Testing the tail-dependence based on the radial
component (with M. Frick and R.-D. Reiss). Extremes 10,
2007, 109-128
An upper bound on the binomial process approximation to
the exceedance process (with R.-D. Reiss). Extremes 5,
253-269 (2002).
Rates of Convergence (with R.-D. Reiss and M. Thomas).
In: Reiss, R.-D. and Thomas, M. (2001). Statistical
Analysis of Extreme Values, 2nd ed., Birkhäuser, Basel,
183-190.
Penultimate Approximations in Extreme Value Theory.
Extremes 3(1), 39-55 (2000).
Approximation of the Hill estimator process (with R.-D.
Reiss). Statist. Probab. Letters 39, 347-354 (1998).
Selecting the optimal sample fraction in univariate
extreme value estimation (with H. Drees). Stoch. Processes
Appl. 75, 149-172 (1998).
Extrapolating Life Tables to Extreme Life Spans: A
Regression Approach Using XPL (with C. Hillgärtner). In:
Reiss, R.-D. and Thomas, M. (1997). Statistical Analysis of
Extreme Values, Birkhäuser, Basel.
Von Mises conditions, $delta$-neighborhoods and rates
of convergence for maxima. Statist. Probab. Letters 25,
63-70 (1995).
Approximation rates for multivariate exceedances.(with
R.-D. Reiss). J. Statist. Plann. Inference 45, 235- 245
(1995).
Poisson approximation of point processes of
exceedances under von Mises conditions (with H.
Drees). In: Galambos, J. et al. (eds.): Proc. of
the conference on extreme value theory
and applications, Vol. 3, Gaithersburg, Maryland:
NIST Special Publication 866, 95-102
(1994).
Strong convergence of multivariate maxima and
multivariate point processes of exceedances (with R.-D.
Reiss). Ann. Inst. Statist. Math. 45, 433-444 (1993).
Poisson approximation of intermediate empirical
processes (with R.-D. Reiss) . J. Appl. Probab. 29,
825-837 (1992).
On conditional distributions of nearest neighbors
(with R.-D. Reiss) . J. Mult. Analysis 42, 67-76
(1992).
Coverage probabilities of bootstrap-confidence
intervals for quantiles (with M. Falk). Ann. Statist.
19, 485-495 (1991).
