Axel Bücher

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Testing for independence in high dimensions based on empirical copulas	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	2024-02-09	Paper
Regional pooling in extreme event attribution studies: an approach based on multiple statistical testing	2024-02-09	Paper
Statistics for heteroscedastic time series extremes	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	2023-07-19	Paper
Micro-level prediction of outstanding claim counts based on novel mixture models and neural networks	2023-07-13	Paper
A portmanteau-type test for detecting serial correlation in locally stationary functional time series	2023-07-06	Paper
Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines	2023-03-02	Paper
Single-Index Quantile Regression Models for Censored Data	2023-01-24	Paper
Statistical analysis for stationary time series at extreme levels: new estimators for the limiting cluster size distribution	2022-05-16	Paper
A horse race between the block maxima method and the peak-over-threshold approach	2022-02-15	Paper
Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators	2022-02-07	Paper
Detecting departures from meta-ellipticity for multivariate stationary time series	2021-10-22	Paper
Penalized quasi-maximum likelihood estimation for extreme value models with application to flood frequency analysis	2021-06-01	Paper
Multiple block sizes and overlapping blocks for multivariate time series extremes	2021-03-11	Paper
Method of moments estimators for the extremal index of a stationary time series	2020-09-14	Paper
Detecting deviations from second-order stationarity in locally stationary functional time series	2020-07-20	Paper
On second order conditions in the multivariate block maxima and peak over threshold method	2019-10-01	Paper
A note on conditional versus joint unconditional weak convergence in bootstrap consistency results	2019-07-18	Paper
Testing Asymmetry in Dependence with Copula-Coskewness	2019-05-28	Paper
Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series	2019-03-05	Paper
Weak convergence of a pseudo maximum likelihood estimator for the extremal index	2018-10-24	Paper
Weak convergence of a pseudo maximum likelihood estimator for the extremal index	2018-10-01	Paper
Detecting deviations from second-order stationarity in locally stationary functional time series	2018-08-13	Paper
Inference for heavy tailed stationary time series based on sliding blocks	2018-04-25	Paper
On the maximum likelihood estimator for the generalized extreme-value distribution	2018-01-31	Paper
Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series	2017-09-21	Paper
Detecting breaks in the dependence of multivariate extreme-value distributions	2017-07-25	Paper
https://portal.mardi4nfdi.de/entity/Q5272732	2017-07-04	Paper
GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS	2017-05-16	Paper
Weak convergence of the empirical copula process with respect to weighted metrics	2017-01-11	Paper
A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing	2016-04-01	Paper
Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications	2015-12-28	Paper
A note on weak convergence of the sequential multivariate empirical process under strong mixing	2015-12-07	Paper
Nonparametric tests for constant tail dependence with an application to energy and finance	2015-09-01	Paper
https://portal.mardi4nfdi.de/entity/Q5262085	2015-07-13	Paper
Extreme value copula estimation based on block maxima of a multivariate stationary time series	2015-01-23	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
Detecting changes in cross-sectional dependence in multivariate time series	2014-10-08	Paper
A note on nonparametric estimation of bivariate tail dependence	2014-06-30	Paper
Nonparametric tests for tail monotonicity	2014-06-04	Paper
Multiplier bootstrap of tail copulas with applications	2014-02-04	Paper
Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique	2014-01-10	Paper
Empirical and sequential empirical copula processes under serial dependence	2014-01-10	Paper
Nonparametric inference on Lévy measures and copulas	2013-09-25	Paper
A test for Archimedeanity in bivariate copula models	2012-08-13	Paper
New estimators of the Pickands dependence function and a test for extreme-value dependence	2011-12-08	Paper
Testing model assumptions in functional regression models	2011-08-16	Paper
A note on bootstrap approximations for the empirical copula process	2010-12-20	Paper
Some comments on goodness-of-fit tests for the parametric form of the copula based on \(L^{2}\)-distances	2010-02-12	Paper

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