Edit Profile (opens in new tab) Michel, René Co-Author Distance Author ID: michel.rene.1 Published as: Michel, René; Michel, R. External Links: MGP Documents Indexed: 9 Publications since 2006, including 1 Book and 1 Additional arXiv Preprint Co-Authors: 4 Co-Authors with 3 Joint Publications 26 Co-Co-Authors all top 5 Co-Authors 4 single-authored 3 Falk, Michael 1 Ambrosi, Davide 1 Duperray, Alain 1 Fischer, Hans 1 Hain, Johannes 1 Marohn, Frank 1 Peschetola, Valentina 1 Preziosi, Luigi 1 Schnakenburg, Igor 1 Verdier, Claude 1 Vitale, Guido 1 von Martens, Tobias all top 5 Serials 2 Extremes 1 Scandinavian Journal of Statistics 1 Annals of the Institute of Statistical Mathematics 1 Journal of Multivariate Analysis 1 Statistics 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings 1 Mathematik für das Lehramt all top 5 Fields 8 Statistics (62-XX) 3 Numerical analysis (65-XX) 1 General and overarching topics; collections (00-XX) 1 Mechanics of deformable solids (74-XX) 1 Geophysics (86-XX) 1 Biology and other natural sciences (92-XX) 1 Mathematics education (97-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 6 Publications have been cited 25 times in 21 Documents Cited by ▼ Year ▼ Testing for tail independence in extreme value models. Zbl 1095.62060 Falk, Michael; Michel, René 9 2006 Testing for a multivariate generalized Pareto distribution. Zbl 1223.62062 Falk, M.; Michel, R. 6 2009 Some notes on multivariate generalized Pareto distributions. Zbl 1141.62038 Michel, René 4 2008 Simulation of certain multivariate generalized Pareto distributions. Zbl 1164.65005 Michel, René 3 2007 Parametric estimation procedures in multivariate generalized Pareto models. Zbl 1195.62087 Michel, René 2 2009 Statistics in theory and practice. With applications in R. (Statistik in Theorie und Praxis. Mit Anwendungen in R.) Zbl 1300.00019 Falk, Michael; Hain, Johannes; Marohn, Frank; Fischer, Hans; Michel, René 1 2014 Statistics in theory and practice. With applications in R. (Statistik in Theorie und Praxis. Mit Anwendungen in R.) Zbl 1300.00019 Falk, Michael; Hain, Johannes; Marohn, Frank; Fischer, Hans; Michel, René 1 2014 Testing for a multivariate generalized Pareto distribution. Zbl 1223.62062 Falk, M.; Michel, R. 6 2009 Parametric estimation procedures in multivariate generalized Pareto models. Zbl 1195.62087 Michel, René 2 2009 Some notes on multivariate generalized Pareto distributions. Zbl 1141.62038 Michel, René 4 2008 Simulation of certain multivariate generalized Pareto distributions. Zbl 1164.65005 Michel, René 3 2007 Testing for tail independence in extreme value models. Zbl 1095.62060 Falk, Michael; Michel, René 9 2006 all cited Publications top 5 cited Publications all top 5 Cited by 39 Authors 5 Falk, Michael 4 Aulbach, Stefan 3 Michel, René 2 Bacro, Jean-Noël 2 Frick, Melanie 2 Reiss, Rolf-Dieter 1 Basrak, Bojan 1 Bayer, Verena 1 Bel, Liliane 1 Brborović, Darko 1 Davison, Anthony C. 1 Di Bernardino, Elena 1 Dutfoy, Anne 1 Fuller, Timo 1 Genton, Marc G. 1 Ghalibaf, Mohammad Bolbolian 1 Guillou, Armelle 1 Hofmann, Martin 1 Huser, Raphaël 1 Hüsler, Jürg 1 Kaufmann, Edgar 1 Kim, Heeyoung 1 Lantuéjoul, Christian 1 Manjunath, B. G. 1 Maume-Deschamps, Véronique 1 Möller, Tobias A. 1 Opitz, Thomas 1 Parey, Sylvie 1 Peng, Ljang 1 Prieur, Clémentine 1 Ribereau, Pierre 1 Roche, Nicolas 1 Rootzén, Holger 1 Segers, Johan 1 Shang, Hongwei 1 Wadsworth, Jennifer L. 1 Weiß, Christian H. 1 Yan, Jun 1 Zhang, Xuebin all top 5 Cited in 10 Serials 6 Extremes 5 Journal of Multivariate Analysis 2 Statistical Methods and Applications 2 Electronic Journal of Statistics 1 Annals of the Institute of Statistical Mathematics 1 Statistics 1 Journal of Statistical Computation and Simulation 1 Bernoulli 1 The Annals of Applied Statistics 1 Dependence Modeling Cited in 4 Fields 21 Statistics (62-XX) 8 Probability theory and stochastic processes (60-XX) 3 Numerical analysis (65-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Citations by Year