title available?)
| 1993-05-18 | Paper |
Poisson approximation of empirical processes
Statistics \& Probability Letters | 1993-01-16 | Paper |
Edgeworth expansions for studentized and prepivoted sample quantiles
Statistics \& Probability Letters | 1992-12-14 | Paper |
Statistical inference for conditional curves: Poisson process approach
The Annals of Statistics | 1992-09-27 | Paper |
Bootstrap optimal bandwidth selection for kernel density estimates
Journal of Statistical Planning and Inference | 1992-09-27 | Paper |
Coverage probabilities of bootstrap-confidence intervals for quantiles
The Annals of Statistics | 1991-01-01 | Paper |
A note on the inverse bootstrap process for large quantiles
Stochastic Processes and their Applications | 1991-01-01 | Paper |
Functional limit theorems for inverse bootstrap processes of sample quantiles
Statistics \& Probability Letters | 1991-01-01 | Paper |
Weak convergence of the maximum error of the bootstrap quantile estimate
Statistics \& Probability Letters | 1990-01-01 | Paper |
A note on generalized Pareto distributions and the k upper extremes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1990-01-01 | Paper |
Weak convergence of the remainder term in the Bahadur representation of extreme quantiles
Statistics \& Probability Letters | 1990-01-01 | Paper |
Weak convergence of smoothed and nonsmoothed bootstrap quantile estimates
The Annals of Probability | 1989-01-01 | Paper |
A note on uniform asymptotic normality of intermediate order statistics
Annals of the Institute of Statistical Mathematics | 1989-01-01 | Paper |
Bootstrapping the distance between smooth bootstrap and sample quantile distribution
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1989-01-01 | Paper |
scientific article; zbMATH DE number 4100395 (Why is no real title available?)
| 1989-01-01 | Paper |
scientific article; zbMATH DE number 4126407 (Why is no real title available?)
| 1988-01-01 | Paper |
Independence of order statistics
The Annals of Probability | 1988-01-01 | Paper |
scientific article; zbMATH DE number 4036929 (Why is no real title available?)
| 1987-01-01 | Paper |
scientific article; zbMATH DE number 3990629 (Why is no real title available?)
| 1986-01-01 | Paper |
On the estimation of the quantile density function
Statistics \& Probability Letters | 1986-01-01 | Paper |
Rates of uniform convergence of extreme order statistics
Annals of the Institute of Statistical Mathematics | 1986-01-01 | Paper |
On the accuracy of the bootstrap approximation of the joint distribution of sample quantiles
Communications in Statistics: Theory and Methods | 1986-01-01 | Paper |
On the rate at which the sample extremes become independent
The Annals of Probability | 1986-01-01 | Paper |
Asymptotic normality of the kernel quantile estimator
The Annals of Statistics | 1985-01-01 | Paper |
scientific article; zbMATH DE number 3938249 (Why is no real title available?)
| 1985-01-01 | Paper |
scientific article; zbMATH DE number 3954051 (Why is no real title available?)
| 1985-01-01 | Paper |
Relative deficiency of kernel type estimators of quantiles
The Annals of Statistics | 1984-01-01 | Paper |
On the convergence of spectral densities of arrays of weakly stationary processes
The Annals of Probability | 1984-01-01 | Paper |
scientific article; zbMATH DE number 3866389 (Why is no real title available?)
| 1984-01-01 | Paper |
A robustification of the sign test under mixing conditions
The Annals of Statistics | 1984-01-01 | Paper |
Relative efficiency and deficiency of kernel type estimators of smooth distribution functions
Statistica Neerlandica | 1983-01-01 | Paper |
scientific article; zbMATH DE number 3748243 (Why is no real title available?)
| 1981-01-01 | Paper |
