| Publication | Date of Publication | Type |
|---|
| Exceedance counts and GOD's order statistics | 2023-08-07 | Paper |
| New characterizations of multivariate max-domain of attraction and \(D\)-norms | 2021-12-18 | Paper |
| The min-characteristic function: characterizing distributions by their min-linear projections | 2021-05-03 | Paper |
| Records for time-dependent stationary Gaussian sequences | 2020-05-12 | Paper |
| Strong convergence of multivariate maxima | 2020-05-12 | Paper |
| On a class of norms generated by nonnegative integrable distributions | 2020-05-12 | Paper |
| Generalized Pareto copulas: a key to multivariate extremes | 2019-11-22 | Paper |
| Conditional tail independence in Archimedean copula models | 2019-10-07 | Paper |
| On functional records and champions | 2019-07-18 | Paper |
| Testing for a \(\delta \)-neighborhood of a generalized Pareto copula | 2019-06-28 | Paper |
| Multivariate Extreme Value Theory and D-Norms | 2019-01-10 | Paper |
| On generalized max-linear models in max-stable random fields | 2018-09-26 | Paper |
| On multivariate records from random vectors with independent components | 2018-09-26 | Paper |
| Some results on joint record events | 2018-07-03 | Paper |
| Multivariate order statistics: the intermediate case | 2018-04-19 | Paper |
| Asymptotic independence of bivariate order statistics | 2017-10-06 | Paper |
| An offspring of multivariate extreme value theory: the \(\max\)-characteristic function | 2016-12-28 | Paper |
| On generalized max-linear models and their statistical interpolation | 2015-10-30 | Paper |
| Max-stable processes and the functional \(D\)-norm revisited | 2015-07-07 | Paper |
| On idempotent \(D\)-norms | 2015-06-18 | Paper |
| The space of \(D\)-norms revisited | 2015-04-15 | Paper |
| Statistics in theory and practice. With applications in R | 2014-06-20 | Paper |
| On max-stable processes and the functional \(D\)-norm | 2013-12-02 | Paper |
| Testing for a generalized Pareto process | 2013-05-28 | Paper |
| Asymptotic conditional distribution of exceedance counts: fragility index with different margins | 2012-12-27 | Paper |
| The multivariate piecing-together approach revisited | 2012-08-13 | Paper |
| Local asymptotic normality in \(\delta\) of standard generalized Pareto processes | 2012-07-16 | Paper |
| A multivariate piecing-together approach with an application to operational loss data | 2012-05-28 | Paper |
| Asymptotic conditional distribution of exceedance counts | 2012-04-10 | Paper |
| Sojourn times and the fragility index | 2012-03-22 | Paper |
| Testing for a multivariate generalized Pareto distribution | 2011-02-22 | Paper |
| Local asymptotic normality in a stationary model for spatial extremes | 2010-11-25 | Paper |
| Laws of Small Numbers: Extremes and Rare Events | 2010-10-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3580449 | 2010-08-12 | Paper |
| It was 30 years ago today when Laurens de Haan went the multivariate way | 2009-02-28 | Paper |
| A LAN based Neyman smooth test for Pareto distributions | 2008-08-06 | Paper |
| Peaks-over-threshold stability of multivariate generalized Pareto distributions | 2008-04-23 | Paper |
| A representation of bivariate extreme value distributions via norms on \(\mathbb{R}^2\) | 2007-12-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5429820 | 2007-12-04 | Paper |
| Efficiency of convex combinations of pickands estimator of the extreme value index | 2007-04-16 | Paper |
| Testing for tail independence in extreme value models | 2006-09-12 | Paper |
| On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix | 2006-04-28 | Paper |
| On the distribution of Pickands coordinates in bivariate EV and GP models | 2005-05-12 | Paper |
| On Pickands coordinates in arbitrary dimensions | 2005-02-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4827954 | 2004-11-24 | Paper |
| Efficient estimation of the canonical dependence function | 2004-11-24 | Paper |
| Applied statistics. An introduction with program examples in SAS | 2003-09-23 | Paper |
| Domain of Multivariate Attraction via Angular Decomposition | 2003-09-14 | Paper |
| A characterization of the rate of convergence in bivariate extreme value models | 2003-05-07 | Paper |
| Efficient estimators and LAN in canonical bivariate POT models. | 2003-04-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4791650 | 2003-01-29 | Paper |
| Efficient estimation in local parametric regression analysis | 2002-07-28 | Paper |
| The sample covariance is not efficient for elliptical distributions | 2002-06-05 | Paper |
| Estimation of canonical dependence parameters in a class of bivariate peaks-over-threshold models | 2002-03-26 | Paper |
| A simple approach to the generation of uniformly distributed random variables with prescribed correlations | 2000-07-11 | Paper |
| On the loss of information due to nonrandom truncation | 2000-06-04 | Paper |
| Local asymptotic normality of intermediate and central order statistics | 2000-02-13 | Paper |
| Local asymptotic normality of truncated empirical processes | 1999-11-09 | Paper |
| Elementary properties of local polynomial estimators: An expedition in linear algebra. | 1999-10-25 | Paper |
| Lan of thinned empirical process with an application to fuzzy set density | 1999-08-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4372085 | 1999-07-04 | Paper |
| A note on the comedian for elliptical distributions | 1999-01-17 | Paper |
| On MAD and comedians | 1998-04-13 | Paper |
| Asymptotic independence of median and MAD | 1997-08-28 | Paper |
| Some Best Parameter Estimates for Distributions with Finite Endpoint | 1997-05-29 | Paper |
| On testing the extreme value index via the POT-method | 1997-02-26 | Paper |
| A note on domains of attraction of \(p\)-max stable laws | 1997-01-27 | Paper |
| LAN of extreme order statistics | 1996-08-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4853968 | 1995-11-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4324958 | 1995-03-02 | Paper |
| Extreme quantile estimation in \(\delta\)-neighborhoods of generalized Pareto distributions | 1995-01-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4279646 | 1994-09-18 | Paper |
| Von Mises conditions revisited | 1994-01-05 | Paper |
| Asymptotically optimal estimators of general regression functionals | 1993-12-06 | Paper |
| Asymptotically optimal tests for conditional distributions | 1993-09-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4036739 | 1993-05-18 | Paper |
| Poisson approximation of empirical processes | 1993-01-16 | Paper |
| Edgeworth expansions for studentized and prepivoted sample quantiles | 1992-12-14 | Paper |
| Statistical inference for conditional curves: Poisson process approach | 1992-09-27 | Paper |
| Bootstrap optimal bandwidth selection for kernel density estimates | 1992-09-27 | Paper |
| Coverage probabilities of bootstrap-confidence intervals for quantiles | 1991-01-01 | Paper |
| A note on the inverse bootstrap process for large quantiles | 1991-01-01 | Paper |
| Functional limit theorems for inverse bootstrap processes of sample quantiles | 1991-01-01 | Paper |
| Weak convergence of the maximum error of the bootstrap quantile estimate | 1990-01-01 | Paper |
| A note on generalized Pareto distributions and the k upper extremes | 1990-01-01 | Paper |
| Weak convergence of the remainder term in the Bahadur representation of extreme quantiles | 1990-01-01 | Paper |
| Weak convergence of smoothed and nonsmoothed bootstrap quantile estimates | 1989-01-01 | Paper |
| A note on uniform asymptotic normality of intermediate order statistics | 1989-01-01 | Paper |
| Bootstrapping the distance between smooth bootstrap and sample quantile distribution | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3825931 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4206174 | 1988-01-01 | Paper |
| Independence of order statistics | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3776389 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3753285 | 1986-01-01 | Paper |
| On the estimation of the quantile density function | 1986-01-01 | Paper |
| Rates of uniform convergence of extreme order statistics | 1986-01-01 | Paper |
| On the accuracy of the bootstrap approximation of the joint distribution of sample quantiles | 1986-01-01 | Paper |
| On the rate at which the sample extremes become independent | 1986-01-01 | Paper |
| Asymptotic normality of the kernel quantile estimator | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3709612 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3723490 | 1985-01-01 | Paper |
| Relative deficiency of kernel type estimators of quantiles | 1984-01-01 | Paper |
| On the convergence of spectral densities of arrays of weakly stationary processes | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3333897 | 1984-01-01 | Paper |
| A robustification of the sign test under mixing conditions | 1984-01-01 | Paper |
| Relative efficiency and deficiency of kernel type estimators of smooth distribution functions | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3932151 | 1981-01-01 | Paper |
