| Publication | Date of Publication | Type |
|---|
Testing the Multivariate Regular Variation Model
Journal of Business and Economic Statistics | 2024-10-11 | Paper |
Bootstrapping Extreme Value Estimators
Journal of the American Statistical Association | 2024-03-19 | Paper |
Tail inverse regression: dimension reduction for prediction of extremes
Bernoulli | 2024-01-16 | Paper |
Tail inference using extreme U-statistics
Electronic Journal of Statistics | 2023-05-31 | Paper |
Tail inference using extreme U-statistics
Electronic Journal of Statistics | 2023-05-31 | Paper |
Trends in Extreme Value Indices
Journal of the American Statistical Association | 2023-05-22 | Paper |
A new proof of Huber's theorem on differential geometry in the large
Geometriae Dedicata | 2023-03-14 | Paper |
Research on crack propagation of 3D printed material with complex cracks based on the phase-field fracture model
Acta Mechanica | 2022-10-11 | Paper |
Adapting the Hill estimator to distributed inference: dealing with the bias
Extremes | 2022-07-26 | Paper |
Lefschetz theorem for holomorphic one-forms on weakly 1-complete manifolds
Mathematische Annalen | 2022-05-06 | Paper |
Tail dependence of OLS
Econometric Theory | 2022-04-22 | Paper |
A horse race between the block maxima method and the peak-over-threshold approach
Statistical Science | 2022-02-15 | Paper |
Distributed inference for the extreme value index
Biometrika | 2022-02-15 | Paper |
A new proof of Huber's theorem on differential geometry in the large
(available as arXiv preprint) | 2022-01-27 | Paper |
| An extreme value approach to CoVaR estimation | 2022-01-03 | Paper |
| All Block Maxima method for estimating the extreme value index | 2020-10-29 | Paper |
Risk Theory: A Heavy Tail Approach.
Journal of the American Statistical Association | 2019-11-12 | Paper |
| scientific article; zbMATH DE number 7095896 (Why is no real title available?) | 2019-08-19 | Paper |
Estimation of the marginal expected shortfall: the mean when a related variable is extreme
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-06-12 | Paper |
Endpoint estimation for observations with normal measurement errors
Extremes | 2019-05-31 | Paper |
Statistics of Heteroscedastic Extremes
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-05-09 | Paper |
The fractional order PID method with a fault tolerant module for road feeling control of steer-by-wire system
Mathematical Problems in Engineering | 2019-02-08 | Paper |
Discussion on ``Human life is unlimited but short by Holger Rootzén and Dmitrii Zholud
Extremes | 2018-10-12 | Paper |
Existence of magic 3‐dimensional rectangles
Journal of Combinatorial Designs | 2018-10-05 | Paper |
Existence of centre-complementary magic rectangles
Discrete Mathematics | 2018-05-24 | Paper |
Discussion on ``Elicitability and backtesting: perspectives for banking regulation
The Annals of Applied Statistics | 2018-02-19 | Paper |
A Compact Representation for Compressing Converted Stereo Videos
IEEE Transactions on Image Processing | 2017-11-20 | Paper |
Book review of: A. J. McNeil et al., Quantitative risk management. Concepts, techniques and tools. Revised ed.
Extremes | 2017-11-02 | Paper |
Exact and fast simulation of max-stable processes on a compact set using the normalized spectral representation
Bernoulli | 2017-09-21 | Paper |
A coupled total variation model with curvature driven for image colorization
Inverse Problems and Imaging | 2016-11-07 | Paper |
Adapting extreme value statistics to financial time series: dealing with bias and serial dependence
Finance and Stochastics | 2016-05-23 | Paper |
Adapting extreme value statistics to financial time series: dealing with bias and serial dependence
Finance and Stochastics | 2016-01-06 | Paper |
The number of active bidders in internet auctions
Journal of Economic Theory | 2014-04-25 | Paper |
| On the Normalized Spectral Representation of Max-Stable Processes on a Compact Set | 2013-10-07 | Paper |
Bias correction in extreme value statistics with index around zero
Extremes | 2013-06-25 | Paper |
The power of weather
Computational Statistics and Data Analysis | 2012-12-30 | Paper |
The simple econometrics of tail dependence
Economics Letters | 2012-12-19 | Paper |
Dependence structure of risk factors and diversification effects
Insurance Mathematics & Economics | 2012-02-10 | Paper |
Extreme residual dependence for random vectors and processes
Advances in Applied Probability | 2011-05-03 | Paper |
The expected payoff to Internet auctions
Extremes | 2011-02-22 | Paper |
The extent of the maximum likelihood estimator for the extreme value index
Journal of Multivariate Analysis | 2010-03-01 | Paper |
On spatial extremes: with application to a rainfall problem
The Annals of Applied Statistics | 2009-08-07 | Paper |
A two-step estimator of the extreme value index
Extremes | 2009-02-28 | Paper |
Existence and consistency of the maximum likelihood estimator for the extreme value index
Journal of Multivariate Analysis | 2009-02-25 | Paper |
| On extreme value analysis of a spatial process | 2009-01-15 | Paper |
| scientific article; zbMATH DE number 1159251 (Why is no real title available?) | 1998-11-10 | Paper |
