| Publication | Date of Publication | Type |
|---|
| Extremes of Markov random fields on block graphs: max-stable limits and structured Hüsler-Reiss distributions | 2023-08-22 | Paper |
| Tail inference using extreme U-statistics | 2023-05-31 | Paper |
| Risk bounds when learning infinitely many response functions by ordinary linear regression | 2023-02-28 | Paper |
| Uniform concentration bounds for frequencies of rare events | 2022-08-30 | Paper |
| Bayesian Model Averaging Over Tree-based Dependence Structures for Multivariate Extremes | 2022-03-28 | Paper |
| Measuring dependence between random vectors via optimal transport | 2022-03-01 | Paper |
| Control variate selection for Monte Carlo integration | 2021-12-09 | Paper |
| Empirical tail copulas for functional data | 2021-12-03 | Paper |
| Maxima and near-maxima of a Gaussian random assignment field | 2021-11-12 | Paper |
| Inference on extremal dependence in the domain of attraction of a structured Hüsler-Reiss distribution motivated by a Markov tree with latent variables | 2021-09-29 | Paper |
| Multivariate goodness-of-fit tests based on Wasserstein distance | 2021-08-09 | Paper |
| One- versus multi-component regular variation and extremes of Markov trees | 2021-08-04 | Paper |
| Monte Carlo integration with a growing number of control variates | 2019-12-17 | Paper |
| Identifying groups of variables with the potential of being large simultaneously | 2019-07-04 | Paper |
| Resampling Procedures with Empirical Beta Copulas | 2019-05-29 | Paper |
| An M-Estimator of Spatial Tail Dependence | 2019-05-09 | Paper |
| Non-Parametric Bayesian Inference on Bivariate Extremes | 2019-04-30 | Paper |
| On the longest gap between power-rate arrivals | 2019-01-28 | Paper |
| An estimator of the stable tail dependence function based on the empirical beta copula | 2018-12-20 | Paper |
| Tails of optimal transport plans for regularly varying probability measures | 2018-11-29 | Paper |
| Nonparametric estimation of the tree structure of a nested Archimedean copula | 2018-11-23 | Paper |
| Nonparametric estimation of pair-copula constructions with the empirical pair-copula | 2018-11-23 | Paper |
| Comments on ``Human life is unlimited -- but short by H. Rootzén and D. Zholud | 2018-10-12 | Paper |
| Marginal standardization of upper semicontinuous processes. With application to max-stable processes | 2018-09-26 | Paper |
| A continuous updating weighted least squares estimator of tail dependence in high dimensions | 2018-08-03 | Paper |
| On the weak convergence of the empirical conditional copula under a simplifying assumption | 2018-05-17 | Paper |
| Weak convergence of the weighted empirical beta copula process | 2018-05-17 | Paper |
| Inference for heavy tailed stationary time series based on sliding blocks | 2018-04-25 | Paper |
| Multivariate peaks over thresholds models | 2018-04-16 | Paper |
| Multivariate generalized Pareto distributions: parametrizations, representations, and properties | 2018-04-12 | Paper |
| On the maximum likelihood estimator for the generalized extreme-value distribution | 2018-01-31 | Paper |
| Polar decomposition of regularly varying time series in star-shaped metric spaces | 2018-01-26 | Paper |
| Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series | 2017-09-21 | Paper |
| A continuous updating weighted least squares estimator of tail dependence in high dimensions | 2017-08-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5272731 | 2017-07-04 | Paper |
| Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials | 2017-04-01 | Paper |
| The empirical beta copula | 2017-02-23 | Paper |
| Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials | 2017-01-19 | Paper |
| Nonparametric inference for max-stable dependence | 2016-02-16 | Paper |
| Statistics for tail processes of Markov chains | 2015-09-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5252164 | 2015-05-29 | Paper |
| Max-factor individual risk models with application to credit portfolios | 2015-05-26 | Paper |
| Hybrid copula estimators | 2015-05-15 | Paper |
| Extreme value copula estimation based on block maxima of a multivariate stationary time series | 2015-01-23 | Paper |
| Semiparametric Gaussian copula models: geometry and efficient rank-based estimation | 2014-12-12 | Paper |
| Detecting changes in cross-sectional dependence in multivariate time series | 2014-11-01 | Paper |
| When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs | 2014-10-17 | Paper |
| Max-stable models for multivariate extremes | 2014-10-13 | Paper |
| Detecting changes in cross-sectional dependence in multivariate time series | 2014-10-08 | Paper |
| Measuring association and dependence between random vectors | 2014-01-13 | Paper |
| A Euclidean Likelihood Estimator for Bivariate Tail Dependence | 2013-06-13 | Paper |
| A sliding blocks estimator for the extremal index | 2013-05-27 | Paper |
| An M-estimator for tail dependence in arbitrary dimensions | 2012-12-10 | Paper |
| A functional limit theorem for dependent sequences with infinite variance stable limits | 2012-11-29 | Paper |
| Comments on: Inference in multivariate Archimedean copula models | 2012-11-15 | Paper |
| Nonparametric estimation of multivariate extreme-value copulas | 2012-09-21 | Paper |
| Asymptotics of empirical copula processes under non-restrictive smoothness assumptions | 2012-08-09 | Paper |
| Risk concentration and diversification: second-order properties | 2012-02-10 | Paper |
| Large-sample tests of extreme-value dependence for multivariate copulas | 2011-12-28 | Paper |
| Erratum to: Extremal indices, geometric ergodicity of Markov chains, and MCMC | 2011-11-27 | Paper |
| Tails of correlation mixtures of elliptical copulas | 2011-08-01 | Paper |
| Erratum to: ``Regularly varying multivariate time series | 2011-06-15 | Paper |
| Generalised regular variation of arbitrary order | 2011-03-21 | Paper |
| Nonparametric estimation of an extreme-value copula in arbitrary dimensions | 2010-11-25 | Paper |
| On the covariance of the asymptotic empirical copula process | 2010-06-25 | Paper |
| Regularly varying time series in Banach spaces | 2010-01-19 | Paper |
| Extreme-Value Copulas | 2009-11-05 | Paper |
| Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion | 2009-08-19 | Paper |
| Rank-based inference for bivariate extreme-value copulas | 2009-08-19 | Paper |
| Tails of multivariate Archimedean copulas | 2009-06-09 | Paper |
| Second-order refined peaks-over-threshold modelling for heavy-tailed distributions | 2009-06-09 | Paper |
| Regularly varying multivariate time series | 2009-05-06 | Paper |
| A method of moments estimator of tail dependence | 2009-03-02 | Paper |
| Projection estimators of Pickands dependence functions | 2009-01-15 | Paper |
| Tails of random sums of a heavy-tailed number of light-tailed terms | 2008-08-18 | Paper |
| Convergence of Archimedean copulas | 2008-03-26 | Paper |
| Extremal indices, geometric ergodicity of Markov chains and MCMC | 2007-12-16 | Paper |
| Lower tail dependence for Archimedean copulas: characterizations and pitfalls | 2007-05-23 | Paper |
| Assessing confidence intervals for the tail index by Edgeworth expansions for the Hill estimator | 2007-05-15 | Paper |
| Rare events, temporal dependence, and the extremal index | 2006-11-16 | Paper |
| “Generalized Pareto Fit to the Society of Actuaries’ Large Claims Database,” Ana C. Cebrián, Michel Denuit, and Philippe Lambert, July 2003 | 2006-01-06 | Paper |
| Approximate distributions of clusters of extremes | 2005-11-07 | Paper |
| Inference for Clusters of Extreme Values | 2005-04-11 | Paper |
| Generalized Pickands estimators for the extreme value index | 2005-02-09 | Paper |
| Statistics of Extremes | 2004-12-14 | Paper |
| Abelian and Tauberian Theorems on the Bias of the Hill Estimator | 2004-03-16 | Paper |
| Functionals of clusters of extremes | 2004-03-07 | Paper |
| On the normal uniform local domain of attraction for intermediate order statistics | 2002-04-07 | Paper |
| Testing the Gumbel hypothesis by Galton's ratio | 2002-01-30 | Paper |
| Residual estimators | 2002-01-02 | Paper |
