| Publication | Date of Publication | Type |
|---|
| Estimation of the conditional tail moment for Weibull-type distributions | 2024-11-20 | Paper |
| Estimation of marginal excess moments for Weibull-type distributions | 2024-11-12 | Paper |
| Conditional tail moment and reinsurance premium estimation under random right censoring | 2024-06-18 | Paper |
| Dependent conditional tail expectation for extreme levels | 2024-03-27 | Paper |
| Robust estimation of the conditional stable tail dependence function | 2023-08-18 | Paper |
| Extreme-value based estimation of the conditional tail moment with application to reinsurance rating | 2023-02-01 | Paper |
| Nonparametric estimation of conditional marginal excess moments | 2022-12-06 | Paper |
| Conditional marginal expected shortfall | 2021-12-18 | Paper |
| Local robust estimation of Pareto-type tails with random right censoring | 2021-05-03 | Paper |
| Extreme value estimation of the conditional risk premium in reinsurance | 2021-03-17 | Paper |
| Robust nonparametric estimation of the conditional tail dependence coefficient | 2020-05-19 | Paper |
| Bias correction in conditional multivariate extremes | 2020-05-13 | Paper |
| Bias-corrected estimation for conditional Pareto-type distributions with random right censoring | 2019-09-05 | Paper |
| Robust estimation of the Pickands dependence function under random right censoring | 2019-06-17 | Paper |
| Local robust estimation of the Pickands dependence function | 2018-10-30 | Paper |
| Local Estimation of the Conditional Stable Tail Dependence Function | 2018-10-08 | Paper |
| Bias-corrected and robust estimation of the bivariate stable tail dependence function | 2018-02-01 | Paper |
| On kernel estimation of the second order rate parameter in multivariate extreme value statistics | 2017-10-06 | Paper |
| A local moment type estimator for an extreme quantile in regression with random covariates | 2017-04-27 | Paper |
| Kernel regression with Weibull-type tails | 2016-09-16 | Paper |
| Robust and bias-corrected estimation of the probability of extreme failure sets | 2016-05-25 | Paper |
| A weighted mean excess function approach to the estimation of Weibull-type tails | 2016-03-23 | Paper |
| Bias-corrected estimation of stable tail dependence function | 2015-12-23 | Paper |
| An estimator for the tail index of an integrated conditional Pareto-Weibull-type model | 2015-11-23 | Paper |
| Uniform asymptotic properties of a nonparametric regression estimator of conditional tails | 2015-10-05 | Paper |
| Robust conditional Weibull-type estimation | 2015-06-26 | Paper |
| An asymptotically unbiased minimum density power divergence estimator for the Pareto-tail index | 2015-06-25 | Paper |
| Local robust and asymptotically unbiased estimation of conditional Pareto-type tails | 2015-01-29 | Paper |
| Robust and bias-corrected estimation of the coefficient of tail dependence | 2015-01-28 | Paper |
| Nonparametric regression estimation of conditional tails: the random covariate case | 2014-12-22 | Paper |
| A local moment type estimator for the extreme value index in regression with random covariates | 2014-10-16 | Paper |
| Robust and asymptotically unbiased estimation of extreme quantiles for heavy tailed distributions | 2014-06-05 | Paper |
| Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence | 2013-03-20 | Paper |
| Estimation of the third-order parameter in extreme value statistics | 2013-02-05 | Paper |
| Weighted moment estimators for the second order scale parameter | 2013-01-11 | Paper |
| Local Estimation of the Second-Order Parameter in Extreme Value Statistics and Local Unbiased Estimation of the Tail Index | 2012-11-12 | Paper |
| Asymptotically unbiased estimation of the second order tail parameter | 2012-05-18 | Paper |
| Dispersion models for extremes | 2011-11-27 | Paper |
| Mixed Models for the Analysis of Optimization Algorithms | 2010-12-22 | Paper |
| Generalized Kernel Estimators for the Weibull-Tail Coefficient | 2010-12-20 | Paper |
| Kernel estimators for the second order parameter in extreme value statistics | 2010-06-03 | Paper |
| Goodness-of-fit testing for Weibull-type behavior | 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 | 2008-11-04 | Paper |
| A speeded item response model with gradual process change | 2008-09-24 | Paper |
| Mixed Models for the Analysis of Local Search Components | 2007-11-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3433264 | 2007-04-27 | Paper |
| A Local-Influence-Based Diagnostic Approach to a Speeded Item Response Theory Model | 2007-04-26 | Paper |
| A goodness-of-fit statistic for Pareto-type behaviour | 2005-11-01 | Paper |
| Statistics of Extremes | 2004-12-14 | Paper |
| Nonparametric estimation of extreme conditional quantiles | 2004-09-29 | Paper |
| Local polynomial maximum likelihood estimation for Pareto-type distributions. | 2004-03-14 | Paper |
| Tail index estimation and an exponential regression model | 2000-10-11 | Paper |
| Diagnostic Checks for Discrete Data Regression Models Using Posterior Predictive Simulations | 2000-08-24 | Paper |
| Burr regression and portfolio segmentation | 1999-03-28 | Paper |
