| Publication | Date of Publication | Type |
|---|
| Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles | 2024-07-31 | Paper |
| An expectile computation cookbook | 2024-05-31 | Paper |
| Optimal weighted pooling for inference about the tail index and extreme quantiles | 2024-03-26 | Paper |
| Tail risk inference via expectiles in heavy-tailed time series | 2024-03-06 | Paper |
| Inference for extremal regression with dependent heavy-tailed data | 2024-01-04 | Paper |
| Composite bias‐reduced Lp‐quantile‐based estimators of extreme quantiles and expectiles | 2023-11-02 | Paper |
| Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks | 2023-07-18 | Paper |
| Extremile Regression | 2023-03-09 | Paper |
| Extreme $$L^p$$-quantile Kernel Regression | 2023-01-24 | Paper |
| Nonparametric extreme conditional expectile estimation | 2023-01-05 | Paper |
| Extreme expectile estimation for short-tailed data, with an application to market risk assessment | 2022-10-05 | Paper |
| On automatic bias reduction for extreme expectile estimation | 2022-09-15 | Paper |
| Joint inference on extreme expectiles for multivariate heavy-tailed distributions | 2022-05-16 | Paper |
| Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models | 2022-02-07 | Paper |
| Estimating an endpoint with high order moments in the Weibull domain of attraction | 2021-09-29 | Paper |
| The min-characteristic function: characterizing distributions by their min-linear projections | 2021-05-03 | Paper |
| ExpectHill estimation, extreme risk and heavy tails | 2021-02-04 | Paper |
| Beyond tail median and conditional tail expectation: Extreme risk estimation using tail Lp‐optimization | 2020-11-30 | Paper |
| On a class of norms generated by nonnegative integrable distributions | 2020-05-12 | Paper |
| Tail risk inference via expectiles in heavy-tailed time series | 2020-04-08 | Paper |
| On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails | 2019-12-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5205513 | 2019-12-12 | Paper |
| Tail expectile process and risk assessment | 2019-12-05 | Paper |
| Extremiles: A New Perspective on Asymmetric Least Squares | 2019-11-12 | Paper |
| On the study of extremes with dependent random right-censoring | 2019-05-31 | Paper |
| Estimating the parameters of a seasonal Markov-modulated Poisson process | 2019-03-13 | Paper |
| Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization | 2019-01-28 | Paper |
| ANALYZING AND PREDICTING CAT BOND PREMIUMS: A FINANCIAL LOSS PREMIUM PRINCIPLE AND EXTREME VALUE MODELING | 2018-06-05 | Paper |
| Estimation of Tail Risk Based on Extreme Expectiles | 2018-03-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5357880 | 2017-09-18 | Paper |
| Extreme versions of Wang risk measures and their estimation for heavy-tailed distributions | 2017-04-18 | Paper |
| An offspring of multivariate extreme value theory: the \(\max\)-characteristic function | 2016-12-28 | Paper |
| On the weak convergence of the kernel density estimator in the uniform topology | 2016-05-23 | Paper |
| Estimating the conditional extreme-value index under random right-censoring | 2015-12-23 | Paper |
| Extreme geometric quantiles in a multivariate regular variation framework | 2015-12-08 | Paper |
| Uniform asymptotic properties of a nonparametric regression estimator of conditional tails | 2015-10-05 | Paper |
| Estimating extreme quantiles under random truncation | 2015-06-26 | Paper |
| Erratum to: ``Estimating extreme quantiles under random truncation | 2015-06-26 | Paper |
| Uniform strong consistency of a frontier estimator using kernel regression on high order moments | 2015-02-17 | Paper |
| Estimation of the parameters of a Markov-modulated loss process in insurance | 2015-01-28 | Paper |
| Estimation of the conditional tail index using a smoothed local Hill estimator | 2014-12-17 | Paper |
| On the weak convergence of kernel density estimators inLpspaces | 2014-12-12 | Paper |
| Frontier estimation with kernel regression on high order moments | 2014-01-10 | Paper |
| A moment estimator for the conditional extreme-value index | 2013-09-26 | Paper |
| Estimating an endpoint with high-order moments | 2013-04-10 | Paper |
