Publications
- Evidence for Long-Term Memory in Sea Level
(with Sönke Dangendorf, Diego Rybski, Christoph Mudersbach, Alfred Müller, Eduardo Zorita and Jürgen Jensen, 2014).
Geophysical Research Letters, 41(15), 5530-5537. - Testing the Tail-Dependence Based on the Radial Component
(with Melanie Frick and Rolf-Dieter Reiss, 2007).
Extremes, 10, 109-128. - Ultimate and Penultimate GP Approximation
(with Rolf-Dieter Reiss and Michael Thomas, 2007).
In: Statistical Analysis of Extreme Values (3rd edition, 182-189). Birkhäuser, Basel. - An Upper Bound on the Binomial Process Approximation to the Exceedance Process
(with Rolf-Dieter Reiss, 2002).
Extremes, 5, 253-269. - Penultimate Approximations in Extreme Value Theory
(2000).
Extremes, 3(1), 39-55. - Approximation of the Hill Estimator Process
(2000).
Statistics & Probability Letters, 39(4), 347-354. - Selecting the Optimal Sample Fraction in Univariate Extreme Value Estimation
(with Holger Drees, 1998).
Stochastic Processes and Their Applications, 75(2), 149-172. - Extrapolating Life Tables to Extreme Life Spans: A Regression Approach Using XPL
(with Cornelia Hillgärtner, 1997).
In: Statistical Analysis of Extreme Values (1st edition, 245-250). Birkhäuser, Basel. - Von Mises Conditions, δ-Neighborhoods and Rates of Convergence for Maxima
(1995).
Statistics & Probability Letters, 25(1), 63-70. - Approximation Rates for Multivariate Exceedances
(with Rolf-Dieter Reiss, 1995).
Journal of Statistical Planning and Inference, 45(1-2), 235-245. - Poisson Approximation of Point Processes of Exceedances Under Von Mises Conditions (with Holger Drees, 1994).
In: Proceedings of the Conference on Extreme Value Theory and Applications, Volume 3, Gaithersburg, Maryland, May 1993 (95-102). NIST Special Publication 866. - Strong Convergence of Multivariate Maxima and Multivariate Point Processes of Exceedances
(with Rolf-Dieter Reiss, 1993).
Annals of the Institute of Statistical Mathematics, 45, 433-444. - Poisson Approximation of Intermediate Empirical Processes
(with Rolf-Dieter Reiss, 1992).
Journal of Applied Probability, 29(4), 825-837. - On Conditional Distributions of Nearest Neighbors
(with Rolf-Dieter Reiss, 1992).
Journal of Multivariate Analysis, 42(1), 67-76. - Coverage Probabilities of Bootstrap-Confidence Intervals for Quantiles
(with Michael Falk, 1991).
The Annals of Statistics, 19(1), 485-495.