| Publication | Date of Publication | Type |
|---|
| Limiting spectral radii for products of Ginibre matrices and their inverses | 2024-11-05 | Paper |
| Asymptotic distributions for likelihood ratio tests for the equality of covariance matrices | 2024-03-21 | Paper |
| Inference of high quantiles of a heavy-tailed distribution from block data | 2023-08-17 | Paper |
| Pearson's goodness-of-fit tests for sparse distributions | 2023-07-03 | Paper |
| Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors | 2023-06-19 | Paper |
| Discussion on paper ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’ by Zhengjun Zhang | 2023-03-07 | Paper |
| A new type of results on probabilities of moderate deviations for i.i.d. random variables | 2022-07-07 | Paper |
| Empirical likelihood method for complete independence test on high-dimensional data | 2022-07-01 | Paper |
| Empirical likelihood method for complete independence test on high dimensional data | 2022-01-20 | Paper |
| A method for estimating the power of moments | 2021-12-15 | Paper |
| Limiting spectral radii of circular unitary matrices under light truncation | 2021-11-17 | Paper |
| Limiting empirical spectral distribution for products of rectangular matrices | 2021-06-14 | Paper |
| Spectral radii of products of random rectangular matrices | 2020-10-30 | Paper |
| Eigenvalues of large chiral non-Hermitian random matrices | 2020-03-05 | Paper |
| Adjusted empirical likelihood method for the tail index of a heavy-tailed distribution | 2019-09-05 | Paper |
| Limiting distributions of likelihood ratio test for independence of components for high-dimensional normal vectors | 2019-08-13 | Paper |
| Maximum Penalized Likelihood Estimation For The Endpoint And Exponent Of A Distribution | 2019-02-28 | Paper |
| Empirical distributions of eigenvalues of product ensembles | 2019-02-13 | Paper |
| On Schott's and Mao's test statistics for independence of normal random vectors | 2018-06-21 | Paper |
| Limiting distributions of spectral radii for product of matrices from the spherical ensemble | 2018-03-22 | Paper |
| Spectral radii of truncated circular unitary matrices | 2017-11-02 | Paper |
| Inference for Heavy-Tailed Data Analysis | 2017-10-18 | Paper |
| Empirical distribution of scaled eigenvalues for product of matrices from the spherical ensemble | 2017-10-06 | Paper |
| An Extension of Theorems of Hechner and Heinkel | 2017-07-05 | Paper |
| Spectral radii of large non-Hermitian random matrices | 2017-04-12 | Paper |
| A Simple Point Estimator of the Power of Moments | 2017-03-30 | Paper |
| Test for a mean vector with fixed or divergent dimension | 2016-03-08 | Paper |
| On the tail index of a heavy tailed distribution | 2016-01-15 | Paper |
| Likelihood Ratio Tests for High‐Dimensional Normal Distributions | 2016-01-08 | Paper |
| A characterization of a new type of strong law of large numbers | 2015-11-03 | Paper |
| Joint behavior of point process of exceedances and partial sum from a Gaussian sequence | 2015-10-14 | Paper |
| Empirical likelihood for average derivatives of hazard regression functions | 2015-10-14 | Paper |
| Empirical likelihood test for high dimensional linear models | 2014-06-05 | Paper |
| Jackknife empirical likelihood method for some risk measures and related quantities | 2014-04-10 | Paper |
| On Local Polynomial Modelling of the Additive Risk Model | 2013-07-04 | Paper |
| Asymptotic independence of correlation coefficients with application to testing hypothesis of independence | 2013-05-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4921671 | 2013-05-13 | Paper |
| Jackknife empirical likelihood method for copulas | 2013-04-05 | Paper |
| Empirical likelihood confidence intervals for the endpoint of a distribution function | 2012-11-15 | Paper |
| Confidence regions for high quantiles of a heavy tailed distribution | 2012-09-03 | Paper |
| On Jiang's asymptotic distribution of the largest entry of a sample correlation matrix | 2012-08-24 | Paper |
| The convergence rate for the normal approximation of extreme sums | 2012-05-20 | Paper |
| Asymptotics for dependent Bernoulli random variables | 2012-05-18 | Paper |
| A refinement of the Kolmogorov-Marcinkiewicz-Zygmund strong law of large numbers | 2012-02-13 | Paper |
| A class of multivariate copulas with bivariate Fréchet marginal copulas | 2012-02-10 | Paper |
| Jackknife-blockwise empirical likelihood methods under dependence | 2011-10-28 | Paper |
| Reduce computation in profile empirical likelihood method | 2011-08-16 | Paper |
| On the Set of Limit Points of Normed Sums of Geometrically Weighted I.I.D. Unbounded Random Variables. II | 2011-06-07 | Paper |
| Smoothed jackknife empirical likelihood method for tail copulas | 2011-01-22 | Paper |
| A generalization of the Strassen converse | 2010-11-22 | Paper |
| On the Set of Limit Points of Normed Sums of Geometrically Weighted I.I.D. Unbounded Random Variables | 2010-10-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3580927 | 2010-08-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3580557 | 2010-08-13 | Paper |
| Smoothed jackknife empirical likelihood method for ROC curve | 2010-05-05 | Paper |
| On the Set of Limit Points of Normed Sums of Geometrically Weighted I.I.D. Bounded Random Variables | 2010-02-10 | Paper |
| Maximum likelihood estimation of extreme value index for irregular cases | 2009-07-22 | Paper |
| Decomposition of a Schur-constant model and its applications | 2009-06-10 | Paper |
| Iterated logarithm type behavior for weighted sums of i.i.d. random variables | 2009-03-20 | Paper |
| Bootstrap and empirical likelihood methods in extremes | 2009-02-28 | Paper |
| Strong convergence in nonparametric regression with truncated dependent data | 2008-12-10 | Paper |
| A Supplement to the Einmahl–Li Results on Two-Sided Iterated Logarithm Type Behavior for I.I.D. Random Variables | 2008-11-14 | Paper |
| Limit theorems for correlated Bernoulli random variables | 2008-10-30 | Paper |
| Bootstrap approximation of tail dependence function | 2008-09-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5436132 | 2008-01-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5426263 | 2007-11-12 | Paper |
| Partial derivatives and confidence intervals of bivariate tail dependence functions | 2007-10-26 | Paper |
| On asymptotic normality of sequential estimators for branching processes with immigration | 2007-08-23 | Paper |
| Hierarchical structures associated with order functions | 2007-06-26 | Paper |
| Limit distribution of the sum and maximum from multivariate Gaussian sequences | 2007-03-29 | Paper |
| A NEW CALIBRATION METHOD OF CONSTRUCTING EMPIRICAL LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR THE TAIL INDEX | 2007-03-20 | Paper |
| Generalized Law of the Iterated Logarithm and Its Convergence Rate | 2007-02-15 | Paper |
| Empirical likelihood for average derivatives | 2007-02-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5468801 | 2006-05-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5461901 | 2005-07-27 | Paper |
| Estimating the First- and Second-Order Parameters of a Heavy-Tailed Distribution | 2005-04-15 | Paper |
| On sequential estimation for branching processes with immigration. | 2005-02-25 | Paper |
| A note on asymptotic distribution of products of sums | 2004-10-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4818606 | 2004-09-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4818612 | 2004-09-29 | Paper |
| Limit distributions for products of sums. | 2004-02-14 | Paper |
| Chover-type laws of the iterated logarithm for weighted sums. | 2004-02-14 | Paper |
| Asymptotic distribution for the sum and maximum of Gaussian processes | 2002-05-23 | Paper |
| On the one-sided logarithmic law for arrays | 2001-07-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4954281 | 2001-03-29 | Paper |
| Almost Sure Convergence in Extreme Value Theory | 2000-03-13 | Paper |
| Estimating extreme-value index from records | 1998-12-06 | Paper |
| A note on the number of maxima in a discrete sample | 1998-03-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4351844 | 1998-02-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4368117 | 1998-01-05 | Paper |
| A problem on stability of order statistics | 1997-11-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3129164 | 1997-09-24 | Paper |
| Almost sure convergence of the stable tail empirical dependence function in multivariate extreme statistics | 1997-09-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4897230 | 1997-03-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4894084 | 1997-02-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4887700 | 1996-12-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4714892 | 1996-11-07 | Paper |
| Convergence rate of distributions of trimmed sums | 1996-10-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4887690 | 1996-09-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4868030 | 1996-03-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4316326 | 1995-05-02 | Paper |
| On strong convergence of arrays | 1995-02-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4306329 | 1995-01-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4308486 | 1995-01-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4272355 | 1994-09-18 | Paper |
| Some results on covariance of function of order statistics | 1994-03-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4272322 | 1994-02-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5287768 | 1993-11-24 | Paper |
| Convergence of Pickands-type estimators | 1993-04-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3983789 | 1992-06-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3983790 | 1992-06-27 | Paper |
| Eigenvalues of Product of Ginibre Ensembles and Their Inverses and that of Truncated Haar Unitary Matrices and Their Inverses | N/A | Paper |
