| Publication | Date of Publication | Type |
|---|
Bootstrapping estimators based on the block maxima method
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2026-05-11 | Paper |
The empirical copula process in high dimensions: Stute's representation and applications
The Annals of Statistics | 2026-01-26 | Paper |
On the maximal correlation coefficient for the bivariate Marshall Olkin distribution
Statistics & Probability Letters | 2025-02-19 | Paper |
A note on statistical tests for homogeneities in multivariate extreme value models for block maxima
Environmetrics | 2024-10-28 | Paper |
Limit theorems for non-degenerate U-statistics of block maxima for time series
Electronic Journal of Statistics | 2024-08-30 | Paper |
Combined modelling of micro-level outstanding claim counts and individual claim frequencies in non-life insurance
European Actuarial Journal | 2024-08-26 | Paper |
Testing for independence in high dimensions based on empirical copulas
The Annals of Statistics | 2024-03-11 | Paper |
Testing for independence in high dimensions based on empirical copulas
The Annals of Statistics | 2024-03-11 | Paper |
Weighted weak convergence of the sequential tail empirical process for heteroscedastic time series with an application to extreme value index estimation
Extremes | 2024-02-09 | Paper |
Regional pooling in extreme event attribution studies: an approach based on multiple statistical testing
Extremes | 2024-02-09 | Paper |
Statistics for heteroscedastic time series extremes
Bernoulli | 2024-01-16 | Paper |
| Limit theorems for non-degenerate U-statistics of block maxima for time series | 2023-08-26 | Paper |
On the disjoint and sliding block maxima method for piecewise stationary time series
The Annals of Statistics | 2023-07-19 | Paper |
Micro-level prediction of outstanding claim counts based on novel mixture models and neural networks
European Actuarial Journal | 2023-07-13 | Paper |
A portmanteau-type test for detecting serial correlation in locally stationary functional time series
Statistical Inference for Stochastic Processes | 2023-07-06 | Paper |
Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines
Extremes | 2023-03-02 | Paper |
Single-Index Quantile Regression Models for Censored Data
Advances in Contemporary Statistics and Econometrics | 2023-01-24 | Paper |
Statistical analysis for stationary time series at extreme levels: new estimators for the limiting cluster size distribution
Stochastic Processes and their Applications | 2022-05-16 | Paper |
A horse race between the block maxima method and the peak-over-threshold approach
Statistical Science | 2022-02-15 | Paper |
Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators
The Annals of Statistics | 2022-02-07 | Paper |
Detecting departures from meta-ellipticity for multivariate stationary time series
Dependence Modeling | 2021-10-22 | Paper |
Penalized quasi-maximum likelihood estimation for extreme value models with application to flood frequency analysis
Extremes | 2021-06-01 | Paper |
Multiple block sizes and overlapping blocks for multivariate time series extremes
The Annals of Statistics | 2021-03-11 | Paper |
Multiple block sizes and overlapping blocks for multivariate time series extremes
The Annals of Statistics | 2021-03-11 | Paper |
Method of moments estimators for the extremal index of a stationary time series
Electronic Journal of Statistics | 2020-09-14 | Paper |
Method of moments estimators for the extremal index of a stationary time series
Electronic Journal of Statistics | 2020-09-14 | Paper |
Detecting deviations from second-order stationarity in locally stationary functional time series
Annals of the Institute of Statistical Mathematics | 2020-07-20 | Paper |
On second order conditions in the multivariate block maxima and peak over threshold method
Journal of Multivariate Analysis | 2019-10-01 | Paper |
A note on conditional versus joint unconditional weak convergence in bootstrap consistency results
Journal of Theoretical Probability | 2019-07-18 | Paper |
Testing asymmetry in dependence with copula-coskewness
North American Actuarial Journal | 2019-05-28 | Paper |
Combining cumulative sum change-point detection tests for assessing the stationarity of univariate time series
Journal of Time Series Analysis | 2019-03-05 | Paper |
Weak convergence of a pseudo maximum likelihood estimator for the extremal index
The Annals of Statistics | 2018-10-24 | Paper |
Weak convergence of a pseudo maximum likelihood estimator for the extremal index
The Annals of Statistics | 2018-10-24 | Paper |
Weak convergence of a pseudo maximum likelihood estimator for the extremal index
The Annals of Statistics | 2018-10-01 | Paper |
Weak convergence of a pseudo maximum likelihood estimator for the extremal index
The Annals of Statistics | 2018-10-01 | Paper |
Detecting deviations from second-order stationarity in locally stationary functional time series
(available as arXiv preprint) | 2018-08-13 | Paper |
Inference for heavy tailed stationary time series based on sliding blocks
Electronic Journal of Statistics | 2018-04-25 | Paper |
Inference for heavy tailed stationary time series based on sliding blocks
Electronic Journal of Statistics | 2018-04-25 | Paper |
On the maximum likelihood estimator for the generalized extreme-value distribution
Extremes | 2018-01-31 | Paper |
Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series
Bernoulli | 2017-09-21 | Paper |
Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series
Bernoulli | 2017-09-21 | Paper |
Detecting breaks in the dependence of multivariate extreme-value distributions
Extremes | 2017-07-25 | Paper |
An overview of nonparametric tests of extreme-value dependence and of some related statistical procedures
(available as arXiv preprint) | 2017-07-04 | Paper |
GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS
Econometric Theory | 2017-05-16 | Paper |
Weak convergence of the empirical copula process with respect to weighted metrics
Bernoulli | 2017-01-11 | Paper |
Weak convergence of the empirical copula process with respect to weighted metrics
Bernoulli | 2017-01-11 | Paper |
A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing
Bernoulli | 2016-04-01 | Paper |
A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing
Bernoulli | 2016-04-01 | Paper |
Dependent multiplier bootstraps for non-degenerate U-statistics under mixing conditions with applications
Journal of Statistical Planning and Inference | 2015-12-28 | Paper |
A note on weak convergence of the sequential multivariate empirical process under strong mixing
Journal of Theoretical Probability | 2015-12-07 | Paper |
Nonparametric tests for constant tail dependence with an application to energy and finance
Journal of Econometrics | 2015-09-01 | Paper |
| Minimum distance estimators of the Pickands dependence function and related tests of multivariate extreme-value dependence | 2015-07-13 | Paper |
Extreme value copula estimation based on block maxima of a multivariate stationary time series
Extremes | 2015-01-23 | Paper |
Detecting changes in cross-sectional dependence in multivariate time series
Journal of Multivariate Analysis | 2014-11-01 | Paper |
When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs
The Annals of Statistics | 2014-10-17 | Paper |
When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs
The Annals of Statistics | 2014-10-17 | Paper |
Detecting changes in cross-sectional dependence in multivariate time series
Journal of Multivariate Analysis | 2014-10-08 | Paper |
A note on nonparametric estimation of bivariate tail dependence
Statistics & Risk Modeling | 2014-06-30 | Paper |
Nonparametric tests for tail monotonicity
Journal of Econometrics | 2014-06-04 | Paper |
Multiplier bootstrap of tail copulas with applications
Bernoulli | 2014-02-04 | Paper |
Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique
Journal of Multivariate Analysis | 2014-01-10 | Paper |
Empirical and sequential empirical copula processes under serial dependence
Journal of Multivariate Analysis | 2014-01-10 | Paper |
Nonparametric inference on Lévy measures and copulas
The Annals of Statistics | 2013-09-25 | Paper |
Nonparametric inference on Lévy measures and copulas
The Annals of Statistics | 2013-09-25 | Paper |
A test for Archimedeanity in bivariate copula models
Journal of Multivariate Analysis | 2012-08-13 | Paper |
New estimators of the Pickands dependence function and a test for extreme-value dependence
The Annals of Statistics | 2011-12-08 | Paper |
Testing model assumptions in functional regression models
Journal of Multivariate Analysis | 2011-08-16 | Paper |
A note on bootstrap approximations for the empirical copula process
Statistics & Probability Letters | 2010-12-20 | Paper |
Some comments on goodness-of-fit tests for the parametric form of the copula based on \(L^{2}\)-distances
Journal of Multivariate Analysis | 2010-02-12 | Paper |
The empirical copula process in high dimensions: Stute's representation and applications
(available as arXiv preprint) | N/A | Paper |
