| Publication | Date of Publication | Type |
|---|
| Extreme Value Theory and Statistics of Univariate Extremes: A Review | 2023-11-10 | Paper |
| Non-regular frameworks and the mean-of-order \(p\) Extreme value index estimation | 2022-07-15 | Paper |
| Corrected-Hill versus partially reduced-bias value-at-risk estimation | 2022-07-04 | Paper |
| On the comparison of several classical estimators of the extreme value index | 2022-05-25 | Paper |
| Lehmer's mean-of-order- p extreme value index estimation: a simulation study and applications | 2022-03-01 | Paper |
| Reduced-bias and partially reduced-bias mean-of-order-p value-at-risk estimation: a Monte-Carlo comparison and an application | 2022-02-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5856834 | 2021-03-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5149797 | 2021-02-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5142054 | 2020-12-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3295357 | 2020-07-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3295371 | 2020-07-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3295394 | 2020-07-08 | Paper |
| Bias reduction in the estimation of a shape second-order parameter of a heavy-tailed model | 2020-04-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5206129 | 2019-12-18 | Paper |
| Discussion of “Birnbaum‐Saunders distribution: A review of models, analysis, and applications” and a novel financial extreme value data analytics from natural disasters | 2019-09-17 | Paper |
| Modeling extreme events: sample fraction adaptive choice in parameter estimation | 2019-08-28 | Paper |
| Revisiting the maximum likelihood estimation of a positive extreme value index | 2019-08-28 | Paper |
| Estimation of a scale second-order parameter related to the PORT methodology | 2019-08-28 | Paper |
| Adaptive PORT-MVRB Estimation of the Extreme Value Index | 2019-01-09 | Paper |
| A Class of Semi-parametric Probability Weighted Moment Estimators | 2019-01-09 | Paper |
| A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators | 2018-11-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4687071 | 2018-10-10 | Paper |
| Erratum to: ``Competitive estimation of the extreme value index. | 2017-10-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5357866 | 2017-09-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5357883 | 2017-09-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5272715 | 2017-07-04 | Paper |
| A simple generalisation of the Hill estimator | 2017-06-29 | Paper |
| Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework | 2016-11-30 | Paper |
| Competitive estimation of the extreme value index | 2016-09-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2990082 | 2016-07-29 | Paper |
| New Reduced-bias Estimators of a Positive Extreme Value Index | 2016-07-14 | Paper |
| A location-invariant probability weighted moment estimation of the Extreme Value Index | 2016-05-06 | Paper |
| The Latest Advances on the Hill Estimator and Its Modifications | 2016-02-25 | Paper |
| Adaptive estimation of heavy right tails: resampling-based methods in action | 2016-01-25 | Paper |
| Randomly Stopped $${\varvec{k}}$$th Order Statistics | 2016-01-11 | Paper |
| A Mean-of-Order-$$p$$ Class of Value-at-Risk Estimators | 2016-01-11 | Paper |
| Resampling Methodologies in the Field of Statistics of Univariate Extremes | 2015-07-08 | Paper |
| A Semi-parametric Estimator of a Shape Second-Order Parameter | 2015-07-08 | Paper |
| The MOP EVI-Estimator Revisited | 2015-07-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5255168 | 2015-06-12 | Paper |
| Corrections | 2015-05-29 | Paper |
| Penultimate approximations in statistics of extremes and reliability of large coherent systems | 2015-04-16 | Paper |
| Refined Estimation of a Light Tail: An Application to Environmental Data | 2014-11-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2925437 | 2014-10-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2925450 | 2014-10-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2921604 | 2014-10-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2921611 | 2014-10-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5415131 | 2014-05-10 | Paper |
| Semi-parametric probability-weighted moments estimation revisited | 2014-04-14 | Paper |
| Adaptive PORT–MVRB estimation: an empirical comparison of two heuristic algorithms | 2013-11-15 | Paper |
| Generalized Jackknife-Based Estimators for Univariate Extreme-Value Modeling | 2013-06-13 | Paper |
| A computational study of a quasi-PORT methodology for VaR based on second-order reduced-bias estimation | 2013-03-21 | Paper |
| A simple generalisation of the Hill estimator | 2013-01-01 | Paper |
| Adaptive Reduced-Bias Tail Index and VaR Estimation via the Bootstrap Methodology | 2011-11-18 | Paper |
| Reduced-Bias Location-Invariant Extreme Value Index Estimation: A Simulation Study | 2011-07-13 | Paper |
| An asymptotically unbiased moment estimator of a negative extreme value index | 2011-03-25 | Paper |
| Comparison at optimal levels of classical tail index estimators: a challenge for reduced-bias estimation? | 2011-03-25 | Paper |
| Mixed moment estimator and location invariant alternatives | 2011-02-22 | Paper |
| Semi-parametric second-order reduced-bias high quantile estimation | 2011-01-22 | Paper |
| Semi-parametric tail inference through probability-weighted moments | 2010-11-19 | Paper |
| Tail index and second-order parameters’ semi-parametric estimation based on the log-excesses | 2010-09-17 | Paper |
| Subsampling techniques and the jackknife methodology in the estimation of the extremal index | 2009-06-12 | Paper |
| Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses | 2009-06-10 | Paper |
| Reduced-Bias Tail Index Estimators Under a Third-Order Framework | 2009-06-09 | Paper |
| A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator | 2009-03-04 | Paper |
| Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions | 2009-02-28 | Paper |
| Tail index estimation for heavy tails; accommodation of bias in the excesses over a high threshold | 2009-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5303070 | 2009-01-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3540680 | 2008-11-24 | Paper |
| PORT Hill and Moment Estimators for Heavy-Tailed Models | 2008-09-30 | Paper |
| Asymptotic comparison of the mixed moment and classical extreme value index estimators | 2008-04-28 | Paper |
| A heuristic adaptive choice of the threshold for bias-corrected Hill estimators | 2008-04-10 | Paper |
| Improved reduced-bias tail index and quantile estimators | 2008-03-28 | Paper |
| A new class of estimators of a ``scale second order parameter | 2007-12-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5429800 | 2007-12-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5429809 | 2007-12-04 | Paper |
| A simple second-order reduced bias’ tail index estimator | 2007-11-14 | Paper |
| A Sturdy Reduced-Bias Extreme Quantile (VaR) Estimator | 2007-09-18 | Paper |
| Reduced‐bias tail index estimation and the jackknife methodology | 2007-09-13 | Paper |
| Averages of Hill estimators | 2007-05-25 | Paper |
| Bias reduction in risk modelling: semi-parametric quantile estimation | 2007-05-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3434069 | 2007-04-23 | Paper |
| Asymptotically best linear unbiased tail estimators under a second-order regular variation condition | 2005-08-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4678814 | 2005-05-23 | Paper |
| The total median in statistical quality control | 2005-05-20 | Paper |
| Joint exceedances of the ARCH process | 2005-04-18 | Paper |
| Bias reduction of a tail index estimator through an external estimation of the second-order parameter | 2005-02-21 | Paper |
| Bias reduction and explicit semi-parametric estimation of the tail index | 2004-09-08 | Paper |
| A new class of semi-parametric estimators of the second order parameter. | 2004-06-22 | Paper |
| Maximum likelihood revisited under a semi-parametric context - estimation of the tail index | 2004-05-18 | Paper |
| ``Asymptotically unbiased estimators of the tail index based on external estimation of the second order parameter | 2004-03-16 | Paper |
| Semi-parametric estimation of the second order parameter in statistics of extremes | 2004-03-16 | Paper |
| Censoring estimators of a positive tail index | 2004-02-14 | Paper |
| The bootstrap methodology in statistics of extremes -- choice of optimal sample fraction | 2003-10-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4431558 | 2003-10-22 | Paper |
| How Can Non-invariant Statistics Work in Our Benefit in the Semi-parametric Estimation of Parameters of Rare Events | 2003-10-19 | Paper |
| Generalized jackknife semi-parametric estimators of the tail index | 2003-09-22 | Paper |
| A class of asymptotically unbiased semi-parametric estimators of the tail index. | 2003-05-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4785359 | 2003-01-01 | Paper |
| Alternatives to a semi-parametric estimator of parameters of rare events -- the jackknife methodology | 2002-01-30 | Paper |
| Generalizations of the Hill estimator -- asymptotic versus finite sample behaviour | 2001-07-25 | Paper |
| Some results on the behaviour of hill's estimator | 2000-08-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4485556 | 2000-06-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4485557 | 2000-06-14 | Paper |
| Approximation by penultimate extreme value distributions | 2000-05-24 | Paper |
| Statistical choice of extreme value domains of attraction — a comparative analysis | 1997-11-11 | Paper |
| Generalized Gumbel and likelihood ratio test statistics in the multivariate GEV model | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3830364 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3757174 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3782595 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4728001 | 1987-01-01 | Paper |
| Penultimate versus ultimate in statistical theory of extremes. A simulation study | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3763394 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4723038 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3221169 | 1985-01-01 | Paper |
| Concomitants and linear estimators in an i-dimensional extremal model | 1985-01-01 | Paper |
| Penultimate limiting forms in extreme value theory | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3221204 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3725243 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3943835 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3915698 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4069613 | 1974-01-01 | Paper |
