| Publication | Date of Publication | Type |
|---|
Asymptotically unbiased estimation of the extreme value index under random censoring
Insurance Mathematics & Economics | 2026-03-12 | Paper |
Marginal expected shortfall risk measure for time series
Statistical Inference for Stochastic Processes | 2026-01-05 | Paper |
Estimation of the conditional tail moment for Weibull-type distributions
Scandinavian Journal of Statistics | 2024-11-20 | Paper |
Estimation of marginal excess moments for Weibull-type distributions
Extremes | 2024-11-12 | Paper |
Conditional tail moment and reinsurance premium estimation under random right censoring
Test | 2024-06-18 | Paper |
Dependent conditional tail expectation for extreme levels
Stochastic Processes and their Applications | 2024-03-27 | Paper |
Robust estimation of the conditional stable tail dependence function
Annals of the Institute of Statistical Mathematics | 2023-08-18 | Paper |
Extreme-value based estimation of the conditional tail moment with application to reinsurance rating
Insurance Mathematics & Economics | 2023-02-01 | Paper |
Nonparametric estimation of conditional marginal excess moments
Journal of Multivariate Analysis | 2022-12-06 | Paper |
Conditional marginal expected shortfall
Extremes | 2021-12-18 | Paper |
Local robust estimation of Pareto-type tails with random right censoring
Sankhyā. Series A | 2021-05-03 | Paper |
Extreme value estimation of the conditional risk premium in reinsurance
Insurance Mathematics & Economics | 2021-03-17 | Paper |
Robust nonparametric estimation of the conditional tail dependence coefficient
Journal of Multivariate Analysis | 2020-05-19 | Paper |
Bias correction in conditional multivariate extremes
Electronic Journal of Statistics | 2020-05-13 | Paper |
Bias-corrected estimation for conditional Pareto-type distributions with random right censoring
Extremes | 2019-09-05 | Paper |
Robust estimation of the Pickands dependence function under random right censoring
Insurance Mathematics & Economics | 2019-06-17 | Paper |
Local robust estimation of the Pickands dependence function
The Annals of Statistics | 2018-10-30 | Paper |
Local Estimation of the Conditional Stable Tail Dependence Function
Scandinavian Journal of Statistics | 2018-10-08 | Paper |
Bias-corrected and robust estimation of the bivariate stable tail dependence function
Test | 2018-02-01 | Paper |
On kernel estimation of the second order rate parameter in multivariate extreme value statistics
Statistics & Probability Letters | 2017-10-06 | Paper |
A local moment type estimator for an extreme quantile in regression with random covariates
Communications in Statistics: Theory and Methods | 2017-04-27 | Paper |
Kernel regression with Weibull-type tails
Annals of the Institute of Statistical Mathematics | 2016-09-16 | Paper |
Robust and bias-corrected estimation of the probability of extreme failure sets
Sankhyā. Series A | 2016-05-25 | Paper |
A weighted mean excess function approach to the estimation of Weibull-type tails
Test | 2016-03-23 | Paper |
Bias-corrected estimation of stable tail dependence function
Journal of Multivariate Analysis | 2015-12-23 | Paper |
An estimator for the tail index of an integrated conditional Pareto-Weibull-type model
Statistics & Probability Letters | 2015-11-23 | Paper |
Uniform asymptotic properties of a nonparametric regression estimator of conditional tails
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2015-10-05 | Paper |
Robust conditional Weibull-type estimation
Annals of the Institute of Statistical Mathematics | 2015-06-26 | Paper |
An asymptotically unbiased minimum density power divergence estimator for the Pareto-tail index
Journal of Multivariate Analysis | 2015-06-25 | Paper |
Local robust and asymptotically unbiased estimation of conditional Pareto-type tails
Test | 2015-01-29 | Paper |
Robust and bias-corrected estimation of the coefficient of tail dependence
Insurance Mathematics & Economics | 2015-01-28 | Paper |
Nonparametric regression estimation of conditional tails: the random covariate case
Statistics | 2014-12-22 | Paper |
A local moment type estimator for the extreme value index in regression with random covariates
The Canadian Journal of Statistics | 2014-10-16 | Paper |
Robust and asymptotically unbiased estimation of extreme quantiles for heavy tailed distributions
Statistics & Probability Letters | 2014-06-05 | Paper |
Asymptotically unbiased estimation of the coefficient of tail dependence
Scandinavian Journal of Statistics | 2013-03-20 | Paper |
Estimation of the third-order parameter in extreme value statistics
Test | 2013-02-05 | Paper |
Weighted moment estimators for the second order scale parameter
Methodology and Computing in Applied Probability | 2013-01-11 | Paper |
Local estimation of the second-order parameter in extreme value statistics and local unbiased estimation of the tail index
Communications in Statistics: Theory and Methods | 2012-11-12 | Paper |
Asymptotically unbiased estimation of the second order tail parameter
Statistics & Probability Letters | 2012-05-18 | Paper |
Dispersion models for extremes
Extremes | 2011-11-27 | Paper |
Mixed models for the analysis of optimization algorithms
Experimental Methods for the Analysis of Optimization Algorithms | 2010-12-22 | Paper |
Generalized Kernel Estimators for the Weibull-Tail Coefficient
Communications in Statistics: Theory and Methods | 2010-12-20 | Paper |
Kernel estimators for the second order parameter in extreme value statistics
Journal of Statistical Planning and Inference | 2010-06-03 | Paper |
Goodness-of-fit testing for Weibull-type behavior
Journal of Statistical Planning and Inference | 2010-03-18 | Paper |
| Linking Pareto-tail kernel goodness-of-fit statistics with tail index at optimal threshold and second order estimation | 2009-01-15 | Paper |
Regression with response distributions of Pareto-type
Computational Statistics and Data Analysis | 2008-11-04 | Paper |
A speeded item response model with gradual process change
Psychometrika | 2008-09-24 | Paper |
Mixed Models for the Analysis of Local Search Components
Engineering Stochastic Local Search Algorithms. Designing, Implementing and Analyzing Effective Heuristics | 2007-11-29 | Paper |
| scientific article; zbMATH DE number 5147265 (Why is no real title available?) | 2007-04-27 | Paper |
A Local-Influence-Based Diagnostic Approach to a Speeded Item Response Theory Model
Journal of the Royal Statistical Society Series C: Applied Statistics | 2007-04-26 | Paper |
A goodness-of-fit statistic for Pareto-type behaviour
Journal of Computational and Applied Mathematics | 2005-11-01 | Paper |
Statistics of Extremes
Wiley Series in Probability and Statistics | 2004-12-14 | Paper |
Nonparametric estimation of extreme conditional quantiles
Journal of Statistical Computation and Simulation | 2004-09-29 | Paper |
Local polynomial maximum likelihood estimation for Pareto-type distributions.
Journal of Multivariate Analysis | 2004-03-14 | Paper |
Tail index estimation and an exponential regression model
Extremes | 2000-10-11 | Paper |
Diagnostic Checks for Discrete Data Regression Models Using Posterior Predictive Simulations
Journal of the Royal Statistical Society Series C: Applied Statistics | 2000-08-24 | Paper |
Burr regression and portfolio segmentation
Insurance Mathematics & Economics | 1999-03-28 | Paper |
