| 1973 |
On the measurability and consistency of maximum
likelihood estimates for unimodal densities. Ann.
Statist. 1, 888-901. |
| 1974 |
On the accuracy of the normal approximation for
quantiles. Ann. Probab. 2, 741-744. |
| 1975 |
Consistency of a certain class of empirical
density functions. Metrika 22, 189-203. |
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The asymptotic normality and asymptotic
expansions for the joint distribution of several
order statistics. In: Limit Theorems Probab. Theory
(Colloq. Math. János Bolyai 11. Keszthely, 1974),
ed. P. Révész, 297-340, North Holland,
Amsterdam. |
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On the characterization of Souslin and Borel
sets. Proc. Amer. Math. Soc. 53, 530-534. |
| 1976 |
On minimum distance estimators for unimodal
densities. Metrika 23, 7-14. |
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Asymptotic expansions for sample quantiles.
Ann. Probab. 4, 249-258 (1976). |
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On Wilks' distribution-free confidence
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| 1977 |
Optimum confidence bands for density functions.
Studia Sci. Math. Hung. 12, 207-214. |
| 1978 |
Approximate distribution of the maximum
deviation of histograms. Metrika 25, 9-26. |
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Consistency of minimum contrast estimators in
nonstandard cases. Metrika 25, 129-142. |
| 1980 |
Estimation of quantiles in certain
nonparametric models. Ann. Statist. 8, 87-105. |
| 1981 |
Approximation of product measures with
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Uniform approximation to distributions of
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Nonparametric estimation of smooth distribution
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Asymptotic independence of distributions of
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| 1982 |
One-sided test for quantiles in certain
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1980), ed. B.V. Gnedenko et al., 759-772, North
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Consistency of maximum penalized likelihood
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Statist. Decisions 1, 67-79. |
| 1983 |
A note on the uniform approximation to
distributions of extreme order statistics (zusammen
mit W. Kohne). Ann. Inst. Statist. Math. A 35,
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| 1984 |
Sharp rates of convergence of maximum
likelihood estimators in non-parametric models. Z.
Wahrsch. verw. Gebiete 65, 473-482. |
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Inequalities for the relative sufficiency
between sets of order statistics (zusammen mit M.
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ASI Meeting, Vimeiro, 1983), ed. J. Tiago de
Oliveira, 597-610, Reidel, Dortrecht. |
| 1985 |
Asymptotic expansions of moments of central
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Approximations to the distributions of ordered
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| 1986 |
Sharp rates of convergence of minimum distance
estimators. Shankya A 48, 59-68. |
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A new proof of the approximate sufficiency of
sparse order statistics. Statist. Probab. Letters
4, 233-235. |
| 1987 |
Estimating the tail index of a claim size
distribution. Blätter der DGVM 18, 21-25. |
| 1988 |
Independence of order statistics (zusammen mit
M. Falk). Ann. Probab. 16, 854-862. |
|
Comparison of location models of Weibull type
samples and extreme value processes (zusammen mit
A. Janssen). Probab. Th. Rel. Fields 78,
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| 1989 |
Approximate Distributions of Order Statistics.
New York: Springer. |
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(ed. with J. Hüsler). Lecture Notes in Statistics
51. New York: Springer. |
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Weak convergence of smoothed and non-smoothed
bootstrap quantile estimators (zusammen mit M.
Falk). Ann. Probab. 17, 362-371. |
|
Maxima of normal random vectors: Between
independence and complete dependence (zusammen mit
J. Hüsler). Statist. Probab. Letters 7,
283-286. |
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Extended extreme value models and adaptive
estimation of the tail index. In: Extreme Value
Theory (Oberwolfach, 1987), ed. J. Hüsler and R.-D.
Reiss, Lecture Notes in Statistics 51, 156-165,
Springer, New York. |
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Statistical inference based on large claims via
Poisson approximation. Part 1: Poisson random
variables. Blätter der DGVM 19, 1-5. |
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Bootstrapping the distance between smooth
bootstrap and sample quantile distribution
(zusammen mit M. Falk). Probab. Th. Rel. Fields.
82, 177-186. |
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Statistical inference based on large claims via
Poisson approximation. Part 2: Poisson process
approach. Blätter der DGVM 19, 123-128. |
| 1990 |
Asymptotic independence of marginal point
processes of exceedances. Statist. Decisions 8,
153-165. |
| 1992 |
Bootstrapping conditional curves (zusammen mit
M. Falk). In: Bootstrapping and Related Techniques
(Trier, 1990), ed. K.-H. Jöckel et al., Lecture
Notes in Economics and Mathematical Systems 376,
173-180, Springer, Berlin. |
|
Poisson approximation of empirical processes
(zusammen mit M. Falk). Statist. Probab. Letters.
14, 39-48. |
|
Statistical inference of conditional curves:
Poisson process approach (zusammen mit M. Falk).
Ann. Statist. 20, 779-796. |
|
On conditional distributions of nearest
neighbors (zusammen mit E. Kaufmann). J.
Multivariate Analysis 42, 67-76. |
|
Tail behavior in Wicksell's corpuscle problem
(zusammen mit H. Drees). In: Probability Theory and
Applications, eds. J. Galambos and I. Kátai,
205-220. Kluwer, Dortrecht. |
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Poisson approximation of intermediate empirical
point processes (zusammen mit E. Kaufmann). J.
Appl. Probab. 29, 825-837. |
| 1993 |
A Course on Point Processes. New York:
Springer. |
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Strong convergence of multivariate point
processes of exceedances (zusammen mit E.
Kaufmann). Ann. Inst. Statist. Math. 45,
433-444. |
|
A Hellinger distance bound for the nearest
neighbor approach in conditional curve estimation
(zusammen mit M. Falk). Statist. Decisions, Suppl.
Issue 3, 55-68. |
| 1994 |
Laws of Small Numbers: Extremes and Rare Events
(with M. Falk and J. Hüsler). DMV Seminar Band 23.
Basel: Birkhäuser. |
|
XTREMES: Extreme value analysis and robustness
(zusammen mit S. Ha{ss}mann und M. Thomas). In:
Extreme Value Theory and Applications, eds. J.
Galambos et al., 175-187. Kluwer, Dortrecht. |
|
Functional laws of small numbers (zusammen mit
M. Falk). In: Extreme Value Theory and
Applications, eds. J. Galambos et al., 337-354.
Kluwer, Dortrecht. |
| 1995 |
Approximation rates for multivariate
exceedances (zusammen mit E. Kaufmann). J. Statist.
Plann. Inference 45, 235-245. |
| 1996 |
Residual life functionals at great age
(zusammen mit H. Drees). Commun. Statist.-Theory
Meth. 25, 823-835. |
|
The extremes of a triangular array of normal
random variables (zusammen mit T. Hsing und J.
Hüsler). Ann. Appl. Probab. 6, 671-686. |
| 1997 |
Statistical Analysis of Extreme Values (for
Insurance, Finance, Hydrology and Other Fields)
(with M. Thomas). Birkhäuser, Basel. |
|
Extreme life spans. In: Statistical Analysis of
Extreme Values, Study 2, 241-244. Birkhäuser,
Basel. |
| 1998 |
Approximation of the Hill estimator process
(zusammen mit E. Kaufmann). Statist. Probab.
Letters 39, 347-354. |
|
Extreme environmental data with a trend and a
seasonal component (zusammen mit M. Thomas). In:
Environmental Engineering and Health Sciences (ed.
J.A. Raynal et al.), Proceedings of ISEEHS, Puebla,
41-49, Water Resources Publications,
Englewood. |
| 1999 |
A new class of Bayesian estimators in Paretian
excess-of-loss reinsurance (zusammen mit M.
Thomas). ASTIN-Bulletin 29, 339-349. |
| 2000 |
Extreme value analysis (zusammen mit M.
Thomas), Kapitel 13, Seiten 353-374, in Härdle, S.
Klimko, M. Müller. Xplore Learning Guide, Springer,
Berlin. |
|
Exact credibility estimation in certain Pareto
models (zusammen mit M. Thomas). In: Heavy Tails 99
(ed. J.P. Nolan and A. Swami), Proceedings of
Applications of Heavy Tailed Distributions in
Economics, Engineering and Statistics, Washington,
CD-ROM, Tails46, TSI Enterprises, Albequerque. |
|
Graphical programming in statistics: the XGPL
prototyp (zusammen mit M. Thomas). In:
Classification and Information Processing at the
Turn of the Millennium, Proc. 23rd Annual Conf.
GfKl (Decker, R. and Gaul, W. eds.), 264-271,
Springer, Berlin. |
| 2001 |
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. |
|
Long-trend study for ground level ozone data
from Mexico City (zusammen mit J.A. Villasenor und
H. Vaquera). In: Statistical Analysis of Extreme
Values, 2nd ed., Study 1, 353-358. Birkhäuser,
Basel. |
|
Estimation of the canonical parameter in a
class of peaks-over-threshold models (zusammen mit
M. Falk). Statist. Probab. Letters 52, 9-16. |
| 2002 |
A characterization of the rate of convergence
in bivariate extreme value models (zusammen mit M.
Falk). Statist. Probab. Letters 59, 341-351. |
|
An upper bound on the binomial process
approximation to the exceedance process (zusammen
mit E. Kaufmann). Extremes 5, 253-269. |
|
A Pascal based approach towards statistical
computing (zusammen mi F. Katritzke, W. Merzenich,
M. Thomas. Unpublished manuscript. |
| 2003 |
Efficient estimation and LAN in canonical
bivariate POT models (zusammen mit M. Falk). J.
Mult. Analysis 84, 190-207. |
|
Efficient estimation of the canonical
dependence parameter (zusammen mit M. Falk),
Extremes 6, 61-82. |
|
A characterization of the Marshall-Olkin
dependence function and a goodness-of-fit test
(zusammen mit M. Falk), Sankhya 65, No. 4,
807-820. |
| 2004 |
Laws of Small Numbers: Extremes and Rare Events
(with M. Falk and J. Hüsler). Birkhäuser, Basel,
2nd revised, extended ed., about 130 new
pages. |
|
Statistische Modellierung des
Zinsänderungsrisikos, Teil 1: Univariate
Verteilungen (zusammen mit A. Wiedemann, A.
Drosdzol, M. Thomas). In: Modernes
Risikomanagement, 57-70, F. Romeike ed., Wiley-VCH,
Weinheim. |
|
Statistische Modellierung des
Zinsänderungsrisikos, Teil 2: Multivariate
Verteilungen (zusammen mit A. Wiedemann, A.
Drosdzol, M. Thomas). In: Modernes
Risikomanagement, 71-84, F. Romeike ed., Wiley-VCH,
Weinheim. |
| 2005 |
On Pickands coordinates in arbitrary dimensions
(zusammen mit M. Falk), J. Mult. Analysis 92,
426-453. |
|
On the distribution of Pickands coordinates in
bivariate EV and GP models (zusammen mit M. Falk),
J. Mult. Analysis 93, 267-295. |
| 2007 |
Statistical Analysis of Extreme Values (for
Insurance, Finance, Hydrology and Other Fields)
(zusammen mit M. Thomas). Birkhäuser, Basel, 3rd
revised, extended ed., about 120 new pages. |
|
Testing the tail-dependence based on the radial
component (zusammen mit M. Frick und E. Kaufmann).
Extremes 10, 109-128. |
| 2008 |
An example of real-life data where the Hill
estimator is correct (zusammen mit U. Cormann). In:
Advances Math. Statist. Modeling, Ciudad Real, ed.
R. Minguez et al., 209-216. |
| 2009 |
Generalizing the Pareto to the log-Pareto
family and statistical inference (zusammen mit U.
Cormann). Extremes 12, 93-105. |
|
Expansions of multivariate Pickands densities
and testing the tail dependence (zusammen mit M.
Frick). J. Mult. Analysis 100, 1168-1181. |
| 2010 |
Limiting distributions of maxima under
triangular schemes (zusammen mit M. Frick).
Erscheint in J. Mult. Analysis. |
|
Conditioning exceedances on covariate processes
(zusammen mit U. Cormann). Zur Revision in Extremes. |
|
Some notes on extremal discriminant analysis
(zusammen mit Manjunath B.G. und M. Frick). Zur
Revision in J. Mult. Analysis. |
|
Approximate conditional independence in certain
GARCH(1,1) series with applications to value at
risk in aggregated series (zusammen mit P. Schupp
und U. Cormann). Zur Publikation eingereicht. |
