| Publication | Date of Publication | Type |
|---|
Testing the Multivariate Regular Variation Model
Journal of Business and Economic Statistics | 2024-10-11 | Paper |
Extreme Value Estimation for Heterogeneous Data
Journal of Business and Economic Statistics | 2024-08-13 | Paper |
Ultimate 100-m world records through extreme-value theory
Statistica Neerlandica | 2024-07-16 | Paper |
Two-Sample Testing for Tail Copulas with an Application to Equity Indices
Journal of Business and Economic Statistics | 2024-03-06 | Paper |
Extreme value inference for heterogeneous power law data
The Annals of Statistics | 2023-08-31 | Paper |
Cube root weak convergence of empirical estimators of a density level set
The Annals of Statistics | 2022-06-24 | Paper |
Empirical tail copulas for functional data
The Annals of Statistics | 2021-12-03 | Paper |
Goodness-of-fit testing for copulas: a distribution-free approach
Bernoulli | 2020-10-07 | Paper |
Cube root weak convergence of empirical estimators of a density level set
| 2020-06-02 | Paper |
Improved estimation of the extreme value index using related variables
Extremes | 2019-12-27 | Paper |
Limits to human life span through extreme value theory
Journal of the American Statistical Association | 2019-11-12 | Paper |
Estimation of the marginal expected shortfall: the mean when a related variable is extreme
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-06-12 | Paper |
Estimation of extreme depth-based quantile regions
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-06-07 | Paper |
An \(M\)-estimator of spatial tail dependence
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-05-09 | Paper |
Statistics of Heteroscedastic Extremes
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-05-09 | Paper |
A continuous updating weighted least squares estimator of tail dependence in high dimensions
Extremes | 2018-08-03 | Paper |
The two-sample problem in \(\mathbb R^m\) and measure-valued martingales
State of the art in probability and statistics | 2017-10-09 | Paper |
A continuous updating weighted least squares estimator of tail dependence in high dimensions
Extremes | 2017-08-31 | Paper |
Specification tests in nonparametric regression
Journal of Econometrics | 2016-06-06 | Paper |
Testing for central symmetry
Journal of Statistical Planning and Inference | 2015-12-22 | Paper |
Bridging centrality and extremity: refining empirical data depth using extreme value statistics
The Annals of Statistics | 2015-11-18 | Paper |
Thresholding Events of Extreme in Simultaneous Monitoring of Multiple Risks
Journal of the American Statistical Association | 2015-06-10 | Paper |
Asymptotically distribution-free goodness-of-fit testing for tail copulas
The Annals of Statistics | 2015-05-11 | Paper |
Records in athletics through extreme-value theory
Journal of the American Statistical Association | 2014-05-02 | Paper |
Estimating extreme bivariate quantile regions
Extremes | 2013-06-25 | Paper |
Testing for bivariate spherical symmetry
Test | 2013-04-05 | Paper |
An M-estimator for tail dependence in arbitrary dimensions
The Annals of Statistics | 2012-12-10 | Paper |
Central limit theorems for local empirical processes near boundaries of sets
Bernoulli | 2012-09-19 | Paper |
Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition
The Annals of Statistics | 2012-09-03 | Paper |
Asymptotics for the Hirsch index
Scandinavian Journal of Statistics | 2011-11-26 | Paper |
Estimation of extreme risk regions under multivariate regular variation
The Annals of Statistics | 2011-09-14 | Paper |
Superefficient estimation of the marginals by exploiting knowledge on the copula
Journal of Multivariate Analysis | 2011-07-19 | Paper |
Asymptotics of the shorth plot
Journal of Statistical Planning and Inference | 2010-08-19 | Paper |
Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion
The Annals of Statistics | 2009-08-19 | Paper |
Statistics of extremes under random censoring
Bernoulli | 2009-03-02 | Paper |
A method of moments estimator of tail dependence
Bernoulli | 2009-03-02 | Paper |
Tests for independence in nonparametric regression
| 2008-05-23 | Paper |
Generalized probability--probability plots
Journal of Statistical Planning and Inference | 2007-02-14 | Paper |
Asymptotic normality of extreme value estimators on \(C[0,1\)]
The Annals of Statistics | 2006-06-21 | Paper |
General Weak Laws of Large Numbers for Bootstrap Sample Means
Stochastic Analysis and Applications | 2005-08-25 | Paper |
Aligned rank statistics for repeated measurement models with orthonormal design, employing a Chernoff-Savage approach
Journal of Statistical Planning and Inference | 2005-02-22 | Paper |
Empirical likelihood based hypothesis testing
Bernoulli | 2003-06-29 | Paper |
Functional limit laws for the increments of Kaplan-Meier product-limit processes and applications
The Annals of Probability | 2003-05-06 | Paper |
Some results for empirical processes of locally dependent arrays
Mathematical Methods of Statistics | 2003-02-10 | Paper |
Nonparametric estimation of the spectral measure of an extreme value distribution.
The Annals of Statistics | 2002-11-14 | Paper |
Smallest nonparametric tolerance regions.
The Annals of Statistics | 2002-11-14 | Paper |
The functional law of the iterated logarithm for the empirical process based on sample means
Journal of Theoretical Probability | 2002-05-23 | Paper |
Confidence tubes for multiple quantile plots via empirical likelihood
The Annals of Statistics | 2001-03-29 | Paper |
On the approximation of an integral by a sum of random variables
Journal of Applied Mathematics and Stochastic Analysis | 1999-05-26 | Paper |
Poisson and Gaussian approximation of weighted local empirical processes
Stochastic Processes and their Applications | 1999-01-14 | Paper |
Estimating the spectral measure of an extreme value distribution
Stochastic Processes and their Applications | 1999-01-14 | Paper |
Extension to higher dimensions of the jaeschke-eicker result on the standardized empirical process
Communications in Statistics: Theory and Methods | 1997-11-11 | Paper |
On the strong limiting behavior of local functionals of empirical processes based upon censored data
The Annals of Probability | 1997-03-13 | Paper |
Tail processes under heavy random censorship with applications
Journal of Nonparametric Statistics | 1997-01-07 | Paper |
A short and elementary proof of the main Bahadur-Kiefer theorem
The Annals of Probability | 1996-09-12 | Paper |
Maximal type test statistics based on conditional processes
Journal of Statistical Planning and Inference | 1996-07-18 | Paper |
Asymptotic confidence intervals for the length of the shortt under random censoring
Statistica Neerlandica | 1996-02-13 | Paper |
A Bahadur-Kiefer theorem beyond the largest observation
Journal of Multivariate Analysis | 1996-02-13 | Paper |
Estimating a multidimensional extreme-value distribution
Journal of Multivariate Analysis | 1993-12-06 | Paper |
Bahadur–Kiefer Theorems for Uniform Spacings Processes
Theory of Probability & Its Applications | 1993-09-22 | Paper |
Confidence bands for the quantile function under random censoring
Journal of Statistical Planning and Inference | 1993-08-24 | Paper |
Approximations and two-sample tests based on P-P and Q-Q plots of the Kaplan-Meier estimators of lifetime distributions
Journal of Multivariate Analysis | 1993-04-01 | Paper |
Limit theorems for tail processes with application to intermediate quantile estimation
Journal of Statistical Planning and Inference | 1993-01-17 | Paper |
Limit theorems for a general weighted process under random censoring
The Canadian Journal of Statistics | 1993-01-16 | Paper |
The a.s. behavior of the weighted empirical process and the LIL for the weighted tail empirical process
The Annals of Probability | 1993-01-16 | Paper |
Generalized quantile processes
The Annals of Statistics | 1992-09-27 | Paper |
Glivenko-Cantelli-type theorems for weighted empirical distribution functions based on uniform spacings
Statistics \& Probability Letters | 1992-06-28 | Paper |
scientific article; zbMATH DE number 28608 (Why is no real title available?)
| 1992-06-27 | Paper |
The empirical distribution function as a tail estimator
Statistica Neerlandica | 1990-01-01 | Paper |
Bahadur-Kiefer theorems for the product-limit process
Journal of Multivariate Analysis | 1990-01-01 | Paper |
A moment estimator for the index of an extreme-value distribution
The Annals of Statistics | 1989-01-01 | Paper |
scientific article; zbMATH DE number 4153580 (Why is no real title available?)
| 1989-01-01 | Paper |
Limit theorems for the negative parts of weighted multivariate empirical processes with application
Journal of Multivariate Analysis | 1989-01-01 | Paper |
On the standarized empirical process
Statistica Neerlandica | 1989-01-01 | Paper |
Strong limit theorems for weighted quantile processes
The Annals of Probability | 1988-01-01 | Paper |
Laws of the iterated logarithm in the tails for weighted uniform empirical processes
The Annals of Probability | 1988-01-01 | Paper |
The almost sure behavior of maximal and minimal multivariate \(k_ n\)- spacings
Journal of Multivariate Analysis | 1988-01-01 | Paper |
Strong bounds for weighted empirical distribution functions based on uniform spacings
The Annals of Probability | 1988-01-01 | Paper |
On the relationship between the almost sure stability of weighted empirical distributions and sums of order statistics
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1988-01-01 | Paper |
scientific article; zbMATH DE number 4069920 (Why is no real title available?)
| 1988-01-01 | Paper |
Processus Empiriques Multidimensionnels: Aperçu De Quelques Résultats Récents
International Statistical Review / Revue Internationale de Statistique | 1988-01-01 | Paper |
scientific article; zbMATH DE number 4005243 (Why is no real title available?)
| 1987-01-01 | Paper |
The almost sure behavior of the oscillation modulus of the multivariate empirical process
Statistics \& Probability Letters | 1987-01-01 | Paper |
A general form of the law of the iterated logarithm for the weighted multivariate empirical process
Statistics \& Probability Letters | 1987-01-01 | Paper |
The order of magnitude of the moments of the modulus of continuity of multiparameter Poisson and empirical processes
Journal of Multivariate Analysis | 1987-01-01 | Paper |
scientific article; zbMATH DE number 4074084 (Why is no real title available?)
| 1987-01-01 | Paper |
scientific article; zbMATH DE number 4107845 (Why is no real title available?)
| 1987-01-01 | Paper |
scientific article; zbMATH DE number 4107974 (Why is no real title available?)
| 1986-01-01 | Paper |
Bounds for weighted multivariate empirical distribution functions
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1985-01-01 | Paper |
scientific article; zbMATH DE number 3925884 (Why is no real title available?)
| 1985-01-01 | Paper |
scientific article; zbMATH DE number 4062355 (Why is no real title available?)
| 1985-01-01 | Paper |
