| Publication | Date of Publication | Type |
|---|
| Testing the Multivariate Regular Variation Model | 2024-10-11 | Paper |
| Extreme Value Estimation for Heterogeneous Data | 2024-08-13 | Paper |
| Ultimate 100-m world records through extreme-value theory | 2024-07-16 | Paper |
| Two-Sample Testing for Tail Copulas with an Application to Equity Indices | 2024-03-06 | Paper |
| Extreme value inference for heterogeneous power law data | 2023-08-31 | Paper |
| Cube root weak convergence of empirical estimators of a density level set | 2022-06-24 | Paper |
| Empirical tail copulas for functional data | 2021-12-03 | Paper |
| Goodness-of-fit testing for copulas: a distribution-free approach | 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 | 2019-12-27 | Paper |
| Limits to Human Life Span Through Extreme Value Theory | 2019-11-12 | Paper |
| Estimation of the Marginal Expected Shortfall: the Mean When a Related Variable is Extreme | 2019-06-12 | Paper |
| Estimation of Extreme Depth-Based Quantile Regions | 2019-06-07 | Paper |
| An M-Estimator of Spatial Tail Dependence | 2019-05-09 | Paper |
| Statistics of Heteroscedastic Extremes | 2019-05-09 | Paper |
| A continuous updating weighted least squares estimator of tail dependence in high dimensions | 2018-08-03 | Paper |
| The two-sample problem in $\Bbb R\sp m$ and measure-valued martingales | 2017-10-09 | Paper |
| A continuous updating weighted least squares estimator of tail dependence in high dimensions | 2017-08-31 | Paper |
| Specification tests in nonparametric regression | 2016-06-06 | Paper |
| Testing for central symmetry | 2015-12-22 | Paper |
| Bridging centrality and extremity: refining empirical data depth using extreme value statistics | 2015-11-18 | Paper |
| Thresholding Events of Extreme in Simultaneous Monitoring of Multiple Risks | 2015-06-10 | Paper |
| Asymptotically distribution-free goodness-of-fit testing for tail copulas | 2015-05-11 | Paper |
| Records in Athletics Through Extreme-Value Theory | 2014-05-02 | Paper |
| Estimating extreme bivariate quantile regions | 2013-06-25 | Paper |
| Testing for bivariate spherical symmetry | 2013-04-05 | Paper |
| An M-estimator for tail dependence in arbitrary dimensions | 2012-12-10 | Paper |
| Central limit theorems for local empirical processes near boundaries of sets | 2012-09-19 | Paper |
| Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition | 2012-09-03 | Paper |
| Asymptotics for the Hirsch Index | 2011-11-26 | Paper |
| Estimation of extreme risk regions under multivariate regular variation | 2011-09-14 | Paper |
| Superefficient estimation of the marginals by exploiting knowledge on the copula | 2011-07-19 | Paper |
| Asymptotics of the shorth plot | 2010-08-19 | Paper |
| Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion | 2009-08-19 | Paper |
| Statistics of extremes under random censoring | 2009-03-02 | Paper |
| A method of moments estimator of tail dependence | 2009-03-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3502471 | 2008-05-23 | Paper |
| Generalized probability--probability plots | 2007-02-14 | Paper |
| Asymptotic normality of extreme value estimators on \(C[0,1]\) | 2006-06-21 | Paper |
| General Weak Laws of Large Numbers for Bootstrap Sample Means | 2005-08-25 | Paper |
| Aligned rank statistics for repeated measurement models with orthonormal design, employing a Chernoff-Savage approach | 2005-02-22 | Paper |
| Empirical likelihood based hypothesis testing | 2003-06-29 | Paper |
| Functional limit laws for the increments of Kaplan-Meier product-limit processes and applications | 2003-05-06 | Paper |
| Some results for empirical processes of locally dependent arrays | 2003-02-10 | Paper |
| Nonparametric estimation of the spectral measure of an extreme value distribution. | 2002-11-14 | Paper |
| Smallest nonparametric tolerance regions. | 2002-11-14 | Paper |
| The functional law of the iterated logarithm for the empirical process based on sample means | 2002-05-23 | Paper |
| Confidence tubes for multiple quantile plots via empirical likelihood | 2001-03-29 | Paper |
| On the approximation of an integral by a sum of random variables | 1999-05-26 | Paper |
| Poisson and Gaussian approximation of weighted local empirical processes | 1999-01-14 | Paper |
| Estimating the spectral measure of an extreme value distribution | 1999-01-14 | Paper |
| Extension to higher dimensions of the jaeschke-eicker result on the standardized empirical process | 1997-11-11 | Paper |
| On the strong limiting behavior of local functionals of empirical processes based upon censored data | 1997-03-13 | Paper |
| Tail processes under heavy random censorship with applications | 1997-01-07 | Paper |
| A short and elementary proof of the main Bahadur-Kiefer theorem | 1996-09-12 | Paper |
| Maximal type test statistics based on conditional processes | 1996-07-18 | Paper |
| Asymptotic confidence intervals for the length of the shortt under random censoring | 1996-02-13 | Paper |
| A Bahadur-Kiefer theorem beyond the largest observation | 1996-02-13 | Paper |
| Estimating a multidimensional extreme-value distribution | 1993-12-06 | Paper |
| Bahadur–Kiefer Theorems for Uniform Spacings Processes | 1993-09-22 | Paper |
| Confidence bands for the quantile function under random censoring | 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 | 1993-04-01 | Paper |
| Limit theorems for tail processes with application to intermediate quantile estimation | 1993-01-17 | Paper |
| Limit theorems for a general weighted process under random censoring | 1993-01-16 | Paper |
| The a.s. behavior of the weighted empirical process and the LIL for the weighted tail empirical process | 1993-01-16 | Paper |
| Generalized quantile processes | 1992-09-27 | Paper |
| Glivenko-Cantelli-type theorems for weighted empirical distribution functions based on uniform spacings | 1992-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3986299 | 1992-06-27 | Paper |
| The empirical distribution function as a tail estimator | 1990-01-01 | Paper |
| Bahadur-Kiefer theorems for the product-limit process | 1990-01-01 | Paper |
| A moment estimator for the index of an extreme-value distribution | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3482627 | 1989-01-01 | Paper |
| Limit theorems for the negative parts of weighted multivariate empirical processes with application | 1989-01-01 | Paper |
| On the standarized empirical process | 1989-01-01 | Paper |
| Strong limit theorems for weighted quantile processes | 1988-01-01 | Paper |
| Laws of the iterated logarithm in the tails for weighted uniform empirical processes | 1988-01-01 | Paper |
| The almost sure behavior of maximal and minimal multivariate \(k_ n\)- spacings | 1988-01-01 | Paper |
| Strong bounds for weighted empirical distribution functions based on uniform spacings | 1988-01-01 | Paper |
| On the relationship between the almost sure stability of weighted empirical distributions and sums of order statistics | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3802314 | 1988-01-01 | Paper |
| Processus Empiriques Multidimensionnels: Aperçu De Quelques Résultats Récents | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3756219 | 1987-01-01 | Paper |
| The almost sure behavior of the oscillation modulus of the multivariate empirical process | 1987-01-01 | Paper |
| A general form of the law of the iterated logarithm for the weighted multivariate empirical process | 1987-01-01 | Paper |
| The order of magnitude of the moments of the modulus of continuity of multiparameter Poisson and empirical processes | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3805548 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3831801 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3831896 | 1986-01-01 | Paper |
| Bounds for weighted multivariate empirical distribution functions | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3700519 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3796537 | 1985-01-01 | Paper |
