| Publication | Date of Publication | Type |
|---|
| Testing the Multivariate Regular Variation Model | 2024-10-11 | Paper |
| Bootstrapping Extreme Value Estimators | 2024-03-19 | Paper |
| Tail inverse regression: dimension reduction for prediction of extremes | 2024-01-16 | Paper |
| Tail inference using extreme U-statistics | 2023-05-31 | Paper |
| Trends in Extreme Value Indices | 2023-05-22 | Paper |
| A new proof of Huber's theorem on differential geometry in the large | 2023-03-14 | Paper |
| Research on crack propagation of 3D printed material with complex cracks based on the phase-field fracture model | 2022-10-11 | Paper |
| Adapting the Hill estimator to distributed inference: dealing with the bias | 2022-07-26 | Paper |
| Lefschetz theorem for holomorphic one-forms on weakly 1-complete manifolds | 2022-05-06 | Paper |
| TAIL DEPENDENCE OF OLS | 2022-04-22 | Paper |
| A horse race between the block maxima method and the peak-over-threshold approach | 2022-02-15 | Paper |
| Distributed inference for the extreme value index | 2022-02-15 | Paper |
| A new proof of Huber's theorem on differential geometry in the large | 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. | 2019-11-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5229933 | 2019-08-19 | Paper |
| Estimation of the Marginal Expected Shortfall: the Mean When a Related Variable is Extreme | 2019-06-12 | Paper |
| Endpoint estimation for observations with normal measurement errors | 2019-05-31 | Paper |
| Statistics of Heteroscedastic Extremes | 2019-05-09 | Paper |
| The fractional order PID method with a fault tolerant module for road feeling control of steer-by-wire system | 2019-02-08 | Paper |
| Discussion on ``Human life is unlimited but short by Holger Rootzén and Dmitrii Zholud | 2018-10-12 | Paper |
| Existence of magic 3‐dimensional rectangles | 2018-10-05 | Paper |
| Existence of centre-complementary magic rectangles | 2018-05-24 | Paper |
| Discussion on ``Elicitability and backtesting: perspectives for banking regulation | 2018-02-19 | Paper |
| A Compact Representation for Compressing Converted Stereo Videos | 2017-11-20 | Paper |
| Book review of: A. J. McNeil et al., Quantitative risk management. Concepts, techniques and tools. Revised ed. | 2017-11-02 | Paper |
| Exact and fast simulation of max-stable processes on a compact set using the normalized spectral representation | 2017-09-21 | Paper |
| A coupled total variation model with curvature driven for image colorization | 2016-11-07 | 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 |
| The number of active bidders in internet auctions | 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 | 2013-06-25 | Paper |
| The power of weather | 2012-12-30 | Paper |
| The simple econometrics of tail dependence | 2012-12-19 | Paper |
| Dependence structure of risk factors and diversification effects | 2012-02-10 | Paper |
| Extreme residual dependence for random vectors and processes | 2011-05-03 | Paper |
| The expected payoff to Internet auctions | 2011-02-22 | Paper |
| The extent of the maximum likelihood estimator for the extreme value index | 2010-03-01 | Paper |
| On spatial extremes: with application to a rainfall problem | 2009-08-07 | Paper |
| A two-step estimator of the extreme value index | 2009-02-28 | Paper |
| Existence and consistency of the maximum likelihood estimator for the extreme value index | 2009-02-25 | Paper |
| On extreme value analysis of a spatial process | 2009-01-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4391675 | 1998-11-10 | Paper |
