Chen Zhou

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
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
https://portal.mardi4nfdi.de/entity/Q5303076	2009-01-15	Paper
https://portal.mardi4nfdi.de/entity/Q4391675	1998-11-10	Paper

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