Falk, M.; Khorrami Chokami, A.; Padoan, S. A. Some results on joint record events. (English) Zbl 1463.62144 Stat. Probab. Lett. 135, 11-19 (2018). MSC: 62G30 62E20 62G32 60G70 60E15 PDFBibTeX XMLCite \textit{M. Falk} et al., Stat. Probab. Lett. 135, 11--19 (2018; Zbl 1463.62144) Full Text: DOI arXiv
Falk, Michael; Wisheckel, Florian Asymptotic independence of bivariate order statistics. (English) Zbl 1376.62030 Stat. Probab. Lett. 125, 91-98 (2017). MSC: 62G30 60G70 62E20 PDFBibTeX XMLCite \textit{M. Falk} and \textit{F. Wisheckel}, Stat. Probab. Lett. 125, 91--98 (2017; Zbl 1376.62030) Full Text: DOI arXiv
Falk, Michael On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix. (English) Zbl 1086.62067 Stat. Probab. Lett. 75, No. 4, 307-314 (2005). MSC: 62H10 62G32 65C60 PDFBibTeX XMLCite \textit{M. Falk}, Stat. Probab. Lett. 75, No. 4, 307--314 (2005; Zbl 1086.62067) Full Text: DOI
Falk, Michael; Reiss, Rolf Dieter A characterization of the rate of convergence in bivariate extreme value models. (English) Zbl 1017.62046 Stat. Probab. Lett. 59, No. 4, 341-351 (2002). Reviewer: Wiesław Dziubdziela (Kielce) MSC: 62G32 60G70 PDFBibTeX XMLCite \textit{M. Falk} and \textit{R. D. Reiss}, Stat. Probab. Lett. 59, No. 4, 341--351 (2002; Zbl 1017.62046) Full Text: DOI
Falk, Michael; Reiss, Rolf-Dieter Estimation of canonical dependence parameters in a class of bivariate peaks-over-threshold models. (English) Zbl 0981.62018 Stat. Probab. Lett. 52, No. 3, 233-242 (2001). MSC: 62F10 62G32 PDFBibTeX XMLCite \textit{M. Falk} and \textit{R.-D. Reiss}, Stat. Probab. Lett. 52, No. 3, 233--242 (2001; Zbl 0981.62018) Full Text: DOI
Falk, Michael Asymptotic independence of median and MAD. (English) Zbl 0874.62047 Stat. Probab. Lett. 34, No. 4, 341-345 (1997). MSC: 62G20 PDFBibTeX XMLCite \textit{M. Falk}, Stat. Probab. Lett. 34, No. 4, 341--345 (1997; Zbl 0874.62047) Full Text: DOI
Christoph, Gerd; Falk, Michael A note on domains of attraction of \(p\)-max stable laws. (English) Zbl 0855.60027 Stat. Probab. Lett. 28, No. 3, 279-284 (1996). MSC: 60F05 60G70 62E20 PDFBibTeX XMLCite \textit{G. Christoph} and \textit{M. Falk}, Stat. Probab. Lett. 28, No. 3, 279--284 (1996; Zbl 0855.60027) Full Text: DOI
Falk, Michael Extreme quantile estimation in \(\delta\)-neighborhoods of generalized Pareto distributions. (English) Zbl 0804.62025 Stat. Probab. Lett. 20, No. 1, 9-21 (1994). Reviewer: J.Melamed (Los Angeles) MSC: 62F10 62F12 62G05 62G30 PDFBibTeX XMLCite \textit{M. Falk}, Stat. Probab. Lett. 20, No. 1, 9--21 (1994; Zbl 0804.62025) Full Text: DOI
Falk, Michael; Reiss, Rolf-Dieter Poisson approximation of empirical processes. (English) Zbl 0754.60048 Stat. Probab. Lett. 14, No. 1, 39-48 (1992). MSC: 60G55 62B15 PDFBibTeX XMLCite \textit{M. Falk} and \textit{R.-D. Reiss}, Stat. Probab. Lett. 14, No. 1, 39--48 (1992; Zbl 0754.60048) Full Text: DOI
Falk, Michael; Janas, Daniel Edgeworth expansions for studentized and prepivoted sample quantiles. (English) Zbl 0761.62016 Stat. Probab. Lett. 14, No. 1, 13-24 (1992). MSC: 62E20 62G15 PDFBibTeX XMLCite \textit{M. Falk} and \textit{D. Janas}, Stat. Probab. Lett. 14, No. 1, 13--24 (1992; Zbl 0761.62016) Full Text: DOI
Falk, Michael Functional limit theorems for inverse bootstrap processes of sample quantiles. (English) Zbl 0732.62043 Stat. Probab. Lett. 11, No. 6, 529-536 (1991). Reviewer: Annibal Parracho Sant’Anna (Rio de Janeiro) MSC: 62G20 60F17 62G09 PDFBibTeX XMLCite \textit{M. Falk}, Stat. Probab. Lett. 11, No. 6, 529--536 (1991; Zbl 0732.62043) Full Text: DOI
Falk, Michael Weak convergence of the maximum error of the bootstrap quantile estimate. (English) Zbl 0711.62019 Stat. Probab. Lett. 10, No. 4, 301-305 (1990). Reviewer: K.-i.Yoshihara MSC: 62E20 60F05 62G30 PDFBibTeX XMLCite \textit{M. Falk}, Stat. Probab. Lett. 10, No. 4, 301--305 (1990; Zbl 0711.62019) Full Text: DOI
Falk, Michael Weak convergence of the remainder term in the Bahadur representation of extreme quantiles. (English) Zbl 0687.62018 Stat. Probab. Lett. 9, No. 1, 47-50 (1990). MSC: 62E20 60F05 62G30 PDFBibTeX XMLCite \textit{M. Falk}, Stat. Probab. Lett. 9, No. 1, 47--50 (1990; Zbl 0687.62018) Full Text: DOI
Falk, Michael On the estimation of the quantile density function. (English) Zbl 0585.62076 Stat. Probab. Lett. 4, 69-73 (1986). MSC: 62G05 62G20 PDFBibTeX XMLCite \textit{M. Falk}, Stat. Probab. Lett. 4, 69--73 (1986; Zbl 0585.62076) Full Text: DOI