| Publication | Date of Publication | Type |
|---|
| Statistical inference on a changing extreme value dependence structure | 2024-01-04 | Paper |
| On a minimum distance procedure for threshold selection in tail analysis | 2022-02-03 | Paper |
| Cluster based inference for extremes of time series | 2021-11-03 | Paper |
| Principal component analysis for multivariate extremes | 2021-08-09 | Paper |
| Asymptotics for sliding blocks estimators of rare events | 2021-07-09 | Paper |
| Peak-over-threshold estimators for spectral tail processes: random vs deterministic thresholds | 2020-09-10 | Paper |
| Estimation and hypotheses testing in boundary regression models | 2019-01-28 | Paper |
| Extreme value estimation for discretely sampled continuous processes | 2018-12-20 | Paper |
| Extreme value analysis of actuarial risks: estimation and model validation | 2018-12-19 | Paper |
| Joint exceedances of random products | 2018-06-01 | Paper |
| Conditional extreme value models: fallacies and pitfalls | 2018-01-31 | Paper |
| Correction to: ``Limit theorems for empirical processes of cluster functionals | 2016-06-09 | Paper |
| A stochastic volatility model with flexible extremal dependence structure | 2016-05-12 | Paper |
| An interview with Laurens de Haan | 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 | 2015-09-24 | Paper |
| Estimating failure probabilities | 2015-06-15 | Paper |
| Limit theorems for empirical processes of cluster functionals | 2010-08-24 | Paper |
| Some aspects of extreme value statistics under serial dependence | 2009-02-28 | Paper |
| Fitting and validation of a bivariate model for large claims | 2009-01-28 | Paper |
| Approximations to the tail empirical distribution function with application to testing extreme value conditions | 2006-08-14 | Paper |
| Extreme quantile estimation for dependent data, with applications to finance | 2004-06-10 | Paper |
| On large deviation for extremes. | 2004-02-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4410085 | 2003-10-21 | Paper |
| Extreme quantile estimation for dependent data, with applications to finance | 2003-08-01 | Paper |
| Weighted approximations of tail processes for \(\beta\)-mixing random variables. | 2003-05-06 | Paper |
| How to make a Hill plot. | 2002-11-14 | Paper |
| Minimax risk bounds in extreme value theory | 2002-11-14 | Paper |
| Best attainable rates of convergence for estimators of the stable tail dependence function | 2001-01-29 | Paper |
| On fixed-length confidence intervals for a bounded normal mean | 2000-07-17 | Paper |
| Conditions for quantile process approximations | 2000-05-28 | Paper |
| A general class of estimators of the extreme value index | 2000-01-30 | Paper |
| Selecting the optimal sample fraction in univariate extreme value estimation | 1999-11-18 | Paper |
| Optimal rates of convergence for estimates of the extreme value index | 1999-11-09 | Paper |
| On Smooth Statistical Tail Functionals | 1999-10-31 | Paper |
| Refined Pickands estimators of the extreme value index | 1998-03-23 | Paper |
| Refined pickands estimators wtth bias correction | 1997-11-11 | Paper |
| Residual life functionals at great age | 1997-05-19 | Paper |
| The one‐sided Kolmogorov‐Smirnov test in signal detection problems with Gaussian white noise | 1995-11-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4277809 | 1994-01-09 | Paper |
| Components of the two-sided Kolmogorov-Smirnov test in signal detection problems with Gaussian white noise | 1992-09-27 | Paper |
