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Beirlant, Jan

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Author ID: beirlant.jan Recent zbMATH articles by "Beirlant, Jan"
Published as: Beirlant, J.; Beirlant, Jan
Documents Indexed: 104 Publications since 1982, including 4 Books
all top 5

Co-Authors

2 single-authored
15 Teugels, Jozef L.
12 Goegebeur, Yuri
10 Guillou, Armelle
9 de Wet, Tertius
8 Dierckx, Goedele
7 Györfi, László
7 Vynckier, Petra
6 Einmahl, John H. J.
5 Vandewalle, Björn
4 Mason, David M.
4 van der Meulen, Edward C.
4 Verlaak, Robert
3 Berlinet, Alain F.
3 Buitendag, Sven
3 Deheuvels, Paul
3 Leal de Carvalho Gomes, Maria Ivette
3 Horváth, Lajos
3 Matthys, Gunther
3 Reynkens, Tom
3 Segers, Johan
3 van Zuijlen, Martien C. A.
2 Albrecher, Hansjörg
2 Antonio, Katrien
2 Biau, Gérard
2 Caeiro, Frederico
2 Carbonez, An
2 de Waal, Daan J.
2 De Waal, Daniel
2 Devroye, Luc P. J. A.
2 Dhaene, Jan
2 Dudewicz, Edward J.
2 Fraga Alves, M. Isabel
2 Goovaerts, Marc J.
2 Hoedemakers, Tom
2 Hubert, Mia
2 Joossens, Elisabeth
2 Maribe, Gaonyalelwe
2 Schoutens, Wim
2 Vajda, Igor
2 Veraverbeke, Noël
2 Verster, Andréhette
2 Vynckier, C.
2 Worms, Rym
1 Aly, Emad-Eldin A. A.
1 Bardoutsos, Anastasios G.
1 Bladt, Martin
1 Boniphace, E.
1 Bouquiaux, Christel
1 Broniatowski, Michel
1 Caers, Jef
1 Christmann, Andreas
1 De Spiegeleer, Jan
1 de Wall, D. J.
1 del Barrio, Eustasio
1 Delafosse, Emmanuel
1 Escobar-Bach, Mikael
1 Ferro, Christopher A. T.
1 Figueiredo, Fernanda Otilia
1 Fils-Villetard, Amélie
1 Geffray, Ségolen
1 Gijbels, Irène
1 Gomes, Ivette M.
1 Hallin, Marc
1 Herrmann, Klaus
1 Hürlimann, Werner
1 Janssen, Paul
1 Kamper, Francois
1 Lugosi, Gábor
1 Rachev, Svetlozar T.
1 Raoult, Jean-Pierre
1 Ruymgaart, Frits H.
1 Shorack, Galen R.
1 Stărică, Cătălin
1 Tierney, Luke
1 Toulemonde, Gwladys
1 Van Assche, Walter
1 Vanmarcke, Ann
1 Verbelen, Roel
1 Werker, Bas J. M.
1 Willekens, Eric
1 Worms, Julien

Publications by Year

Citations contained in zbMATH

85 Publications have been cited 1,397 times in 891 Documents Cited by Year
Statistics of extremes. Theory and applications. Zbl 1070.62036
Beirlant, Jan; Goegebeur, Yuri; Teugels, Jozef; Segers, Johan; De Waal, Daniel; Ferro, Chris
343
2004
Tail index estimation and an exponential regression model. Zbl 0947.62034
Beirlant, J.; Dierckx, G.; Goegebeur, Y.; Matthys, G.
81
1999
Practical analysis of extreme values. Zbl 0888.62003
Beirlant, Jan; Teugels, Jozef L.; Vynckier, Petra
72
1996
Nonparametric entropy estimation: An overview. Zbl 0882.62003
Beirlant, J.; Dudewicz, E. J.; Györfi, László; van der Meulen, Edward C.
63
1997
Tail index estimation, Pareto quantile plots, and regression diagnostics. Zbl 0881.62077
Beirlant, Jan; Vynckier, Petra; Teugels, Jozef L.
50
1996
On exponential representations of log-spacings of extreme order statistics. Zbl 1036.62040
Beirlant, J.; Dierckx, G.; Guillou, A.; Stǎricǎ, C.
39
2002
Excess functions and estimation of the extreme-value index. Zbl 0870.62019
Beirlant, Jan; Vynckier, Petra; Teugels, Jozef L.
35
1996
Estimation of the extreme value index and extreme quantiles under random censoring. Zbl 1157.62027
Beirlant, Jan; Guillou, Armelle; Dierckx, Goedele; Fils-Villetard, Amélie
30
2007
Reinsurance. Actuarial and statistical aspects. Zbl 1376.91004
Albrecher, Hansjoerg; Beirlant, Jan; Teugels, Jozef L.
29
2017
Kernel estimators for the second order parameter in extreme value statistics. Zbl 1188.62143
Goegebeur, Yuri; Beirlant, Jan; de Wet, Tertius
28
2010
A robust estimator for the tail index of Pareto-type distributions. Zbl 1445.62102
Vandewalle, B.; Beirlant, J.; Christmann, A.; Hubert, M.
24
2007
Regression with response distributions of Pareto-type. Zbl 1429.62078
Beirlant, Jan; Goegebeur, Yuri
24
2003
Estimation of the extreme-value index and generalized quantile plots. Zbl 1123.62034
Beirlant, J.; Dierckx, G.; Guillou, A.
22
2005
The mean residual life function at great age: Applications to tail estimation. Zbl 0846.62025
Beirlant, Jan; Broniatowski, Michel; Teugels, Jozef L.; Vynckier, Petra
21
1995
Actuarial statistics with generalized linear mixed models. Zbl 1104.62111
Antonio, Katrien; Beirlant, Jan
19
2007
On the asymptotic normality of the \(L_2\)-error in partitioning regression estimation. Zbl 0961.62030
Beirlant, Jan; Györfi, László
19
1998
An overview and open research topics in statistics of univariate extremes. Zbl 1297.62114
Beirlant, Jan; Caeiro, Frederico; Gomes, M. Ivette
18
2012
Estimating catastrophic quantile levels for heavy-tailed distributions. Zbl 1188.91237
Matthys, Gunther; Delafosse, Emmanuel; Guillou, Armelle; Beirlant, Jan
18
2004
Second-order refined peaks-over-threshold modelling for heavy-tailed distributions. Zbl 1162.62044
Beirlant, Jan; Joossens, Elisabeth; Segers, Johan
16
2009
On univariate extreme value statistics and the estimation of reinsurance premiums. Zbl 1168.62392
Vandewalle, B.; Beirlant, J.
16
2006
Local polynomial maximum likelihood estimation for Pareto-type distributions. Zbl 1035.62041
Beirlant, Jan; Goegebeur, Yuri
16
2004
On the asymptotic normality of \(L_ p\)-norms of empirical functionals. Zbl 0831.62019
Beirlant, J.; Mason, D. M.
16
1995
Optimal reinsurance programs: an optimal combination of several reinsurance protections on a heterogeneous insurance portfolio. Zbl 1103.91376
Verlaak, Robert; Beirlant, Jan
15
2003
On the asymptotic normality of the \(L_ 1\)- and \(L_ 2\)-errors in histogram density estimation. Zbl 0816.62037
Beirlant, Jan; Györfi, László; Lugosi, Gábor
15
1994
Modeling large claims in non-life insurance. Zbl 0753.62074
Beirlant, Jan; Teugels, Jozef L.
15
1992
Improved reduced-bias tail index and quantile estimators. Zbl 1131.62041
Beirlant, Jan; Figueiredo, Fernanda; Gomes, M. Ivette; Vandewalle, Björn
14
2008
Estimating the extreme value index and high quantiles with exponential regression models. Zbl 1028.62038
Matthys, G.; Beirlant, J.
14
2003
Large deviations of divergence measures on partitions. Zbl 0996.62052
Beirlant, Jan; Devroye, Luc; Györfi, László; Vajda, Igor
14
2001
Burr regression and portfolio segmentation. Zbl 0952.62092
Beirlant, Jan; Goegebeur, Yuri; Verlaak, Robert; Vynckier, Petra
14
1998
Linking Pareto-tail kernel goodness-of-fit statistics with tail index at optimal threshold and second order estimation. Zbl 1153.62035
Goegebeur, Yuri; Beirlant, Jan; de Wet, Tertius
13
2008
Semiparametric lower bounds for tail index estimation. Zbl 1077.62039
Beirlant, Jan; Bouquiaux, Christel; Werker, Bas J. M.
13
2006
Asymptotic normality of Hill’s estimator. Zbl 0678.62025
Beirlant, Jan; Teugels, Jozef L.
12
1989
A new estimation method for Weibull-type tails based on the mean excess function. Zbl 1161.62028
Dierckx, G.; Beirlant, J.; de Waal, D.; Guillou, A.
11
2009
Bias-reduced estimators for bivariate tail modelling. Zbl 1218.62046
Beirlant, J.; Dierckx, G.; Guillou, A.
10
2011
Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions. Zbl 1404.62115
Reynkens, Tom; Verbelen, Roel; Beirlant, Jan; Antonio, Katrien
9
2017
Bias-corrected estimation of stable tail dependence function. Zbl 1328.62195
Beirlant, Jan; Escobar-Bach, Mikael; Goegebeur, Yuri; Guillou, Armelle
9
2016
Generalized kernel estimators for the Weibull-tail coefficient. Zbl 1202.62043
Goegebeur, Yuri; Beirlant, Jan; De Wet, Tertius
9
2010
Peaks-over-threshold modeling under random censoring. Zbl 1284.62612
Beirlant, Jan; Guillou, Armelle; Toulemonde, Gwladys
9
2010
Confidence bounds for discounted loss reserves. Zbl 1103.91367
Hoedemakers, Tom; Beirlant, Jan; Goovaerts, Marc J.; Dhaene, Jan
9
2003
Pareto index estimation under moderate right censoring. Zbl 0979.91047
Beirlant, Jan; Guillou, Armelle
9
2001
Bias reduced tail estimation for censored Pareto type distributions. Zbl 1383.62151
Beirlant, J.; Bardoutsos, A.; de Wet, T.; Gijbels, I.
8
2016
A robust estimator of the tail index based on an exponential regression model. Zbl 1088.62064
Vandewalle, B.; Beirlant, J.; Hubert, M.
8
2004
The empirical distribution function and strong laws for functions of order statistics of uniform spacings. Zbl 0581.62046
Beirlant, Jan; van Zuijlen, M. C. A.
8
1985
Strong and weak approximations of k-spacings processes. Zbl 0529.60028
Aly, Emad-Eldin A. A.; Beirlant, Jan; Horváth, Lajos
8
1984
Nonparametric estimation of extreme conditional quantiles. Zbl 1045.62044
Beirlant, Jan; De Wet, Tertius; Goegebeur, Yuri
7
2004
Some comments on the estimation of a dependence index in bivariate extreme value statistics. Zbl 1092.62544
Beirlant, J.; Vandewalle, B.
7
2002
Goodness-of-fit analysis for multivariate normality based on generalized quantiles. Zbl 1061.62532
Beirlant, J.; Mason, D. M.; Vynckier, C.
7
1999
Limit distributions for compounded sums of extreme order statistics. Zbl 0759.62009
Beirlant, Jan; Teugels, Jozef L.
7
1992
On the approximation of P-P and Q-Q plot processes by Brownian bridges. Zbl 0757.60019
Beirlant, Jan; Deheuvels, Paul
7
1990
The asymptotic behavior of Hill’s estimator. Zbl 0657.62048
Beirlant, Jan; Teugels, J. K.
7
1987
Tail fitting for truncated and non-truncated Pareto-type distributions. Zbl 1360.62244
Beirlant, Jan; Fraga Alves, Isabel; Gomes, Ivette
6
2016
A goodness-of-fit statistic for Pareto-type behaviour. Zbl 1073.62045
Beirlant, Jan; De Wet, Tertius; Goegebeur, Yuri
6
2006
“Generalized Pareto fit to the society of actuaries’ large claims database” by Ana C. Cebrián, Michel Denuit, and Philippe Lambert, July 2003 (Discussion). Zbl 1085.62502
Beirlant, Jan; Joossens, Elisabeth; Segers, Johan
6
2004
Bootstrap confidence intervals for tail indices. Zbl 1042.62541
Caers, Jef; Beirlant, Jan; Vynckier, Petra
6
1998
On the distribution of discounted loss reserves using generalized linear models. Zbl 1145.91033
Hoedemakers, Tom; Beirlant, Jan; Goovaerts, Marc J.; Dhaene, Jan
5
2005
On piecewise linear density estimators. Zbl 0954.62038
Beirlant, J.; Berlinet, A.; Györfi, L.
5
1999
On the asymptotic normality of functions of uniform spacings. Zbl 0724.60022
Beirlant, J.; Janssen, P.; Veraverbeke, N.
5
1991
The problem of stability in insurance mathematics. Zbl 0648.62103
Beirlant, Jan; Rachev, S. T.
5
1987
On the impossibility of estimating densities in the extreme tail. Zbl 0916.62031
Beirlant, Jan; Devroye, Luc
4
1999
On the \(L_1\)-error in histogram density estimation: The multidimensional case. Zbl 0921.62040
Beirlant, J.; Györfi, L.
4
1998
Long run proportional hazards models of random censorship. Zbl 0753.62027
Beirlant, Jan; Carbonez, An; Van der Meulen, Edward
4
1992
Bahadur-Kiefer theorems for uniform spacings processes. Zbl 0739.60015
Beirlant, J.; Deheuvels, P.; Einmahl, J. H. J.; Mason, D. M.
4
1991
Bahadur-Kiefer theorems for the product-limit process. Zbl 0712.62041
Beirlant, Jan; Einmahl, John H. J.
4
1990
On functions bounding the empirical distribution of uniform spacings. Zbl 0498.62046
Beirlant, Jan; van der Meulen, E. C.; Ruymgaart, F. H.; van Zuijlen, M. C. A.
4
1982
Penalized bias reduction in extreme value estimation for censored Pareto-type data, and long-tailed insurance applications. Zbl 1396.62096
Beirlant, Jan; Maribe, G.; Verster, A.
3
2018
Asymptotics for the Hirsch index. Zbl 1349.62594
Beirlant, Jan; Einmahl, John H. J.
3
2010
Higher order estimation at Lebesgue points. Zbl 1169.62024
Beirlant, J.; Berlinet, A.; Biau, G.
3
2008
On the relative approximation error of the generalized Pareto approximation for a high quantile. Zbl 1088.60048
Beirlant, J.; Raoult, J.-P.; Worms, R.
3
2003
Divergence-type errors of smooth Barron-type density estimators. Zbl 1039.62029
Beirlant, Jan; Berlinet, Alain; Biau, Gérard; Vajda, Igor
3
2002
The appropriate reduction of the weighted empirical process. Zbl 0658.60012
Shorack, G. R.; Beirlant, Jan
3
1986
Limit theory for spacing statistics from general univariate distributions. Zbl 0651.62021
Beirlant, Jan
3
1986
Asymptotics of Hill’s estimator. Zbl 0611.62036
Beirlant, Jan; Teugels, J. K.
3
1986
Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework. Zbl 1357.62211
Caeiro, Frederico; Gomes, M. Ivette; Beirlant, Jan; de Wet, Tertius
2
2016
Generalized sum plots. Zbl 1297.62113
Beirlant, J.; Boniphace, E.; Dierckx, G.
2
2011
Rapid variation with remainder and rates of convergence. Zbl 0715.60019
Beirlant, J.; Willekens, E.
2
1990
Strong approximations of the empirical and quantile processes of uniform spacings. Zbl 0565.60027
Beirlant, Jan
2
1984
Complete statistical ranking of populations, with tables and applications. Zbl 0484.65090
Beirlant, Jan; Dudewicz, E. J.; van der Meulen, E. C.
2
1982
Estimation of the extreme value index in a censorship framework: asymptotic and finite sample behavior. Zbl 1418.62214
Beirlant, Jan; Worms, Julien; Worms, Rym
1
2019
Fitting tails affected by truncation. Zbl 1362.62115
Beirlant, Jan; Alves, Isabel Fraga; Reynkens, Tom
1
2017
Hunting for black swans in the European banking sector using extreme value analysis. Zbl 1368.91179
Beirlant, Jan; Schoutens, Wim; De Spiegeleer, Jan; Reynkens, Tom; Herrmann, Klaus
1
2016
Quasi-likelihood estimation of benchmark rates for excess of loss reinsurance programs. Zbl 1179.91112
Verlaak, Robert; Hürlimann, Werner; Beirlant, Jan
1
2009
Simultaneous tail index estimation. Zbl 1417.62126
Beirlant, Jan; Goegebeur, Yuri
1
2004
Some thoughts on extreme values. Zbl 1044.60509
Beirlant, J.; Teugels, J. L.; Vynckier, P.
1
1998
Asymptotic confidence intervals for the length of the short\(t\) under random censoring. Zbl 0831.62033
Beirlant, J.; Einmahl, J. H. J.
1
1995
Bahadur-Kiefer theorems for uniform spacings processes. Zbl 0776.60024
Beirlant, J.; Deheuvels, P.; Einmahl, J. H. J.; Mason, D. M.
1
1991
Estimation of the extreme value index in a censorship framework: asymptotic and finite sample behavior. Zbl 1418.62214
Beirlant, Jan; Worms, Julien; Worms, Rym
1
2019
Penalized bias reduction in extreme value estimation for censored Pareto-type data, and long-tailed insurance applications. Zbl 1396.62096
Beirlant, Jan; Maribe, G.; Verster, A.
3
2018
Reinsurance. Actuarial and statistical aspects. Zbl 1376.91004
Albrecher, Hansjoerg; Beirlant, Jan; Teugels, Jozef L.
29
2017
Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions. Zbl 1404.62115
Reynkens, Tom; Verbelen, Roel; Beirlant, Jan; Antonio, Katrien
9
2017
Fitting tails affected by truncation. Zbl 1362.62115
Beirlant, Jan; Alves, Isabel Fraga; Reynkens, Tom
1
2017
Bias-corrected estimation of stable tail dependence function. Zbl 1328.62195
Beirlant, Jan; Escobar-Bach, Mikael; Goegebeur, Yuri; Guillou, Armelle
9
2016
Bias reduced tail estimation for censored Pareto type distributions. Zbl 1383.62151
Beirlant, J.; Bardoutsos, A.; de Wet, T.; Gijbels, I.
8
2016
Tail fitting for truncated and non-truncated Pareto-type distributions. Zbl 1360.62244
Beirlant, Jan; Fraga Alves, Isabel; Gomes, Ivette
6
2016
Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework. Zbl 1357.62211
Caeiro, Frederico; Gomes, M. Ivette; Beirlant, Jan; de Wet, Tertius
2
2016
Hunting for black swans in the European banking sector using extreme value analysis. Zbl 1368.91179
Beirlant, Jan; Schoutens, Wim; De Spiegeleer, Jan; Reynkens, Tom; Herrmann, Klaus
1
2016
An overview and open research topics in statistics of univariate extremes. Zbl 1297.62114
Beirlant, Jan; Caeiro, Frederico; Gomes, M. Ivette
18
2012
Bias-reduced estimators for bivariate tail modelling. Zbl 1218.62046
Beirlant, J.; Dierckx, G.; Guillou, A.
10
2011
Generalized sum plots. Zbl 1297.62113
Beirlant, J.; Boniphace, E.; Dierckx, G.
2
2011
Kernel estimators for the second order parameter in extreme value statistics. Zbl 1188.62143
Goegebeur, Yuri; Beirlant, Jan; de Wet, Tertius
28
2010
Generalized kernel estimators for the Weibull-tail coefficient. Zbl 1202.62043
Goegebeur, Yuri; Beirlant, Jan; De Wet, Tertius
9
2010
Peaks-over-threshold modeling under random censoring. Zbl 1284.62612
Beirlant, Jan; Guillou, Armelle; Toulemonde, Gwladys
9
2010
Asymptotics for the Hirsch index. Zbl 1349.62594
Beirlant, Jan; Einmahl, John H. J.
3
2010
Second-order refined peaks-over-threshold modelling for heavy-tailed distributions. Zbl 1162.62044
Beirlant, Jan; Joossens, Elisabeth; Segers, Johan
16
2009
A new estimation method for Weibull-type tails based on the mean excess function. Zbl 1161.62028
Dierckx, G.; Beirlant, J.; de Waal, D.; Guillou, A.
11
2009
Quasi-likelihood estimation of benchmark rates for excess of loss reinsurance programs. Zbl 1179.91112
Verlaak, Robert; Hürlimann, Werner; Beirlant, Jan
1
2009
Improved reduced-bias tail index and quantile estimators. Zbl 1131.62041
Beirlant, Jan; Figueiredo, Fernanda; Gomes, M. Ivette; Vandewalle, Björn
14
2008
Linking Pareto-tail kernel goodness-of-fit statistics with tail index at optimal threshold and second order estimation. Zbl 1153.62035
Goegebeur, Yuri; Beirlant, Jan; de Wet, Tertius
13
2008
Higher order estimation at Lebesgue points. Zbl 1169.62024
Beirlant, J.; Berlinet, A.; Biau, G.
3
2008
Estimation of the extreme value index and extreme quantiles under random censoring. Zbl 1157.62027
Beirlant, Jan; Guillou, Armelle; Dierckx, Goedele; Fils-Villetard, Amélie
30
2007
A robust estimator for the tail index of Pareto-type distributions. Zbl 1445.62102
Vandewalle, B.; Beirlant, J.; Christmann, A.; Hubert, M.
24
2007
Actuarial statistics with generalized linear mixed models. Zbl 1104.62111
Antonio, Katrien; Beirlant, Jan
19
2007
On univariate extreme value statistics and the estimation of reinsurance premiums. Zbl 1168.62392
Vandewalle, B.; Beirlant, J.
16
2006
Semiparametric lower bounds for tail index estimation. Zbl 1077.62039
Beirlant, Jan; Bouquiaux, Christel; Werker, Bas J. M.
13
2006
A goodness-of-fit statistic for Pareto-type behaviour. Zbl 1073.62045
Beirlant, Jan; De Wet, Tertius; Goegebeur, Yuri
6
2006
Estimation of the extreme-value index and generalized quantile plots. Zbl 1123.62034
Beirlant, J.; Dierckx, G.; Guillou, A.
22
2005
On the distribution of discounted loss reserves using generalized linear models. Zbl 1145.91033
Hoedemakers, Tom; Beirlant, Jan; Goovaerts, Marc J.; Dhaene, Jan
5
2005
Statistics of extremes. Theory and applications. Zbl 1070.62036
Beirlant, Jan; Goegebeur, Yuri; Teugels, Jozef; Segers, Johan; De Waal, Daniel; Ferro, Chris
343
2004
Estimating catastrophic quantile levels for heavy-tailed distributions. Zbl 1188.91237
Matthys, Gunther; Delafosse, Emmanuel; Guillou, Armelle; Beirlant, Jan
18
2004
Local polynomial maximum likelihood estimation for Pareto-type distributions. Zbl 1035.62041
Beirlant, Jan; Goegebeur, Yuri
16
2004
A robust estimator of the tail index based on an exponential regression model. Zbl 1088.62064
Vandewalle, B.; Beirlant, J.; Hubert, M.
8
2004
Nonparametric estimation of extreme conditional quantiles. Zbl 1045.62044
Beirlant, Jan; De Wet, Tertius; Goegebeur, Yuri
7
2004
“Generalized Pareto fit to the society of actuaries’ large claims database” by Ana C. Cebrián, Michel Denuit, and Philippe Lambert, July 2003 (Discussion). Zbl 1085.62502
Beirlant, Jan; Joossens, Elisabeth; Segers, Johan
6
2004
Simultaneous tail index estimation. Zbl 1417.62126
Beirlant, Jan; Goegebeur, Yuri
1
2004
Regression with response distributions of Pareto-type. Zbl 1429.62078
Beirlant, Jan; Goegebeur, Yuri
24
2003
Optimal reinsurance programs: an optimal combination of several reinsurance protections on a heterogeneous insurance portfolio. Zbl 1103.91376
Verlaak, Robert; Beirlant, Jan
15
2003
Estimating the extreme value index and high quantiles with exponential regression models. Zbl 1028.62038
Matthys, G.; Beirlant, J.
14
2003
Confidence bounds for discounted loss reserves. Zbl 1103.91367
Hoedemakers, Tom; Beirlant, Jan; Goovaerts, Marc J.; Dhaene, Jan
9
2003
On the relative approximation error of the generalized Pareto approximation for a high quantile. Zbl 1088.60048
Beirlant, J.; Raoult, J.-P.; Worms, R.
3
2003
On exponential representations of log-spacings of extreme order statistics. Zbl 1036.62040
Beirlant, J.; Dierckx, G.; Guillou, A.; Stǎricǎ, C.
39
2002
Some comments on the estimation of a dependence index in bivariate extreme value statistics. Zbl 1092.62544
Beirlant, J.; Vandewalle, B.
7
2002
Divergence-type errors of smooth Barron-type density estimators. Zbl 1039.62029
Beirlant, Jan; Berlinet, Alain; Biau, Gérard; Vajda, Igor
3
2002
Large deviations of divergence measures on partitions. Zbl 0996.62052
Beirlant, Jan; Devroye, Luc; Györfi, László; Vajda, Igor
14
2001
Pareto index estimation under moderate right censoring. Zbl 0979.91047
Beirlant, Jan; Guillou, Armelle
9
2001
Tail index estimation and an exponential regression model. Zbl 0947.62034
Beirlant, J.; Dierckx, G.; Goegebeur, Y.; Matthys, G.
81
1999
Goodness-of-fit analysis for multivariate normality based on generalized quantiles. Zbl 1061.62532
Beirlant, J.; Mason, D. M.; Vynckier, C.
7
1999
On piecewise linear density estimators. Zbl 0954.62038
Beirlant, J.; Berlinet, A.; Györfi, L.
5
1999
On the impossibility of estimating densities in the extreme tail. Zbl 0916.62031
Beirlant, Jan; Devroye, Luc
4
1999
On the asymptotic normality of the \(L_2\)-error in partitioning regression estimation. Zbl 0961.62030
Beirlant, Jan; Györfi, László
19
1998
Burr regression and portfolio segmentation. Zbl 0952.62092
Beirlant, Jan; Goegebeur, Yuri; Verlaak, Robert; Vynckier, Petra
14
1998
Bootstrap confidence intervals for tail indices. Zbl 1042.62541
Caers, Jef; Beirlant, Jan; Vynckier, Petra
6
1998
On the \(L_1\)-error in histogram density estimation: The multidimensional case. Zbl 0921.62040
Beirlant, J.; Györfi, L.
4
1998
Some thoughts on extreme values. Zbl 1044.60509
Beirlant, J.; Teugels, J. L.; Vynckier, P.
1
1998
Nonparametric entropy estimation: An overview. Zbl 0882.62003
Beirlant, J.; Dudewicz, E. J.; Györfi, László; van der Meulen, Edward C.
63
1997
Practical analysis of extreme values. Zbl 0888.62003
Beirlant, Jan; Teugels, Jozef L.; Vynckier, Petra
72
1996
Tail index estimation, Pareto quantile plots, and regression diagnostics. Zbl 0881.62077
Beirlant, Jan; Vynckier, Petra; Teugels, Jozef L.
50
1996
Excess functions and estimation of the extreme-value index. Zbl 0870.62019
Beirlant, Jan; Vynckier, Petra; Teugels, Jozef L.
35
1996
The mean residual life function at great age: Applications to tail estimation. Zbl 0846.62025
Beirlant, Jan; Broniatowski, Michel; Teugels, Jozef L.; Vynckier, Petra
21
1995
On the asymptotic normality of \(L_ p\)-norms of empirical functionals. Zbl 0831.62019
Beirlant, J.; Mason, D. M.
16
1995
Asymptotic confidence intervals for the length of the short\(t\) under random censoring. Zbl 0831.62033
Beirlant, J.; Einmahl, J. H. J.
1
1995
On the asymptotic normality of the \(L_ 1\)- and \(L_ 2\)-errors in histogram density estimation. Zbl 0816.62037
Beirlant, Jan; Györfi, László; Lugosi, Gábor
15
1994
Modeling large claims in non-life insurance. Zbl 0753.62074
Beirlant, Jan; Teugels, Jozef L.
15
1992
Limit distributions for compounded sums of extreme order statistics. Zbl 0759.62009
Beirlant, Jan; Teugels, Jozef L.
7
1992
Long run proportional hazards models of random censorship. Zbl 0753.62027
Beirlant, Jan; Carbonez, An; Van der Meulen, Edward
4
1992
On the asymptotic normality of functions of uniform spacings. Zbl 0724.60022
Beirlant, J.; Janssen, P.; Veraverbeke, N.
5
1991
Bahadur-Kiefer theorems for uniform spacings processes. Zbl 0739.60015
Beirlant, J.; Deheuvels, P.; Einmahl, J. H. J.; Mason, D. M.
4
1991
Bahadur-Kiefer theorems for uniform spacings processes. Zbl 0776.60024
Beirlant, J.; Deheuvels, P.; Einmahl, J. H. J.; Mason, D. M.
1
1991
On the approximation of P-P and Q-Q plot processes by Brownian bridges. Zbl 0757.60019
Beirlant, Jan; Deheuvels, Paul
7
1990
Bahadur-Kiefer theorems for the product-limit process. Zbl 0712.62041
Beirlant, Jan; Einmahl, John H. J.
4
1990
Rapid variation with remainder and rates of convergence. Zbl 0715.60019
Beirlant, J.; Willekens, E.
2
1990
Asymptotic normality of Hill’s estimator. Zbl 0678.62025
Beirlant, Jan; Teugels, Jozef L.
12
1989
The asymptotic behavior of Hill’s estimator. Zbl 0657.62048
Beirlant, Jan; Teugels, J. K.
7
1987
The problem of stability in insurance mathematics. Zbl 0648.62103
Beirlant, Jan; Rachev, S. T.
5
1987
The appropriate reduction of the weighted empirical process. Zbl 0658.60012
Shorack, G. R.; Beirlant, Jan
3
1986
Limit theory for spacing statistics from general univariate distributions. Zbl 0651.62021
Beirlant, Jan
3
1986
Asymptotics of Hill’s estimator. Zbl 0611.62036
Beirlant, Jan; Teugels, J. K.
3
1986
The empirical distribution function and strong laws for functions of order statistics of uniform spacings. Zbl 0581.62046
Beirlant, Jan; van Zuijlen, M. C. A.
8
1985
Strong and weak approximations of k-spacings processes. Zbl 0529.60028
Aly, Emad-Eldin A. A.; Beirlant, Jan; Horváth, Lajos
8
1984
Strong approximations of the empirical and quantile processes of uniform spacings. Zbl 0565.60027
Beirlant, Jan
2
1984
On functions bounding the empirical distribution of uniform spacings. Zbl 0498.62046
Beirlant, Jan; van der Meulen, E. C.; Ruymgaart, F. H.; van Zuijlen, M. C. A.
4
1982
Complete statistical ranking of populations, with tables and applications. Zbl 0484.65090
Beirlant, Jan; Dudewicz, E. J.; van der Meulen, E. C.
2
1982
all top 5

Cited by 1,213 Authors

46 Beirlant, Jan
46 Guillou, Armelle
37 Leal de Carvalho Gomes, Maria Ivette
31 Goegebeur, Yuri
30 Girard, Stéphane
20 Gardes, Laurent
18 Einmahl, John H. J.
17 Segers, Johan
16 Kohler, Michael
12 Krzyżak, Adam
12 Stupfler, Gilles
11 Albrecher, Hansjörg
11 de Wet, Tertius
10 Caeiro, Frederico
10 Li, Deyuan
10 Naveau, Philippe
9 Asimit, Alexandru V.
9 Berlinet, Alain F.
9 Bouzebda, Salim
9 Györfi, László
9 Peng, Liang
9 Rootzén, Holger
8 de Haan, Laurens
8 Embrechts, Paul
8 Falk, Michael
8 Fougères, Anne-Laure
8 Henriques-Rodrigues, Lígia
8 Klüppelberg, Claudia
8 Pestana, Dinis Duarte
8 Resnick, Sidney Ira
8 Teugels, Jozef L.
8 Worms, Rym
7 Davison, Anthony C.
7 Figueiredo, Fernanda Otilia
7 Fraga Alves, M. Isabel
7 Hashorva, Enkelejd
7 Nadarajah, Saralees
7 Peng, Zuoxiang
7 Vajda, Igor
6 Brazauskas, Vytaras
6 Daouia, Abdelaati
6 Dierckx, Goedele
6 Ferreira, Helena
6 Goovaerts, Marc J.
6 Mason, David M.
6 Necir, Abdelhakim
6 Stehlík, Milan
6 Vandewalle, Björn
6 Worms, Julien
6 Zitikis, Ričardas
5 Artikis, Constantinos T.
5 Artikis, Panagiotis T.
5 Barbe, Philippe
5 Bücher, Axel
5 Clémençon, Stéphan
5 Das, Bikramjit
5 Davis, Richard A.
5 Deheuvels, Paul
5 Diebolt, Jean
5 Diop, Aliou
5 Drees, Holger
5 Ferreira, Marta
5 Hoedemakers, Tom
5 Huser, Raphaël
5 Ladoucette, Sophie A.
5 Mercadier, Cécile
5 Neves, Manuela
5 Padoan, Simone A.
5 Qin, Jing
5 Ruymgaart, Frits H.
5 Strokorb, Kirstin
5 Wadsworth, Jennifer L.
5 Walk, Harro
4 Badescu, Alexandru M.
4 Beran, Jan
4 Bertail, Patrice
4 Brahimi, Brahim
4 Cooley, Daniel S.
4 de Carvalho, Miguel
4 Devroye, Luc P. J. A.
4 Dutang, Christophe
4 Elhattab, Issam
4 Fátima Brilhante, M.
4 Genest, Christian
4 Kojadinovic, Ivan
4 Krajina, Andrea
4 Ling, Chengxiu
4 Louani, Djamal
4 Markovich, Natalia M.
4 Martins, M. João
4 Meraghni, Djamel
4 Robert, Christian Yann
4 Sabourin, Anne
4 Samorodnitsky, Gennady Pinkhosovich
4 Schlather, Martin
4 Serfling, Robert J.
4 Tawn, Jonathan A.
3 Alvarez-Andrade, Sergio
3 Antonio, Katrien
3 Bacro, Jean-Noël
...and 1,113 more Authors
all top 5

Cited in 158 Serials

80 Extremes
74 Insurance Mathematics & Economics
55 Journal of Statistical Planning and Inference
49 Journal of Multivariate Analysis
36 Statistics & Probability Letters
35 Computational Statistics and Data Analysis
30 Communications in Statistics. Theory and Methods
21 Bernoulli
20 Electronic Journal of Statistics
19 The Annals of Statistics
19 Scandinavian Actuarial Journal
16 Test
16 ASTIN Bulletin
14 Statistics
14 Journal of Nonparametric Statistics
11 Journal of Applied Probability
11 Journal of Computational and Applied Mathematics
11 Methodology and Computing in Applied Probability
10 Annals of the Institute of Statistical Mathematics
10 The Annals of Applied Statistics
9 Journal of Statistical Computation and Simulation
9 Journal of Statistical Theory and Practice
8 Metrika
8 Journal of Econometrics
8 Communications in Statistics. Simulation and Computation
8 Journal of Applied Statistics
8 Entropy
8 North American Actuarial Journal
7 Scandinavian Journal of Statistics
6 Kybernetika
6 Mathematical Methods of Statistics
6 Journal of the Korean Statistical Society
5 Advances in Applied Probability
5 European Journal of Operational Research
5 Stochastic Processes and their Applications
5 Comptes Rendus. Mathématique. Académie des Sciences, Paris
5 AStA. Advances in Statistical Analysis
5 Journal of Agricultural, Biological, and Environmental Statistics
5 European Actuarial Journal
5 Statistics and Computing
5 Dependence Modeling
4 The Canadian Journal of Statistics
4 Journal of Statistical Physics
4 Annals of Operations Research
4 The Annals of Applied Probability
4 Computational Statistics
4 Statistical Papers
4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
4 Quantitative Finance
4 Stochastic Models
4 Journal of Probability and Statistics
3 Lithuanian Mathematical Journal
3 Applied Mathematics and Computation
3 Journal of the American Statistical Association
3 Statistica Neerlandica
3 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
3 Journal of Time Series Analysis
3 Mathematical Problems in Engineering
3 Australian & New Zealand Journal of Statistics
3 Chaos
3 Journal of the Royal Statistical Society. Series B. Statistical Methodology
3 Journal of Interdisciplinary Mathematics
3 Statistical Inference for Stochastic Processes
3 Statistical Methods and Applications
2 Computer Methods in Applied Mechanics and Engineering
2 Theory of Probability and its Applications
2 The Annals of Probability
2 Fuzzy Sets and Systems
2 Information Sciences
2 Journal of Information & Optimization Sciences
2 Physica D
2 Top
2 Stochastic Environmental Research and Risk Assessment
2 Econometric Theory
2 Applied Stochastic Models in Business and Industry
2 Statistical Modelling
2 European Journal of Pure and Applied Mathematics
2 Mathematical Geosciences
2 Science China. Mathematics
2 Sankhyā. Series A
2 ISRN Probability and Statistics
1 Biological Cybernetics
1 International Journal of Engineering Science
1 International Journal of Solids and Structures
1 International Journal of Theoretical Physics
1 Journal of Computational Physics
1 Mathematical Biosciences
1 Periodica Mathematica Hungarica
1 Problems of Information Transmission
1 Chaos, Solitons and Fractals
1 Biometrics
1 Blätter (Deutsche Gesellschaft für Versicherungsmathematik)
1 Commentationes Mathematicae Universitatis Carolinae
1 International Journal of Mathematics and Mathematical Sciences
1 International Statistical Review
1 Journal of Mathematical Psychology
1 Mathematics and Computers in Simulation
1 Mathematics of Operations Research
1 Scandinavian Actuarial Journal
1 Theoretical Computer Science
...and 58 more Serials

Citations by Year