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Publications

Selected Articles

  • Consistency of a certain class of empirical density functions. Metrika 22, 189-203 (1975).
  • Sharp rates of convergence of maximum likelihood estimators in non-parametric models. Z. Wahrsch. verw. Gebiete 65, 473-482 (1984).
  • A new proof of the approximate sufficiency of sparse order statistics. Statist. Probab. Letters 4, 233-235 (1986).
  • Statistical inference based on large claims via Poisson approximation. Part I: Poisson random variables. Blätter der DGVM 19, 1-5 (1989).
  • Bootstrapping the distance between smooth bootstrap and sample quantile distribution (with M. Falk). Probab. Th. Rel. Fields. 82, 177-186 (1989).
  • On conditional distributions of nearest neighbors (with E. Kaufmann). J. Multivariate Analysis 42, 67-76 (1992).
  • Residual life functionals at great age (with H. Drees). Commun. Statist.-Theory Meth. 25, 823-835 (1996).
  • The extremes of a triangular array of normal random variables (with T. Hsing and J. Hüsler). Ann. Appl. Probab. 6, 671-686 (1996).
  • A new class of Bayesian estimators in Paretian excess-of-loss reinsurance (with M. Thomas). ASTIN-Bulletin 29, 339-349 (1999)
  • Graphical programming in statistics: the XGPL prototype (with M. Thomas). In: Classification and Information Processing, Proc. 23rd Annual Conf. GfKl (Decker, R. and Gaul, W. eds.), 264-271, Springer, Berlin (2000)
  • Statistische Modellierung des Zinsänderungsrisikos, Teil II: Multivariate Verteilungen (zusammen mit A. Wiedemann, A. Drosdzol, M. Thomas), 71-84, Modernes Risikomanagement, F. Romeike ed., Wiley-VCH, Weinheim (2004).

 

Extended list of publications

 

Books

  • Approximate Distributions of Order Statistics. New York: Springer (1989).
  • Extreme Value Theory. Oberwolfach-Tagung, 1987 (ed. with J. Hüsler). Lecture Notes in Statistics 51. New York: Springer (1989).
  • A Course on Point Processes. New York: Springer (1993).
  • Laws of Small Numbers: Extremes and Rare Events (with M. Falk and J. Hüsler). DMV Seminar Band 23. Basel: Birkhäuser (1994).
  • Statistical Analysis of Extreme Values (for Insurance, Finance, Hydrology and Other Fields) (with M. Thomas). Birkhäuser, Basel (1997).

 

Books in 2nd/3rd Edition

  • Statistical Analysis of Extreme Values (for Insurance, Finance, Hydrology and Other Fields) (with M. Thomas). Birkhäuser, Basel, 2nd revised, extended ed., about 160 new pages (2001).
  • Statistical Analysis of Extreme Values (for Insurance, Finance, Hydrology and Other Fields) (with M. Thomas). Birkhäuser, Basel, 3rd revised, extended ed., about 120 new pages (2007).
  • Laws of Small Numbers: Extremes and Rare Events (with M. Falk and J. Hüsler). Birkhäuser, Basel, 2nd revised, extended ed., about 130 new pages (2004).

 

 
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