| Publication | Date of Publication | Type |
|---|
| Semiparametric tail-index estimation for randomly right-truncated heavy-tailed data | 2024-07-17 | Paper |
| Bias reduction in kernel tail index estimation for randomly truncated Pareto-type data | 2023-08-07 | Paper |
| Kernel estimation for the tail index of a right-censored Pareto-type distribution | 2021-10-14 | Paper |
| Semiparametric tail-index estimation for randomly right-truncated heavy-tailed data | 2021-06-02 | Paper |
| Estimating the second-order parameter of regular variation and bias reduction in tail index estimation under random truncation | 2019-08-27 | Paper |
| Tail empirical process and weighted extreme value index estimator for randomly right-censored data | 2018-01-02 | Paper |
| Koml\'os-Major-Tusn\'ady approximations to increments of uniform empirical processes | 2017-09-03 | Paper |
| A semiparametric estimation of copula models based on the method of moments | 2017-06-29 | Paper |
| A Lynden-Bell integral estimator for the tail index of right-truncated data with a random threshold | 2017-05-16 | Paper |
| Robust Bayesian inference of generalized Pareto distribution | 2017-01-26 | Paper |
| Kernel estimation of the tail index of a right-truncated Pareto-type distribution | 2016-10-31 | Paper |
| Tail product-limit process for truncated data with application to extreme value index estimation | 2016-06-07 | Paper |
| Statistical estimate of the proportional hazard premium of loss under random censoring | 2016-05-11 | Paper |
| Gaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring | 2016-03-18 | Paper |
| Kernel estimation of the tail index of a right-truncated Pareto-type distribution | 2015-12-23 | Paper |
| Copula representation of bivariateL-moments: a new estimation method for multiparameter two-dimensional copula models | 2015-07-20 | Paper |
| Estimating the mean of a heavy-tailed distribution under random censoring | 2015-07-11 | Paper |
| On the estimation of the extreme value index for randomly right-truncated data and application | 2015-02-27 | Paper |
| Nelson-Aalen tail product-limit process and extreme value index estimation under random censorship | 2015-02-13 | Paper |
| A strong uniform convergence rate of a kernel conditional quantile estimator under random left-truncation and dependent data | 2013-05-27 | Paper |
| A bias-reduced estimator for the mean of a heavy-tailed distribution with an infinite second moment | 2013-05-02 | Paper |
| A semiparametric estimation procedure for multi-parameter Archimedean copulas based on the L-moments method | 2013-03-12 | Paper |
| Bias-reduced estimation of Wang's two-sided deviation risk measure under Lévy-stable regime | 2013-03-12 | Paper |
| Bias-corrected estimation in distortion risk premiums for heavy-tailed losses | 2013-03-12 | Paper |
| Distortion risk measures for sums of dependent losses | 2012-06-18 | Paper |
| Champernowne transformation in kernel quantile estimation for heavy-tailed distributions | 2012-06-18 | Paper |
| Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts | 2012-02-10 | Paper |
| Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses | 2011-12-21 | Paper |
| Erratum to: ‘Statistical estimate of the proportional hazard premium of loss’ | 2011-11-26 | Paper |
| Coupled risk measures and their empirical estimation when losses follow heavy-tailed distributions | 2011-05-30 | Paper |
| Estimating the conditional tail expectation in the case of heavy-tailed losses | 2010-12-01 | Paper |
| Estimating L-functionals for heavy-tailed distributions and application | 2010-12-01 | Paper |
| POT-based estimation of the renewal function of interoccurrence times of heavy-tailed risks | 2010-12-01 | Paper |
| Statistical estimate of the proportional hazard premium of loss | 2008-06-18 | Paper |
| Estimating the scale parameter of a Lévy-stable distribution via the extreme value approach | 2008-03-11 | Paper |
| A nonparametric sequential test with power 1 for the mean of Lévy-stable laws with infinite variance | 2007-01-29 | Paper |
| A functional law of the iterated logarithm for kernel-type estimators of the tail index | 2006-01-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3200379 | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5751659 | 1991-01-01 | Paper |
