| Publication | Date of Publication | Type |
|---|
Statistical inference on a changing extreme value dependence structure
The Annals of Statistics | 2024-01-04 | Paper |
On a minimum distance procedure for threshold selection in tail analysis
SIAM Journal on Mathematics of Data Science | 2022-02-03 | Paper |
Cluster based inference for extremes of time series
Stochastic Processes and their Applications | 2021-11-03 | Paper |
Principal component analysis for multivariate extremes
Electronic Journal of Statistics | 2021-08-09 | Paper |
Asymptotics for sliding blocks estimators of rare events
Bernoulli | 2021-07-09 | Paper |
Peak-over-threshold estimators for spectral tail processes: random vs deterministic thresholds
Extremes | 2020-09-10 | Paper |
Estimation and hypotheses testing in boundary regression models
Bernoulli | 2019-01-28 | Paper |
Extreme value estimation for discretely sampled continuous processes
Extremes | 2018-12-20 | Paper |
Extreme value analysis of actuarial risks: estimation and model validation
AStA. Advances in Statistical Analysis | 2018-12-19 | Paper |
Joint exceedances of random products
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2018-06-01 | Paper |
Conditional extreme value models: fallacies and pitfalls
Extremes | 2018-01-31 | Paper |
Correction to: ``Limit theorems for empirical processes of cluster functionals
The Annals of Statistics | 2016-06-09 | Paper |
A stochastic volatility model with flexible extremal dependence structure
Bernoulli | 2016-05-12 | Paper |
An interview with Laurens de Haan
Extremes | 2016-01-22 | Paper |
Correction note to "Limit Theorems for Empirical Processes of Cluster Functionals" [arXiv:0910.0343]
| 2015-10-29 | Paper |
Statistics for tail processes of Markov chains
Extremes | 2015-09-24 | Paper |
Estimating failure probabilities
Bernoulli | 2015-06-15 | Paper |
Limit theorems for empirical processes of cluster functionals
The Annals of Statistics | 2010-08-24 | Paper |
Some aspects of extreme value statistics under serial dependence
Extremes | 2009-02-28 | Paper |
Fitting and validation of a bivariate model for large claims
Insurance Mathematics & Economics | 2009-01-28 | Paper |
Approximations to the tail empirical distribution function with application to testing extreme value conditions
Journal of Statistical Planning and Inference | 2006-08-14 | Paper |
Extreme quantile estimation for dependent data, with applications to finance
Bernoulli | 2004-06-10 | Paper |
On large deviation for extremes.
Statistics & Probability Letters | 2004-02-14 | Paper |
scientific article; zbMATH DE number 1944037 (Why is no real title available?)
| 2003-10-21 | Paper |
Extreme quantile estimation for dependent data, with applications to finance
Bernoulli | 2003-08-01 | Paper |
Weighted approximations of tail processes for \(\beta\)-mixing random variables.
The Annals of Applied Probability | 2003-05-06 | Paper |
How to make a Hill plot.
The Annals of Statistics | 2002-11-14 | Paper |
Minimax risk bounds in extreme value theory
The Annals of Statistics | 2002-11-14 | Paper |
Best attainable rates of convergence for estimators of the stable tail dependence function
Journal of Multivariate Analysis | 2001-01-29 | Paper |
On fixed-length confidence intervals for a bounded normal mean
Statistics & Probability Letters | 2000-07-17 | Paper |
Conditions for quantile process approximations
Communications in Statistics. Stochastic Models | 2000-05-28 | Paper |
A general class of estimators of the extreme value index
Journal of Statistical Planning and Inference | 2000-01-30 | Paper |
Selecting the optimal sample fraction in univariate extreme value estimation
Stochastic Processes and their Applications | 1999-11-18 | Paper |
Optimal rates of convergence for estimates of the extreme value index
The Annals of Statistics | 1999-11-09 | Paper |
On Smooth Statistical Tail Functionals
Scandinavian Journal of Statistics | 1999-10-31 | Paper |
Refined Pickands estimators of the extreme value index
The Annals of Statistics | 1998-03-23 | Paper |
Refined pickands estimators wtth bias correction
Communications in Statistics: Theory and Methods | 1997-11-11 | Paper |
Residual life functionals at great age
Communications in Statistics: Theory and Methods | 1997-05-19 | Paper |
The one‐sided Kolmogorov‐Smirnov test in signal detection problems with Gaussian white noise
Statistica Neerlandica | 1995-11-14 | Paper |
scientific article; zbMATH DE number 488428 (Why is no real title available?)
| 1994-01-09 | Paper |
Components of the two-sided Kolmogorov-Smirnov test in signal detection problems with Gaussian white noise
Journal of Statistical Planning and Inference | 1992-09-27 | Paper |
