Aulbach, Stefan; Falk, Michael Testing for a generalized Pareto process. (English) Zbl 1295.62017 Electron. J. Stat. 6, 1779-1802 (2012). MSC: 62F05 60G70 62G32 62G10 PDFBibTeX XMLCite \textit{S. Aulbach} and \textit{M. Falk}, Electron. J. Stat. 6, 1779--1802 (2012; Zbl 1295.62017) Full Text: DOI arXiv Euclid
Aulbach, Stefan; Falk, Michael Local asymptotic normality in \(\delta\) of standard generalized Pareto processes. (English) Zbl 1428.62193 J. Stat. Plann. Inference 142, No. 6, 1339-1347 (2012). MSC: 62G32 60G70 62E20 60G55 PDFBibTeX XMLCite \textit{S. Aulbach} and \textit{M. Falk}, J. Stat. Plann. Inference 142, No. 6, 1339--1347 (2012; Zbl 1428.62193) Full Text: DOI arXiv
Falk, Michael Local asymptotic normality in a stationary model for spatial extremes. (English) Zbl 1211.62084 J. Multivariate Anal. 102, No. 1, 48-60 (2011). Reviewer: Michael Falk (Würzburg) MSC: 62G32 62H11 60G70 62E20 PDFBibTeX XMLCite \textit{M. Falk}, J. Multivariate Anal. 102, No. 1, 48--60 (2011; Zbl 1211.62084) Full Text: DOI
Falk, Michael; Liese, Friedrich Lan of thinned empirical process with an application to fuzzy set density. (English) Zbl 0933.62016 Extremes 1, No. 3, 323-349 (1999). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62F12 62G07 PDFBibTeX XMLCite \textit{M. Falk} and \textit{F. Liese}, Extremes 1, No. 3, 323--349 (1999; Zbl 0933.62016) Full Text: DOI
Falk, Michael Local asymptotic normality of truncated empirical processes. (English) Zbl 0930.62017 Ann. Stat. 26, No. 2, 692-718 (1998). MSC: 62F05 62F12 62G30 60G55 PDFBibTeX XMLCite \textit{M. Falk}, Ann. Stat. 26, No. 2, 692--718 (1998; Zbl 0930.62017) Full Text: DOI
Falk, M.; Marohn, F. Efficient estimation of the shape parameter in Pareto models with partially known scale. (English) Zbl 0916.62020 Stat. Decis. 15, No. 3, 229-239 (1997). MSC: 62F12 PDFBibTeX XMLCite \textit{M. Falk} and \textit{F. Marohn}, Stat. Decis. 15, No. 3, 229--239 (1997; Zbl 0916.62020)