| Publication | Date of Publication | Type |
|---|
| Dependent conditional tail expectation for extreme levels | 2024-03-27 | Paper |
| Particle filtering for Gumbel‐distributed daily maxima of methane and nitrous oxide | 2023-12-15 | Paper |
| Extreme Value Theory and Statistics of Univariate Extremes: A Review | 2023-11-10 | Paper |
| Robust estimation of the conditional stable tail dependence function | 2023-08-18 | Paper |
| Extreme-value based estimation of the conditional tail moment with application to reinsurance rating | 2023-02-01 | Paper |
| Nonparametric estimation of conditional marginal excess moments | 2022-12-06 | Paper |
| Measuring and comparing risks of different types | 2022-03-10 | Paper |
| Conditional marginal expected shortfall | 2021-12-18 | Paper |
| Estimating an endpoint with high order moments in the Weibull domain of attraction | 2021-09-29 | Paper |
| Local robust estimation of Pareto-type tails with random right censoring | 2021-05-03 | Paper |
| Extreme value estimation of the conditional risk premium in reinsurance | 2021-03-17 | Paper |
| Estimation of extreme conditional quantiles under a general tail-first-order condition | 2020-07-20 | Paper |
| Robust nonparametric estimation of the conditional tail dependence coefficient | 2020-05-19 | Paper |
| Bias correction in conditional multivariate extremes | 2020-05-13 | Paper |
| Bias-corrected estimation for conditional Pareto-type distributions with random right censoring | 2019-09-05 | Paper |
| Robust estimation of the Pickands dependence function under random right censoring | 2019-06-17 | Paper |
| A Non-Parametric Entropy-Based Approach to Detect Changes in Climate Extremes | 2019-05-09 | Paper |
| Estimating the parameters of a seasonal Markov-modulated Poisson process | 2019-03-13 | Paper |
| Extreme quantile estimation for \(\beta\)-mixing time series and applications | 2018-11-19 | Paper |
| Local robust estimation of the Pickands dependence function | 2018-10-30 | Paper |
| Local Estimation of the Conditional Stable Tail Dependence Function | 2018-10-08 | Paper |
| Inference for asymptotically independent samples of extremes | 2018-08-16 | Paper |
| A folding methodology for multivariate extremes: estimation of the spectral probability measure and actuarial applications | 2018-07-11 | Paper |
| Bias-corrected and robust estimation of the bivariate stable tail dependence function | 2018-02-01 | Paper |
| On kernel estimation of the second order rate parameter in multivariate extreme value statistics | 2017-10-06 | Paper |
| A local moment type estimator for an extreme quantile in regression with random covariates | 2017-04-27 | Paper |
| Kernel regression with Weibull-type tails | 2016-09-16 | Paper |
| Robust and bias-corrected estimation of the probability of extreme failure sets | 2016-05-25 | Paper |
| A weighted mean excess function approach to the estimation of Weibull-type tails | 2016-03-23 | Paper |
| Bias-corrected estimation of stable tail dependence function | 2015-12-23 | Paper |
| An estimator for the tail index of an integrated conditional Pareto-Weibull-type model | 2015-11-23 | Paper |
| Uniform asymptotic properties of a nonparametric regression estimator of conditional tails | 2015-10-05 | Paper |
| Robust conditional Weibull-type estimation | 2015-06-26 | Paper |
| An asymptotically unbiased minimum density power divergence estimator for the Pareto-tail index | 2015-06-25 | Paper |
| Reduced-Bias Estimator of the Conditional Tail Expectation of Heavy-Tailed Distributions | 2015-06-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5255159 | 2015-06-12 | Paper |
| Uniform strong consistency of a frontier estimator using kernel regression on high order moments | 2015-02-17 | Paper |
| Local robust and asymptotically unbiased estimation of conditional Pareto-type tails | 2015-01-29 | Paper |
| Robust and bias-corrected estimation of the coefficient of tail dependence | 2015-01-28 | Paper |
| Estimation of the parameters of a Markov-modulated loss process in insurance | 2015-01-28 | Paper |
| Nonparametric regression estimation of conditional tails: the random covariate case | 2014-12-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2925443 | 2014-10-22 | Paper |
| A local moment type estimator for the extreme value index in regression with random covariates | 2014-10-16 | Paper |
| A \(\Gamma\)-moment approach to monotonic boundary estimation | 2014-08-07 | Paper |
| Robust and asymptotically unbiased estimation of extreme quantiles for heavy tailed distributions | 2014-06-05 | Paper |
| Reduced-bias estimator of the Proportional Hazard Premium for heavy-tailed distributions | 2014-04-04 | Paper |
| Minimax pointwise estimation of an anisotropic regression function with unknown density of the design | 2014-03-10 | Paper |
| Frontier estimation with kernel regression on high order moments | 2014-01-10 | Paper |
| Estimating an endpoint with high-order moments | 2013-04-10 | Paper |
| Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence | 2013-03-20 | Paper |
| Weighted moment estimators for the second order scale parameter | 2013-01-11 | Paper |
| Estimation of extreme quantiles from heavy and light tailed distributions | 2012-08-30 | Paper |
| Estimating the conditional tail index by integrating a kernel conditional quantile estimator | 2012-07-16 | Paper |
| Estimation of the Bias of the Maximum Likelihood Estimators in an Extreme Value Context | 2012-06-19 | Paper |
| Bias-reduced estimators for bivariate tail modelling | 2011-08-01 | Paper |
| Return level bounds for discrete and continuous random variables | 2011-01-22 | Paper |
| Weibull tail-distributions revisited: A new look at some tail estimators | 2010-10-22 | Paper |
| Estimating catastrophic quantile levels for heavy-tailed distributions | 2010-06-20 | Paper |
| Peaks-Over-Threshold Modeling Under Random Censoring | 2010-06-08 | Paper |
| Improving extreme quantile estimation via a folding procedure | 2010-04-14 | Paper |
| Goodness-of-fit testing for Weibull-type behavior | 2010-03-18 | Paper |
| Bias-reduced estimators of the Weibull tail-coefficient | 2009-05-27 | Paper |
| Modelling pairwise dependence of maxima in space | 2009-03-11 | Paper |
| Statistics of extremes under random censoring | 2009-03-02 | Paper |
| Estimation of the extreme value index and extreme quantiles under random censoring | 2009-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5303074 | 2009-01-15 | Paper |
| Projection estimators of Pickands dependence functions | 2009-01-15 | Paper |
| A LAN based Neyman smooth test for Pareto distributions | 2008-08-06 | Paper |
| Peaks-over-threshold stability of multivariate generalized Pareto distributions | 2008-04-23 | Paper |
| Bias-reduced extreme quantile estimators of Weibull tail-distributions | 2008-03-11 | Paper |
| Asymptotic Normality of Extreme Quantile Estimators Based on the Peaks-Over-Threshold Approach | 2007-07-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3433270 | 2007-04-27 | Paper |
| Approximation of the distribution of excesses through a generalized probability-weighted moments method | 2007-02-14 | Paper |
| Estimation of the extreme-value index and generalized quantile plots | 2006-11-06 | Paper |
| Asymptotic normality of the extreme quantile estimator based on the POT method | 2005-09-27 | Paper |
| Approximation of the distribution of excesses using a generalized probability weighted moment method | 2005-04-07 | Paper |
| Extreme quantiles estimation for actuarial applications | 2004-11-23 | Paper |
| A new look at probability-weighted moments estimators | 2004-08-20 | Paper |
| A new extreme quantile estimator for heavy-tailed distributions | 2004-06-15 | Paper |
| On exponential representations of log-spacings of extreme order statistics | 2004-03-16 | Paper |
| Estimation of the asymptotic variance of kernel density estimators for continuous time processes | 2003-11-16 | Paper |
| Asymptotic behaviour of the probability-weighted moments and penultimate approximation | 2003-06-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4779567 | 2003-05-20 | Paper |
| Rates of strong uniform consistency for multivariate kernel density estimators. (Vitesse de convergence uniforme presque sûre pour des estimateurs à noyaux de densités multivariées) | 2003-03-11 | Paper |
| Almost sure convergence of a tail index estimator in the presence of censoring. | 2002-09-30 | Paper |
| Laws of the iterated logarithm for censored data | 2002-05-13 | Paper |
| A Diagnostic for Selecting the Threshold in Extreme Value Analysis | 2002-02-18 | Paper |
| On consistency of kernel density estimators for randomly censored data: Rates holding uniformly over adaptive intervals | 2001-12-16 | Paper |
| Pareto Index Estimation Under Moderate Right Censoring | 2001-12-12 | Paper |
| Bootstrap confidence intervals for the pareto index | 2001-07-19 | Paper |
| On the influence of weights on extremes | 2001-03-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4508688 | 2001-01-14 | Paper |
| On the smoothed bootstrap | 2001-01-11 | Paper |
| Efficient weighted bootstraps for the mean | 2000-09-12 | Paper |
| Weighted bootstraps for the variance | 1999-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4850461 | 1995-11-21 | Paper |
