| Publication | Date of Publication | Type |
|---|
| Bootstrapping Extreme Value Estimators | 2024-03-19 | Paper |
| Trends in Extreme Value Indices | 2023-05-22 | Paper |
| Limits to Human Life Span Through Extreme Value Theory | 2019-11-12 | Paper |
| Estimation of the Marginal Expected Shortfall: the Mean When a Related Variable is Extreme | 2019-06-12 | Paper |
| Statistics of Heteroscedastic Extremes | 2019-05-09 | Paper |
| Extreme value estimation for discretely sampled continuous processes | 2018-12-20 | Paper |
| Adapting extreme value statistics to financial time series: dealing with bias and serial dependence | 2016-05-23 | Paper |
| Adapting extreme value statistics to financial time series: dealing with bias and serial dependence | 2016-01-06 | Paper |
| Convergence of heteroscedastic extremes | 2015-11-23 | Paper |
| On tail trend detection: modeling relative risk | 2015-07-07 | Paper |
| Estimating failure probabilities | 2015-06-15 | Paper |
| Bias correction in multivariate extremes | 2015-05-11 | Paper |
| How Far Can Man Go? | 2014-11-19 | Paper |
| The number of active bidders in internet auctions | 2014-04-25 | Paper |
| Bias correction in extreme value statistics with index around zero | 2013-06-25 | Paper |
| Estimating extreme bivariate quantile regions | 2013-06-25 | Paper |
| Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition | 2012-09-03 | Paper |
| Estimation of extreme risk regions under multivariate regular variation | 2011-09-14 | Paper |
| Extreme residual dependence for random vectors and processes | 2011-05-03 | Paper |
| Mixed moment estimator and location invariant alternatives | 2011-02-22 | Paper |
| The expected payoff to Internet auctions | 2011-02-22 | Paper |
| Stationary max-stable fields associated to negative definite functions | 2009-11-04 | Paper |
| On spatial extremes: with application to a rainfall problem | 2009-08-07 | Paper |
| Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses | 2009-06-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5303076 | 2009-01-15 | Paper |
| A test procedure for detecting super-heavy tails | 2008-12-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3540680 | 2008-11-24 | Paper |
| Third order extended regular variation | 2008-07-02 | Paper |
| Parametric tail copula estimation and model testing | 2008-06-11 | Paper |
| A class of distribution functions with less bias in extreme value estimation | 2006-10-05 | Paper |
| Approximations to the tail empirical distribution function with application to testing extreme value conditions | 2006-08-14 | Paper |
| Spatial extremes: models for the stationary case | 2006-06-21 | Paper |
| Joint exceedances of the ARCH process | 2005-04-18 | Paper |
| A new class of semi-parametric estimators of the second order parameter. | 2004-06-22 | Paper |
| Weak consistency of extreme value estimators in \(C[0,1\)] | 2004-05-27 | Paper |
| Testing extreme value conditions | 2004-03-16 | Paper |
| Semi-parametric estimation of the second order parameter in statistics of extremes | 2004-03-16 | Paper |
| On bootstrap sample size in extreme value theory | 2004-03-02 | Paper |
| On large deviation for extremes. | 2004-02-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4431516 | 2003-10-22 | Paper |
| On convergence toward an extreme value distribution in \(C[0,1\)] | 2003-05-06 | Paper |
| On asymptotic normality of the hill estimator | 2003-01-09 | Paper |
| How to make a Hill plot. | 2002-11-14 | Paper |
| Nonparametric estimation of the spectral measure of an extreme value distribution. | 2002-11-14 | Paper |
| Rarely Observed Sample Maxima | 2002-04-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2772013 | 2002-02-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2772046 | 2002-02-18 | Paper |
| Penultimate Approximation for Hill's Estimator | 2002-02-17 | Paper |
| Using a bootstrap method to choose the sample fraction in tail index estimation | 2002-01-08 | Paper |
| Estimating the index of a stable distribution | 2000-10-18 | Paper |
| Conditions for quantile process approximations | 2000-05-28 | Paper |
| Approximation by penultimate extreme value distributions | 2000-05-24 | Paper |
| Exact Rates of Convergence to a Stable Law | 2000-04-17 | Paper |
| On the distribution of tail array sums for strongly mixing stationary sequences | 1999-11-23 | Paper |
| Comparison of tail index estimators | 1999-08-23 | Paper |
| Sea and wind: multivariate extremes at work | 1999-08-10 | Paper |
| Second-order regular variation, convolution and the central limit theorem | 1999-01-14 | Paper |
| Estimating the spectral measure of an extreme value distribution | 1999-01-14 | Paper |
| Estimating the probability of a rare event | 1999-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4380619 | 1998-12-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4211558 | 1998-09-17 | Paper |
| Asymptotic Distributions of Multivariate Intermediate Order Statistics | 1998-07-01 | Paper |
| Rates of convergence for bivariate extremes | 1998-02-05 | Paper |
| An estimator for the extreme-value index | 1997-11-11 | Paper |
| On the maximal life span of humans | 1997-09-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4342744 | 1997-06-24 | Paper |
| Second-order regular variation and rates of convergence in extreme-value theory | 1997-05-25 | Paper |
| Rate of convergence of intermediate order statistics | 1997-04-16 | Paper |
| Von Mises-type conditions in second order regular variation | 1996-07-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4845577 | 1996-02-20 | Paper |
| Large quantile estimation in a multivariate setting | 1995-09-14 | Paper |
| Estimating the home range | 1995-05-02 | Paper |
| Estimating exceedance probabilities in higher-dimensional space | 1994-12-18 | Paper |
| Random transformations for poisson processes and sup—integral processes | 1994-11-17 | Paper |
| Optimal choice of sample fraction in extreme-value estimation | 1994-06-06 | Paper |
| Estimating the limit distribution of multivariate extremes | 1993-12-19 | Paper |
| Estimating a multidimensional extreme-value distribution | 1993-12-06 | Paper |
| Asymptotic distribution of the maximum of n independent stochastic processes | 1993-06-29 | Paper |
| On the estimation of high quantiles | 1993-06-29 | Paper |
| Fighting the arch–enemy with mathematics‘ | 1990-01-01 | Paper |
| A convergence rate in extreme-value theory | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3352212 | 1990-01-01 | Paper |
| On the estimation of the extreme-value index and large quantile estimation | 1989-01-01 | Paper |
| A moment estimator for the index of an extreme-value distribution | 1989-01-01 | Paper |
| Estimates of the rate of convergence for max-stable processes | 1989-01-01 | Paper |
| Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH processes | 1989-01-01 | Paper |
| Embedding a stochastic difference equation into a continuous-time process | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3830395 | 1989-01-01 | Paper |
| Almost sure continuity of stable moving average processes with index less than one | 1988-01-01 | Paper |
| The index of the outstanding observation among n independent ones | 1988-01-01 | Paper |
| On regular variation of probability densities | 1987-01-01 | Paper |
| On extreme-value theory in the presence of a trend | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3762535 | 1987-01-01 | Paper |
| On limiting laws for the convex hull of a sample | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3828869 | 1987-01-01 | Paper |
| A Tauberian Theorem of Exponential Type | 1986-01-01 | Paper |
| A STOCHASTIC PROCESS THAT IS AUTOREGRESSIVE IN TWO DIRECTIONS OF TIME. | 1986-01-01 | Paper |
| Dominated variation and related concepts and Tauberian theorems for Laplace transforms | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3706236 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3790457 | 1985-01-01 | Paper |
| Integrals and derivatives of regularly varying functions in \(R^ n\) and domains of attraction of stable distributions. II | 1984-01-01 | Paper |
| Domains of attraction and regular variation in \({\mathbb{R}}^ d\) | 1984-01-01 | Paper |
| Asymptotically balanced functions and stochastic compactness of sample extremes | 1984-01-01 | Paper |
| A spectral representation for max-stable processes | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3217368 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3218865 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3681644 | 1984-01-01 | Paper |
| Local limit theorems for sample extremes | 1982-01-01 | Paper |
| On the observation closest to the origin | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3906185 | 1981-01-01 | Paper |
| Estimation of the Minimum of a Function Using Order Statistics | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3918327 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3855962 | 1980-01-01 | Paper |
| Conjugate \(\pi\)-variation and process inversion | 1979-01-01 | Paper |
| On Bahadur's representation of sample quantiles | 1979-01-01 | Paper |
| Stochastic compactness of sample extremes | 1979-01-01 | Paper |
| Derivatives of regularly varying functions in \(R^d\) and domains of attraction of stable distributions | 1979-01-01 | Paper |
| AN EXTENSION OF KARAMATA'S TAUBERIAN THEOREM AND ITS CONNECTION WITH COMPLEMENTARY CONVEX FUNCTIONS | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4176284 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4191450 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4199363 | 1978-01-01 | Paper |
| Asymptotic properties of a correlation coefficient type statistic connected with the general linear model | 1978-01-01 | Paper |
| Limit Distributions for Order Statistics. I | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4155111 | 1977-01-01 | Paper |
| Limit theory for multivariate sample extremes | 1977-01-01 | Paper |
| Sample extremes: an elementary introduction | 1976-01-01 | Paper |
| An Abel-Tauber Theorem for Laplace Transforms | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4072640 | 1975-01-01 | Paper |
| Residual life time at great age | 1974-01-01 | Paper |
| On sample quantiles from a regularly varying distribution function | 1974-01-01 | Paper |
| On random indices and limit distributions | 1974-01-01 | Paper |
| Equivalence classes of regularly varying functions | 1974-01-01 | Paper |
| Weak limits of sample range | 1974-01-01 | Paper |
| Almost sure limit points of record values | 1973-01-01 | Paper |
| On R. Von Mises' Condition for the Domain of Attraction of $\exp(-e^{-x})^1$ | 1972-01-01 | Paper |
| The Rate of Growth of Sample Maxima | 1972-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5591965 | 1971-01-01 | Paper |
| A form of regular variation and its application to the domain of attraction of the double exponential distribution | 1971-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5591193 | 1970-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5633348 | 1970-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5562455 | 1969-01-01 | Paper |
