Edit Profile (opens in new tab) Falk, Michael Compute Distance To: Compute Author ID: falk.michael Published as: Falk, Michael; Falk, M. Homepage: https://www.mathematik.uni-wuerzburg.de/appliedstochastics/team/falk-michael/ External Links: MGP · ResearchGate · dblp · GND Documents Indexed: 109 Publications since 1981, including 10 Books Reviewing Activity: 65 Reviews Co-Authors: 29 Co-Authors with 64 Joint Publications 228 Co-Co-Authors all top 5 Co-Authors 43 single-authored 17 Reiss, Rolf-Dieter 10 Marohn, Frank 8 Aulbach, Stefan 6 Padoan, Simone A. 5 Hofmann, Martin 5 Zott, Maximilian 4 Wisheckel, Florian 3 Hüsler, Jürg 3 Khorrami Chokami, Amir 3 Michel, René 3 Stupfler, Gilles 2 Becker, Rainer 2 Fuller, Timo 2 Guillou, Armelle 2 Kohne, Wolfgang 2 Tichy, Diana 1 Bayer, Verena 1 Brady, Thomas 1 Bruse, Florian 1 Christoph, Gerd 1 Dombry, Clément 1 Fischer, Hans 1 Hain, Johannes 1 Hauner, Wolfgang 1 Janas, Daniel 1 Kaufmann, Edgar 1 Lange, Martin 1 Liese, Friedrich 1 Rizzelli, Stefano 1 Tewes, Bernward 1 Toulemonde, Gwladys 1 Watt, Colum 1 Weller, Michael all top 5 Serials 14 Statistics & Probability Letters 13 Journal of Multivariate Analysis 9 Extremes 8 The Annals of Statistics 7 Annals of the Institute of Statistical Mathematics 6 Journal of Applied Probability 5 The Annals of Probability 4 Communications in Statistics. Theory and Methods 3 Journal of Statistical Planning and Inference 3 South African Statistical Journal 2 Statistics & Decisions 2 Probability Theory and Related Fields 2 Stochastic Processes and their Applications 2 Sankhyā. Series A 1 Advances in Applied Probability 1 Mathematische Semesterberichte 1 Statistica Neerlandica 1 Statistics 1 Journal of Theoretical Probability 1 Communications in Statistics. Simulation and Computation 1 Mitteilungen der Mathematischen Gesellschaft in Hamburg 1 Bernoulli 1 Journal of Nonparametric Statistics 1 Algebraic & Geometric Topology 1 REVSTAT 1 DMV Seminar 1 Electronic Journal of Statistics 1 Sankhyā 1 Dependence Modeling 1 Springer Series in Operations Research and Financial Engineering 1 Statistik und ihre Anwendungen 1 Mathematik für das Lehramt all top 5 Fields 93 Statistics (62-XX) 54 Probability theory and stochastic processes (60-XX) 5 Numerical analysis (65-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 General and overarching topics; collections (00-XX) 1 Combinatorics (05-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Group theory and generalizations (20-XX) 1 Convex and discrete geometry (52-XX) 1 Computer science (68-XX) 1 Mathematics education (97-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 90 Publications have been cited 766 times in 528 Documents Cited by ▼ Year ▼ Laws of small numbers: extremes and rare events. 2nd revised and extended edition. Zbl 1083.60003Falk, Michael; Hüsler, Jürg; Reiss, Rolf-Dieter 57 2004 Relative efficiency and deficiency of kernel type estimators of smooth distribution functions. Zbl 0532.62024Falk, M. 53 1983 Relative deficiency of kernel type estimators of quantiles. Zbl 0533.62040Falk, Michael 50 1984 Laws of small numbers: Extremes and rare events. Disk. incl. Zbl 0817.60057Falk, Michael; Hüsler, Jürg; Reiss, Rolf-Dieter 50 1994 Asymptotic normality of the kernel quantile estimator. Zbl 0567.62035Falk, Michael 46 1985 Laws of small numbers: extremes and rare events. 3rd revised and extended ed. Zbl 1213.62082Falk, Michael; Hüsler, Jürg; Reiss, Rolf-Dieter 39 2011 Weak convergence of smoothed and nonsmoothed bootstrap quantile estimates. Zbl 0684.62036Falk, M.; Reiss, R.-D. 36 1989 On the estimation of the quantile density function. Zbl 0585.62076Falk, Michael 30 1986 A note on domains of attraction of \(p\)-max stable laws. Zbl 0855.60027Christoph, Gerd; Falk, Michael 26 1996 On Pickands coordinates in arbitrary dimensions. Zbl 1068.60025Falk, Michael; Reiss, Rolf-Dieter 19 2005 Some best parameter estimates for distributions with finite endpoint. Zbl 0862.62028Falk, Michael 18 1995 On max-stable processes and the functional \(D\)-norm. Zbl 1295.60067Aulbach, Stefan; Falk, Michael; Hofmann, Martin 15 2013 A multivariate piecing-together approach with an application to operational loss data. Zbl 1238.62062Aulbach, Stefan; Bayer, Verena; Falk, Michael 13 2012 Von Mises conditions revisited. Zbl 0778.60040Falk, Michael; Marohn, Frank 12 1993 On testing the extreme value index via the POT-method. Zbl 0856.62027Falk, Michael 12 1995 Asymptotic independence of median and MAD. Zbl 0874.62047Falk, Michael 12 1997 Rates of uniform convergence of extreme order statistics. Zbl 0605.62045Falk, M. 11 1986 A note on uniform asymptotic normality of intermediate order statistics. Zbl 0693.62019Falk, Michael 10 1989 Coverage probabilities of bootstrap-confidence intervals for quantiles. Zbl 0725.62043Falk, Michael; Kaufmann, Edgar 10 1991 Testing for tail independence in extreme value models. Zbl 1095.62060Falk, Michael; Michel, René 8 2006 Multivariate extreme value theory and D-norms. Zbl 1428.60002Falk, Michael 8 2019 Poisson approximation of empirical processes. Zbl 0754.60048Falk, Michael; Reiss, Rolf-Dieter 7 1992 Local asymptotic normality of truncated empirical processes. Zbl 0930.62017Falk, Michael 7 1998 Bootstrapping the distance between smooth bootstrap and sample quantile distribution. Zbl 0659.62049Falk, M.; Reiss, R.-D. 7 1989 A simple approach to the generation of uniformly distributed random variables with prescribed correlations. Zbl 0968.65502Falk, Michael 7 1999 Weak convergence of the maximum error of the bootstrap quantile estimate. Zbl 0711.62019Falk, Michael 6 1990 Testing for a multivariate generalized Pareto distribution. Zbl 1223.62062Falk, M.; Michel, R. 6 2009 Asymptotic conditional distribution of exceedance counts. Zbl 1236.62005Falk, Michael; Tichy, Diana 6 2012 Estimation of canonical dependence parameters in a class of bivariate peaks-over-threshold models. Zbl 0981.62018Falk, Michael; Reiss, Rolf-Dieter 6 2001 Lan of thinned empirical process with an application to fuzzy set density. Zbl 0933.62016Falk, Michael; Liese, Friedrich 6 1999 Efficient estimation of the canonical dependence function. Zbl 1053.62062Falk, Michael; Reiss, Rolf 6 2003 Peaks-over-threshold stability of multivariate generalized Pareto distributions. Zbl 1137.62028Falk, Michael; Guillou, Armelle 6 2008 Independence of order statistics. Zbl 0637.62046Falk, M.; Reiss, R.-D. 5 1988 Edgeworth expansions for studentized and prepivoted sample quantiles. Zbl 0761.62016Falk, Michael; Janas, Daniel 5 1992 Efficient estimators and LAN in canonical bivariate POT models. Zbl 1041.62042Falk, Michael; Reiss, Rolf-Dieter 5 2003 A characterization of the rate of convergence in bivariate extreme value models. Zbl 1017.62046Falk, Michael; Reiss, Rolf Dieter 5 2002 LAN of extreme order statistics. Zbl 0843.62019Falk, Michael 5 1995 On MAD and comedians. Zbl 0897.62029Falk, Michael 5 1997 On the distribution of Pickands coordinates in bivariate EV and GP models. Zbl 1071.60036Falk, Michael; Reiss, Rolf-Dieter 5 2005 Efficiency of convex combinations of Pickands estimator of the extreme value index. Zbl 1380.62221Falk, Michael 5 1994 The fixpoint-iteration algorithm for parity games. Zbl 1464.68195Bruse, Florian; Falk, Michael; Lange, Martin 5 2014 The multivariate piecing-together approach revisited. Zbl 1352.62072Aulbach, Stefan; Falk, Michael; Hofmann, Martin 4 2012 The space of \(D\)-norms revisited. Zbl 1310.60062Aulbach, Stefan; Falk, Michael; Zott, Maximilian 4 2015 Max-stable processes and the functional \(D\)-norm revisited. Zbl 1318.60056Aulbach, Stefan; Falk, Michael; Hofmann, Martin; Zott, Maximilian 4 2015 On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix. Zbl 1086.62067Falk, Michael 4 2005 Testing for a generalized Pareto process. Zbl 1295.62017Aulbach, Stefan; Falk, Michael 4 2012 Generalized Pareto copulas: a key to multivariate extremes. Zbl 1428.62200Falk, Michael; Padoan, Simone A.; Wisheckel, Florian 4 2019 On idempotent \(D\)-norms. Zbl 1319.60113Falk, Michael 4 2015 Uniform convergence extreme order statistics. Zbl 0585.62034Falk, Michael 4 1985 Statistical inference for conditional curves: Poisson process approach. Zbl 0760.62035Falk, M.; Reiss, R.-D. 3 1992 Bootstrap optimal bandwidth selection for kernel density estimates. Zbl 0747.62038Falk, Michael 3 1992 On generalized max-linear models and their statistical interpolation. Zbl 1336.60101Falk, Michael; Hofmann, Martin; Zott, Maximilian 3 2015 Asymptotically optimal tests for conditional distributions. Zbl 0770.62014Falk, M.; Marohn, F. 3 1993 Local asymptotic normality in \(\delta\) of standard generalized Pareto processes. Zbl 1428.62193Aulbach, Stefan; Falk, Michael 3 2012 On the convergence of spectral densities of arrays of weakly stationary processes. Zbl 0544.60046Falk, M. 3 1984 A note on generalized Pareto distributions and the k upper extremes. Zbl 0675.62011Falk, Michael 3 1990 Weak convergence of the bootstrap process for large quantiles. Zbl 0687.60037Falk, M. 3 1988 Extreme quantile estimation in \(\delta\)-neighborhoods of generalized Pareto distributions. Zbl 0804.62025Falk, Michael 3 1994 A note on the comedian for elliptical distributions. Zbl 0914.62042Falk, Michael 3 1998 A note on the inverse bootstrap process for large quantiles. Zbl 0727.62051Falk, Michael 3 1991 A characterization of the Marshall-Olkin dependence function and a goodness-of-fit test. Zbl 1193.62088Falk, Michael; Reiss, Rolf-Dieter 3 2003 A representation of bivariate extreme value distributions via norms on \(\mathbb{R}^2\). Zbl 1142.60353Falk, Michael 3 2006 Asymptotic conditional distribution of exceedance counts: fragility index with different margins. Zbl 1254.62070Falk, Michael; Tichy, Diana 3 2012 Some results on joint record events. Zbl 1463.62144Falk, M.; Khorrami Chokami, A.; Padoan, S. A. 3 2018 An offspring of multivariate extreme value theory: the \(\max\)-characteristic function. Zbl 1352.60022Falk, Michael; Stupfler, Gilles 3 2017 On functional records and champions. Zbl 1478.60161Dombry, Clément; Falk, Michael; Zott, Maximilian 3 2019 Inequalities for the relative sufficiency between sets of order statistics. Zbl 0583.62039Reiss, R.-D.; Falk, M.; Weller, M. 3 1984 On the rate at which the sample extremes become independent. Zbl 0605.62046Falk, M.; Kohne, W. 2 1986 Kernel estimation of a density in an unknown endpoint of its support. Zbl 0544.62042Falk, M. 2 1984 The sample covariance is not efficient for elliptical distributions. Zbl 0998.62052Falk, Michael 2 2002 Foundations of statistical analyses and applications with SAS. Zbl 1008.62001Falk, Michael; Marohn, Frank; Tewes, Bernward 2 2002 Multivariate order statistics: the intermediate case. Zbl 1387.62066Falk, Michael; Wisheckel, Florian 2 2018 It was 30 years ago today when Laurens de Haan went the multivariate way. Zbl 1164.62351Falk, Michael 2 2008 On multivariate records from random vectors with independent components. Zbl 1401.60097Falk, M.; Khorrami Chokami, A.; Padoan, S. A. 2 2018 On the accuracy of the bootstrap approximation of the joint distribution of sample quantiles. Zbl 0617.62018Falk, Michael 1 1986 Bootstrap: Eine aktuelle statistische Idee. (Bootstrap: an immediate statistical idea). Zbl 0636.62037Falk, Michael 1 1987 Statistics in theory and practice. With applications in R. (Statistik in Theorie und Praxis. Mit Anwendungen in R.) Zbl 1300.00019Falk, Michael; Hain, Johannes; Marohn, Frank; Fischer, Hans; Michel, René 1 2014 Local asymptotic normality in a stationary model for spatial extremes. Zbl 1211.62084Falk, Michael 1 2011 Best attainable rate of joint convergence of extremes. Zbl 0672.62033Falk, Michael 1 1989 Sojourn times and the fragility index. Zbl 1247.60073Falk, Michael; Hofmann, Martin 1 2012 A Hellinger distance bound for the nearest neighbor approach in conditional curve estimation. Zbl 0795.62035Falk, M.; Reiss, R.-D. 1 1993 On a class of norms generated by nonnegative integrable distributions. Zbl 1447.60046Falk, Michael; Stupfler, Gilles 1 2019 Strong convergence of multivariate maxima. Zbl 1462.60068Falk, Michael; Padoan, Simone A.; Rizzelli, Stefano 1 2020 Testing for a \(\delta \)-neighborhood of a generalized Pareto copula. Zbl 1422.62174Aulbach, Stefan; Falk, Michael; Fuller, Timo 1 2019 Efficient estimation of the shape parameter in Pareto models with partially known scale. Zbl 0916.62020Falk, M.; Marohn, F. 1 1997 On the loss of information due to nonrandom truncation. Zbl 0976.62003Falk, Michael; Marohn, Frank 1 2000 A LAN based Neyman smooth test for Pareto distributions. Zbl 1140.62016Falk, Michael; Guillou, Armelle; Toulemonde, Gwladys 1 2008 Functional limit theorems for inverse bootstrap processes of sample quantiles. Zbl 0732.62043Falk, Michael 1 1991 On the excess distribution of sums of random variables in bivariate EV models. Zbl 05217611Falk, Michael 1 2007 A robustification of the sign test under mixing conditions. Zbl 0559.62036Falk, M.; Kohne, W. 1 1984 Strong convergence of multivariate maxima. Zbl 1462.60068Falk, Michael; Padoan, Simone A.; Rizzelli, Stefano 1 2020 Multivariate extreme value theory and D-norms. Zbl 1428.60002Falk, Michael 8 2019 Generalized Pareto copulas: a key to multivariate extremes. Zbl 1428.62200Falk, Michael; Padoan, Simone A.; Wisheckel, Florian 4 2019 On functional records and champions. Zbl 1478.60161Dombry, Clément; Falk, Michael; Zott, Maximilian 3 2019 On a class of norms generated by nonnegative integrable distributions. Zbl 1447.60046Falk, Michael; Stupfler, Gilles 1 2019 Testing for a \(\delta \)-neighborhood of a generalized Pareto copula. Zbl 1422.62174Aulbach, Stefan; Falk, Michael; Fuller, Timo 1 2019 Some results on joint record events. Zbl 1463.62144Falk, M.; Khorrami Chokami, A.; Padoan, S. A. 3 2018 Multivariate order statistics: the intermediate case. Zbl 1387.62066Falk, Michael; Wisheckel, Florian 2 2018 On multivariate records from random vectors with independent components. Zbl 1401.60097Falk, M.; Khorrami Chokami, A.; Padoan, S. A. 2 2018 An offspring of multivariate extreme value theory: the \(\max\)-characteristic function. Zbl 1352.60022Falk, Michael; Stupfler, Gilles 3 2017 The space of \(D\)-norms revisited. Zbl 1310.60062Aulbach, Stefan; Falk, Michael; Zott, Maximilian 4 2015 Max-stable processes and the functional \(D\)-norm revisited. Zbl 1318.60056Aulbach, Stefan; Falk, Michael; Hofmann, Martin; Zott, Maximilian 4 2015 On idempotent \(D\)-norms. Zbl 1319.60113Falk, Michael 4 2015 On generalized max-linear models and their statistical interpolation. Zbl 1336.60101Falk, Michael; Hofmann, Martin; Zott, Maximilian 3 2015 The fixpoint-iteration algorithm for parity games. Zbl 1464.68195Bruse, Florian; Falk, Michael; Lange, Martin 5 2014 Statistics in theory and practice. With applications in R. (Statistik in Theorie und Praxis. Mit Anwendungen in R.) Zbl 1300.00019Falk, Michael; Hain, Johannes; Marohn, Frank; Fischer, Hans; Michel, René 1 2014 On max-stable processes and the functional \(D\)-norm. Zbl 1295.60067Aulbach, Stefan; Falk, Michael; Hofmann, Martin 15 2013 A multivariate piecing-together approach with an application to operational loss data. Zbl 1238.62062Aulbach, Stefan; Bayer, Verena; Falk, Michael 13 2012 Asymptotic conditional distribution of exceedance counts. Zbl 1236.62005Falk, Michael; Tichy, Diana 6 2012 The multivariate piecing-together approach revisited. Zbl 1352.62072Aulbach, Stefan; Falk, Michael; Hofmann, Martin 4 2012 Testing for a generalized Pareto process. Zbl 1295.62017Aulbach, Stefan; Falk, Michael 4 2012 Local asymptotic normality in \(\delta\) of standard generalized Pareto processes. Zbl 1428.62193Aulbach, Stefan; Falk, Michael 3 2012 Asymptotic conditional distribution of exceedance counts: fragility index with different margins. Zbl 1254.62070Falk, Michael; Tichy, Diana 3 2012 Sojourn times and the fragility index. Zbl 1247.60073Falk, Michael; Hofmann, Martin 1 2012 Laws of small numbers: extremes and rare events. 3rd revised and extended ed. Zbl 1213.62082Falk, Michael; Hüsler, Jürg; Reiss, Rolf-Dieter 39 2011 Local asymptotic normality in a stationary model for spatial extremes. Zbl 1211.62084Falk, Michael 1 2011 Testing for a multivariate generalized Pareto distribution. Zbl 1223.62062Falk, M.; Michel, R. 6 2009 Peaks-over-threshold stability of multivariate generalized Pareto distributions. Zbl 1137.62028Falk, Michael; Guillou, Armelle 6 2008 It was 30 years ago today when Laurens de Haan went the multivariate way. Zbl 1164.62351Falk, Michael 2 2008 A LAN based Neyman smooth test for Pareto distributions. Zbl 1140.62016Falk, Michael; Guillou, Armelle; Toulemonde, Gwladys 1 2008 On the excess distribution of sums of random variables in bivariate EV models. Zbl 05217611Falk, Michael 1 2007 Testing for tail independence in extreme value models. Zbl 1095.62060Falk, Michael; Michel, René 8 2006 A representation of bivariate extreme value distributions via norms on \(\mathbb{R}^2\). Zbl 1142.60353Falk, Michael 3 2006 On Pickands coordinates in arbitrary dimensions. Zbl 1068.60025Falk, Michael; Reiss, Rolf-Dieter 19 2005 On the distribution of Pickands coordinates in bivariate EV and GP models. Zbl 1071.60036Falk, Michael; Reiss, Rolf-Dieter 5 2005 On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix. Zbl 1086.62067Falk, Michael 4 2005 Laws of small numbers: extremes and rare events. 2nd revised and extended edition. Zbl 1083.60003Falk, Michael; Hüsler, Jürg; Reiss, Rolf-Dieter 57 2004 Efficient estimation of the canonical dependence function. Zbl 1053.62062Falk, Michael; Reiss, Rolf 6 2003 Efficient estimators and LAN in canonical bivariate POT models. Zbl 1041.62042Falk, Michael; Reiss, Rolf-Dieter 5 2003 A characterization of the Marshall-Olkin dependence function and a goodness-of-fit test. Zbl 1193.62088Falk, Michael; Reiss, Rolf-Dieter 3 2003 A characterization of the rate of convergence in bivariate extreme value models. Zbl 1017.62046Falk, Michael; Reiss, Rolf Dieter 5 2002 The sample covariance is not efficient for elliptical distributions. Zbl 0998.62052Falk, Michael 2 2002 Foundations of statistical analyses and applications with SAS. Zbl 1008.62001Falk, Michael; Marohn, Frank; Tewes, Bernward 2 2002 Estimation of canonical dependence parameters in a class of bivariate peaks-over-threshold models. Zbl 0981.62018Falk, Michael; Reiss, Rolf-Dieter 6 2001 On the loss of information due to nonrandom truncation. Zbl 0976.62003Falk, Michael; Marohn, Frank 1 2000 A simple approach to the generation of uniformly distributed random variables with prescribed correlations. Zbl 0968.65502Falk, Michael 7 1999 Lan of thinned empirical process with an application to fuzzy set density. Zbl 0933.62016Falk, Michael; Liese, Friedrich 6 1999 Local asymptotic normality of truncated empirical processes. Zbl 0930.62017Falk, Michael 7 1998 A note on the comedian for elliptical distributions. Zbl 0914.62042Falk, Michael 3 1998 Asymptotic independence of median and MAD. Zbl 0874.62047Falk, Michael 12 1997 On MAD and comedians. Zbl 0897.62029Falk, Michael 5 1997 Efficient estimation of the shape parameter in Pareto models with partially known scale. Zbl 0916.62020Falk, M.; Marohn, F. 1 1997 A note on domains of attraction of \(p\)-max stable laws. Zbl 0855.60027Christoph, Gerd; Falk, Michael 26 1996 Some best parameter estimates for distributions with finite endpoint. Zbl 0862.62028Falk, Michael 18 1995 On testing the extreme value index via the POT-method. Zbl 0856.62027Falk, Michael 12 1995 LAN of extreme order statistics. Zbl 0843.62019Falk, Michael 5 1995 Laws of small numbers: Extremes and rare events. Disk. incl. Zbl 0817.60057Falk, Michael; Hüsler, Jürg; Reiss, Rolf-Dieter 50 1994 Efficiency of convex combinations of Pickands estimator of the extreme value index. Zbl 1380.62221Falk, Michael 5 1994 Extreme quantile estimation in \(\delta\)-neighborhoods of generalized Pareto distributions. Zbl 0804.62025Falk, Michael 3 1994 Von Mises conditions revisited. Zbl 0778.60040Falk, Michael; Marohn, Frank 12 1993 Asymptotically optimal tests for conditional distributions. Zbl 0770.62014Falk, M.; Marohn, F. 3 1993 A Hellinger distance bound for the nearest neighbor approach in conditional curve estimation. Zbl 0795.62035Falk, M.; Reiss, R.-D. 1 1993 Poisson approximation of empirical processes. Zbl 0754.60048Falk, Michael; Reiss, Rolf-Dieter 7 1992 Edgeworth expansions for studentized and prepivoted sample quantiles. Zbl 0761.62016Falk, Michael; Janas, Daniel 5 1992 Statistical inference for conditional curves: Poisson process approach. Zbl 0760.62035Falk, M.; Reiss, R.-D. 3 1992 Bootstrap optimal bandwidth selection for kernel density estimates. Zbl 0747.62038Falk, Michael 3 1992 Coverage probabilities of bootstrap-confidence intervals for quantiles. Zbl 0725.62043Falk, Michael; Kaufmann, Edgar 10 1991 A note on the inverse bootstrap process for large quantiles. Zbl 0727.62051Falk, Michael 3 1991 Functional limit theorems for inverse bootstrap processes of sample quantiles. Zbl 0732.62043Falk, Michael 1 1991 Weak convergence of the maximum error of the bootstrap quantile estimate. Zbl 0711.62019Falk, Michael 6 1990 A note on generalized Pareto distributions and the k upper extremes. Zbl 0675.62011Falk, Michael 3 1990 Weak convergence of smoothed and nonsmoothed bootstrap quantile estimates. Zbl 0684.62036Falk, M.; Reiss, R.-D. 36 1989 A note on uniform asymptotic normality of intermediate order statistics. Zbl 0693.62019Falk, Michael 10 1989 Bootstrapping the distance between smooth bootstrap and sample quantile distribution. Zbl 0659.62049Falk, M.; Reiss, R.-D. 7 1989 Best attainable rate of joint convergence of extremes. Zbl 0672.62033Falk, Michael 1 1989 Independence of order statistics. Zbl 0637.62046Falk, M.; Reiss, R.-D. 5 1988 Weak convergence of the bootstrap process for large quantiles. Zbl 0687.60037Falk, M. 3 1988 Bootstrap: Eine aktuelle statistische Idee. (Bootstrap: an immediate statistical idea). Zbl 0636.62037Falk, Michael 1 1987 On the estimation of the quantile density function. Zbl 0585.62076Falk, Michael 30 1986 Rates of uniform convergence of extreme order statistics. Zbl 0605.62045Falk, M. 11 1986 On the rate at which the sample extremes become independent. Zbl 0605.62046Falk, M.; Kohne, W. 2 1986 On the accuracy of the bootstrap approximation of the joint distribution of sample quantiles. Zbl 0617.62018Falk, Michael 1 1986 Asymptotic normality of the kernel quantile estimator. Zbl 0567.62035Falk, Michael 46 1985 Uniform convergence extreme order statistics. Zbl 0585.62034Falk, Michael 4 1985 Relative deficiency of kernel type estimators of quantiles. Zbl 0533.62040Falk, Michael 50 1984 On the convergence of spectral densities of arrays of weakly stationary processes. Zbl 0544.60046Falk, M. 3 1984 Inequalities for the relative sufficiency between sets of order statistics. Zbl 0583.62039Reiss, R.-D.; Falk, M.; Weller, M. 3 1984 Kernel estimation of a density in an unknown endpoint of its support. Zbl 0544.62042Falk, M. 2 1984 A robustification of the sign test under mixing conditions. Zbl 0559.62036Falk, M.; Kohne, W. 1 1984 Relative efficiency and deficiency of kernel type estimators of smooth distribution functions. Zbl 0532.62024Falk, M. 53 1983 all cited Publications top 5 cited Publications all top 5 Cited by 602 Authors 57 Falk, Michael 29 Hashorva, Enkelejd 17 Reiss, Rolf-Dieter 15 Barakat, Haroon Mohamed 13 Hüsler, Jürg 9 Nigm, E. M. 9 Peng, Liang 8 Aulbach, Stefan 7 Girard, Stéphane 7 Padoan, Simone A. 7 Peng, Zuoxiang 6 Frick, Melanie 6 Gardes, Laurent 6 Hofmann, Martin 6 Li, Deyuan 6 Sun, Shan 6 Zhou, Yong 6 Zott, Maximilian 5 Chen, Shouquan 5 Cheng, Cheng 5 Drees, Holger 5 El-Adll, Magdy E. 5 Hall, Peter Gavin 5 Marohn, Frank 5 Michel, René 5 Nadarajah, Saralees 5 Segers, Johan 5 Swanepoel, Jan W. H. 4 Cai, Zongwu 4 Cirillo, Pasquale 4 de Haan, Laurens 4 Dutta, Santanu 4 Fajardo, Jesús A. 4 González-Manteiga, Wenceslao 4 Janssen, Arnold 4 Kaufmann, Edgar 4 Lio, Y. L 4 Molchanov, Ilya S. 4 Omar, A. R. 4 Padgett, William Jowayne 4 Qi, Yongcheng 4 Ralescu, Stefan S. 4 Roussas, George Gregory 4 Schlather, Martin 4 Wisheckel, Florian 3 Bacro, Jean-Noël 3 Beranger, Boris 3 Bouzebda, Salim 3 Dewan, Isha 3 Gao, Shesheng 3 Ghorai, Jugal K. 3 Guillou, Armelle 3 Huang, Jianwen 3 Kabluchko, Zakhar A. 3 Khaled, O. M. 3 Kulasekera, Karunarathna B. 3 Lin, Fuming 3 Mai, Jan-Frederik 3 Müller, Hans-Georg 3 Müller, Samuel 3 Nešlehová, Johanna G. 3 Prendergast, Luke Anthony 3 Puri, Madan Lal 3 Ravi, Sreenivasan 3 Rootzén, Holger 3 Scherer, Matthias 3 Sisson, Scott A. 3 Staudte, Robert G. jun. 3 Strokorb, Kirstin 3 Stupfler, Gilles 3 Taleb, Nassim Nicholas 3 Tan, Zhongquan 3 Veraverbeke, Noël 3 Xiang, Xiaojing 3 Yan, Jun 3 Yang, Lijian 3 Zhang, Yichong 3 Zhao, Mu 3 Zhong, Yongmin 3 Zhou, Chen 3 Zuo, Yijun 2 Ahmad, Aboubacrène Ag 2 Alam, Khursheed 2 Alaswed, H. A. 2 Bellanger, Lise 2 Bingham, Nicholas Hugh 2 Bose, Arup 2 Chen, Yaqing 2 Davison, Anthony C. 2 Degenhardt, H. J. A. 2 Deme, El Hadji 2 Devroye, Luc P. J. A. 2 Di Bernardino, Elena 2 Diop, Aliou 2 Dombry, Clément 2 Einmahl, John H. J. 2 Elhattab, Issam 2 Feng, Bo 2 Fernández Palacín, Ana 2 Fernández-Sánchez, Juan ...and 502 more Authors all top 5 Cited in 101 Serials 69 Statistics & Probability Letters 50 Extremes 38 Journal of Statistical Planning and Inference 37 Journal of Multivariate Analysis 27 Communications in Statistics. Theory and Methods 25 Annals of the Institute of Statistical Mathematics 19 Journal of Nonparametric Statistics 17 The Annals of Statistics 12 Metrika 12 Bernoulli 10 Test 9 Statistics 9 Electronic Journal of Statistics 8 Journal of Applied Probability 8 Stochastic Processes and their Applications 7 Probability Theory and Related Fields 7 Journal of Statistical Computation and Simulation 7 Statistical Papers 6 Computational Statistics and Data Analysis 5 Insurance Mathematics & Economics 5 Communications in Statistics. Simulation and Computation 5 Journal of Probability and Statistics 4 Advances in Applied Probability 4 Journal of Econometrics 4 Methodology and Computing in Applied Probability 4 The Annals of Applied Statistics 3 Journal of Mathematical Analysis and Applications 3 Lithuanian Mathematical Journal 3 Physica A 3 Scandinavian Journal of Statistics 3 Acta Mathematicae Applicatae Sinica. English Series 3 Journal of Theoretical Probability 3 Mathematical Methods of Statistics 3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 3 Journal of Inequalities and Applications 3 Journal of Applied Statistics 3 Econometric Theory 3 Brazilian Journal of Probability and Statistics 3 Journal of Statistical Theory and Practice 3 Sankhyā. Series B 3 Dependence Modeling 2 Theory of Probability and its Applications 2 Information Sciences 2 Trabajos de Estadistica 2 Science in China. Series A 2 Applied Mathematical Modelling 2 Acta Mathematica Sinica. English Series 2 Scandinavian Actuarial Journal 2 Stochastic Models 2 Comptes Rendus. Mathématique. Académie des Sciences, Paris 2 Statistical Methods and Applications 2 Journal of the Korean Statistical Society 2 GEM - International Journal on Geomathematics 2 Sankhyā. Series A 1 The Canadian Journal of Statistics 1 Indian Journal of Pure & Applied Mathematics 1 Mathematical Proceedings of the Cambridge Philosophical Society 1 Problems of Information Transmission 1 Blätter (Deutsche Gesellschaft für Versicherungsmathematik) 1 Journal of Computational and Applied Mathematics 1 Journal of Functional Analysis 1 Kybernetika 1 Mathematics and Computers in Simulation 1 Metron 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Scandinavian Actuarial Journal 1 Journal of Time Series Analysis 1 Stochastic Analysis and Applications 1 Acta Applicandae Mathematicae 1 Statistical Science 1 Econometric Reviews 1 Mathematical and Computer Modelling 1 Economics Letters 1 Automation and Remote Control 1 Pattern Recognition 1 Proceedings of the Indian Academy of Sciences. Mathematical Sciences 1 Mathematical Programming. Series A. Series B 1 Vestnik St. Petersburg University. Mathematics 1 Applied Mathematics. Series B (English Edition) 1 Journal of Mathematical Sciences (New York) 1 ACM Transactions on Modeling and Computer Simulation 1 INFORMS Journal on Computing 1 Mathematical Problems in Engineering 1 Finance and Stochastics 1 Australian & New Zealand Journal of Statistics 1 Probability in the Engineering and Informational Sciences 1 Quantitative Finance 1 Journal of the Australian Mathematical Society 1 Journal of Applied Mathematics and Computing 1 North American Actuarial Journal 1 Hacettepe Journal of Mathematics and Statistics 1 Internet Mathematics 1 Thai Journal of Mathematics 1 REVSTAT 1 Statistical Methodology 1 Bulletin of the Institute of Mathematics. Academia Sinica. New Series 1 Statistical Analysis and Data Mining 1 AStA. Advances in Statistical Analysis 1 Statistics and Computing 1 Journal of Statistical Distributions and Applications ...and 1 more Serials all top 5 Cited in 20 Fields 444 Statistics (62-XX) 222 Probability theory and stochastic processes (60-XX) 38 Numerical analysis (65-XX) 15 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 Computer science (68-XX) 4 Operations research, mathematical programming (90-XX) 3 Real functions (26-XX) 2 Operator theory (47-XX) 2 Geophysics (86-XX) 2 Biology and other natural sciences (92-XX) 2 Information and communication theory, circuits (94-XX) 1 Combinatorics (05-XX) 1 Special functions (33-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Difference and functional equations (39-XX) 1 Abstract harmonic analysis (43-XX) 1 Integral equations (45-XX) 1 Geometry (51-XX) 1 Convex and discrete geometry (52-XX) 1 Systems theory; control (93-XX) Citations by Year