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Author ID: falk.michael Recent zbMATH articles by "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

Publications by Year

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 1083.60003
Falk, Michael; Hüsler, Jürg; Reiss, Rolf-Dieter
57
2004
Relative efficiency and deficiency of kernel type estimators of smooth distribution functions. Zbl 0532.62024
Falk, M.
53
1983
Relative deficiency of kernel type estimators of quantiles. Zbl 0533.62040
Falk, Michael
50
1984
Laws of small numbers: Extremes and rare events. Disk. incl. Zbl 0817.60057
Falk, Michael; Hüsler, Jürg; Reiss, Rolf-Dieter
50
1994
Asymptotic normality of the kernel quantile estimator. Zbl 0567.62035
Falk, Michael
46
1985
Laws of small numbers: extremes and rare events. 3rd revised and extended ed. Zbl 1213.62082
Falk, Michael; Hüsler, Jürg; Reiss, Rolf-Dieter
39
2011
Weak convergence of smoothed and nonsmoothed bootstrap quantile estimates. Zbl 0684.62036
Falk, M.; Reiss, R.-D.
36
1989
On the estimation of the quantile density function. Zbl 0585.62076
Falk, Michael
30
1986
A note on domains of attraction of \(p\)-max stable laws. Zbl 0855.60027
Christoph, Gerd; Falk, Michael
26
1996
On Pickands coordinates in arbitrary dimensions. Zbl 1068.60025
Falk, Michael; Reiss, Rolf-Dieter
19
2005
Some best parameter estimates for distributions with finite endpoint. Zbl 0862.62028
Falk, Michael
18
1995
On max-stable processes and the functional \(D\)-norm. Zbl 1295.60067
Aulbach, Stefan; Falk, Michael; Hofmann, Martin
15
2013
A multivariate piecing-together approach with an application to operational loss data. Zbl 1238.62062
Aulbach, Stefan; Bayer, Verena; Falk, Michael
13
2012
Von Mises conditions revisited. Zbl 0778.60040
Falk, Michael; Marohn, Frank
12
1993
On testing the extreme value index via the POT-method. Zbl 0856.62027
Falk, Michael
12
1995
Asymptotic independence of median and MAD. Zbl 0874.62047
Falk, Michael
12
1997
Rates of uniform convergence of extreme order statistics. Zbl 0605.62045
Falk, M.
11
1986
A note on uniform asymptotic normality of intermediate order statistics. Zbl 0693.62019
Falk, Michael
10
1989
Coverage probabilities of bootstrap-confidence intervals for quantiles. Zbl 0725.62043
Falk, Michael; Kaufmann, Edgar
10
1991
Testing for tail independence in extreme value models. Zbl 1095.62060
Falk, Michael; Michel, René
8
2006
Multivariate extreme value theory and D-norms. Zbl 1428.60002
Falk, Michael
8
2019
Poisson approximation of empirical processes. Zbl 0754.60048
Falk, Michael; Reiss, Rolf-Dieter
7
1992
Local asymptotic normality of truncated empirical processes. Zbl 0930.62017
Falk, Michael
7
1998
Bootstrapping the distance between smooth bootstrap and sample quantile distribution. Zbl 0659.62049
Falk, M.; Reiss, R.-D.
7
1989
A simple approach to the generation of uniformly distributed random variables with prescribed correlations. Zbl 0968.65502
Falk, Michael
7
1999
Weak convergence of the maximum error of the bootstrap quantile estimate. Zbl 0711.62019
Falk, Michael
6
1990
Testing for a multivariate generalized Pareto distribution. Zbl 1223.62062
Falk, M.; Michel, R.
6
2009
Asymptotic conditional distribution of exceedance counts. Zbl 1236.62005
Falk, Michael; Tichy, Diana
6
2012
Estimation of canonical dependence parameters in a class of bivariate peaks-over-threshold models. Zbl 0981.62018
Falk, Michael; Reiss, Rolf-Dieter
6
2001
Lan of thinned empirical process with an application to fuzzy set density. Zbl 0933.62016
Falk, Michael; Liese, Friedrich
6
1999
Efficient estimation of the canonical dependence function. Zbl 1053.62062
Falk, Michael; Reiss, Rolf
6
2003
Peaks-over-threshold stability of multivariate generalized Pareto distributions. Zbl 1137.62028
Falk, Michael; Guillou, Armelle
6
2008
Independence of order statistics. Zbl 0637.62046
Falk, M.; Reiss, R.-D.
5
1988
Edgeworth expansions for studentized and prepivoted sample quantiles. Zbl 0761.62016
Falk, Michael; Janas, Daniel
5
1992
Efficient estimators and LAN in canonical bivariate POT models. Zbl 1041.62042
Falk, Michael; Reiss, Rolf-Dieter
5
2003
A characterization of the rate of convergence in bivariate extreme value models. Zbl 1017.62046
Falk, Michael; Reiss, Rolf Dieter
5
2002
LAN of extreme order statistics. Zbl 0843.62019
Falk, Michael
5
1995
On MAD and comedians. Zbl 0897.62029
Falk, Michael
5
1997
On the distribution of Pickands coordinates in bivariate EV and GP models. Zbl 1071.60036
Falk, Michael; Reiss, Rolf-Dieter
5
2005
Efficiency of convex combinations of Pickands estimator of the extreme value index. Zbl 1380.62221
Falk, Michael
5
1994
The fixpoint-iteration algorithm for parity games. Zbl 1464.68195
Bruse, Florian; Falk, Michael; Lange, Martin
5
2014
The multivariate piecing-together approach revisited. Zbl 1352.62072
Aulbach, Stefan; Falk, Michael; Hofmann, Martin
4
2012
The space of \(D\)-norms revisited. Zbl 1310.60062
Aulbach, Stefan; Falk, Michael; Zott, Maximilian
4
2015
Max-stable processes and the functional \(D\)-norm revisited. Zbl 1318.60056
Aulbach, 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 1086.62067
Falk, Michael
4
2005
Testing for a generalized Pareto process. Zbl 1295.62017
Aulbach, Stefan; Falk, Michael
4
2012
Generalized Pareto copulas: a key to multivariate extremes. Zbl 1428.62200
Falk, Michael; Padoan, Simone A.; Wisheckel, Florian
4
2019
On idempotent \(D\)-norms. Zbl 1319.60113
Falk, Michael
4
2015
Uniform convergence extreme order statistics. Zbl 0585.62034
Falk, Michael
4
1985
Statistical inference for conditional curves: Poisson process approach. Zbl 0760.62035
Falk, M.; Reiss, R.-D.
3
1992
Bootstrap optimal bandwidth selection for kernel density estimates. Zbl 0747.62038
Falk, Michael
3
1992
On generalized max-linear models and their statistical interpolation. Zbl 1336.60101
Falk, Michael; Hofmann, Martin; Zott, Maximilian
3
2015
Asymptotically optimal tests for conditional distributions. Zbl 0770.62014
Falk, M.; Marohn, F.
3
1993
Local asymptotic normality in \(\delta\) of standard generalized Pareto processes. Zbl 1428.62193
Aulbach, Stefan; Falk, Michael
3
2012
On the convergence of spectral densities of arrays of weakly stationary processes. Zbl 0544.60046
Falk, M.
3
1984
A note on generalized Pareto distributions and the k upper extremes. Zbl 0675.62011
Falk, Michael
3
1990
Weak convergence of the bootstrap process for large quantiles. Zbl 0687.60037
Falk, M.
3
1988
Extreme quantile estimation in \(\delta\)-neighborhoods of generalized Pareto distributions. Zbl 0804.62025
Falk, Michael
3
1994
A note on the comedian for elliptical distributions. Zbl 0914.62042
Falk, Michael
3
1998
A note on the inverse bootstrap process for large quantiles. Zbl 0727.62051
Falk, Michael
3
1991
A characterization of the Marshall-Olkin dependence function and a goodness-of-fit test. Zbl 1193.62088
Falk, Michael; Reiss, Rolf-Dieter
3
2003
A representation of bivariate extreme value distributions via norms on \(\mathbb{R}^2\). Zbl 1142.60353
Falk, Michael
3
2006
Asymptotic conditional distribution of exceedance counts: fragility index with different margins. Zbl 1254.62070
Falk, Michael; Tichy, Diana
3
2012
Some results on joint record events. Zbl 1463.62144
Falk, M.; Khorrami Chokami, A.; Padoan, S. A.
3
2018
An offspring of multivariate extreme value theory: the \(\max\)-characteristic function. Zbl 1352.60022
Falk, Michael; Stupfler, Gilles
3
2017
On functional records and champions. Zbl 1478.60161
Dombry, Clément; Falk, Michael; Zott, Maximilian
3
2019
Inequalities for the relative sufficiency between sets of order statistics. Zbl 0583.62039
Reiss, R.-D.; Falk, M.; Weller, M.
3
1984
On the rate at which the sample extremes become independent. Zbl 0605.62046
Falk, M.; Kohne, W.
2
1986
Kernel estimation of a density in an unknown endpoint of its support. Zbl 0544.62042
Falk, M.
2
1984
The sample covariance is not efficient for elliptical distributions. Zbl 0998.62052
Falk, Michael
2
2002
Foundations of statistical analyses and applications with SAS. Zbl 1008.62001
Falk, Michael; Marohn, Frank; Tewes, Bernward
2
2002
Multivariate order statistics: the intermediate case. Zbl 1387.62066
Falk, Michael; Wisheckel, Florian
2
2018
It was 30 years ago today when Laurens de Haan went the multivariate way. Zbl 1164.62351
Falk, Michael
2
2008
On multivariate records from random vectors with independent components. Zbl 1401.60097
Falk, M.; Khorrami Chokami, A.; Padoan, S. A.
2
2018
On the accuracy of the bootstrap approximation of the joint distribution of sample quantiles. Zbl 0617.62018
Falk, Michael
1
1986
Bootstrap: Eine aktuelle statistische Idee. (Bootstrap: an immediate statistical idea). Zbl 0636.62037
Falk, Michael
1
1987
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
Local asymptotic normality in a stationary model for spatial extremes. Zbl 1211.62084
Falk, Michael
1
2011
Best attainable rate of joint convergence of extremes. Zbl 0672.62033
Falk, Michael
1
1989
Sojourn times and the fragility index. Zbl 1247.60073
Falk, Michael; Hofmann, Martin
1
2012
A Hellinger distance bound for the nearest neighbor approach in conditional curve estimation. Zbl 0795.62035
Falk, M.; Reiss, R.-D.
1
1993
On a class of norms generated by nonnegative integrable distributions. Zbl 1447.60046
Falk, Michael; Stupfler, Gilles
1
2019
Strong convergence of multivariate maxima. Zbl 1462.60068
Falk, Michael; Padoan, Simone A.; Rizzelli, Stefano
1
2020
Testing for a \(\delta \)-neighborhood of a generalized Pareto copula. Zbl 1422.62174
Aulbach, Stefan; Falk, Michael; Fuller, Timo
1
2019
Efficient estimation of the shape parameter in Pareto models with partially known scale. Zbl 0916.62020
Falk, M.; Marohn, F.
1
1997
On the loss of information due to nonrandom truncation. Zbl 0976.62003
Falk, Michael; Marohn, Frank
1
2000
A LAN based Neyman smooth test for Pareto distributions. Zbl 1140.62016
Falk, Michael; Guillou, Armelle; Toulemonde, Gwladys
1
2008
Functional limit theorems for inverse bootstrap processes of sample quantiles. Zbl 0732.62043
Falk, Michael
1
1991
On the excess distribution of sums of random variables in bivariate EV models. Zbl 05217611
Falk, Michael
1
2007
A robustification of the sign test under mixing conditions. Zbl 0559.62036
Falk, M.; Kohne, W.
1
1984
Strong convergence of multivariate maxima. Zbl 1462.60068
Falk, Michael; Padoan, Simone A.; Rizzelli, Stefano
1
2020
Multivariate extreme value theory and D-norms. Zbl 1428.60002
Falk, Michael
8
2019
Generalized Pareto copulas: a key to multivariate extremes. Zbl 1428.62200
Falk, Michael; Padoan, Simone A.; Wisheckel, Florian
4
2019
On functional records and champions. Zbl 1478.60161
Dombry, Clément; Falk, Michael; Zott, Maximilian
3
2019
On a class of norms generated by nonnegative integrable distributions. Zbl 1447.60046
Falk, Michael; Stupfler, Gilles
1
2019
Testing for a \(\delta \)-neighborhood of a generalized Pareto copula. Zbl 1422.62174
Aulbach, Stefan; Falk, Michael; Fuller, Timo
1
2019
Some results on joint record events. Zbl 1463.62144
Falk, M.; Khorrami Chokami, A.; Padoan, S. A.
3
2018
Multivariate order statistics: the intermediate case. Zbl 1387.62066
Falk, Michael; Wisheckel, Florian
2
2018
On multivariate records from random vectors with independent components. Zbl 1401.60097
Falk, M.; Khorrami Chokami, A.; Padoan, S. A.
2
2018
An offspring of multivariate extreme value theory: the \(\max\)-characteristic function. Zbl 1352.60022
Falk, Michael; Stupfler, Gilles
3
2017
The space of \(D\)-norms revisited. Zbl 1310.60062
Aulbach, Stefan; Falk, Michael; Zott, Maximilian
4
2015
Max-stable processes and the functional \(D\)-norm revisited. Zbl 1318.60056
Aulbach, Stefan; Falk, Michael; Hofmann, Martin; Zott, Maximilian
4
2015
On idempotent \(D\)-norms. Zbl 1319.60113
Falk, Michael
4
2015
On generalized max-linear models and their statistical interpolation. Zbl 1336.60101
Falk, Michael; Hofmann, Martin; Zott, Maximilian
3
2015
The fixpoint-iteration algorithm for parity games. Zbl 1464.68195
Bruse, 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 1300.00019
Falk, Michael; Hain, Johannes; Marohn, Frank; Fischer, Hans; Michel, René
1
2014
On max-stable processes and the functional \(D\)-norm. Zbl 1295.60067
Aulbach, Stefan; Falk, Michael; Hofmann, Martin
15
2013
A multivariate piecing-together approach with an application to operational loss data. Zbl 1238.62062
Aulbach, Stefan; Bayer, Verena; Falk, Michael
13
2012
Asymptotic conditional distribution of exceedance counts. Zbl 1236.62005
Falk, Michael; Tichy, Diana
6
2012
The multivariate piecing-together approach revisited. Zbl 1352.62072
Aulbach, Stefan; Falk, Michael; Hofmann, Martin
4
2012
Testing for a generalized Pareto process. Zbl 1295.62017
Aulbach, Stefan; Falk, Michael
4
2012
Local asymptotic normality in \(\delta\) of standard generalized Pareto processes. Zbl 1428.62193
Aulbach, Stefan; Falk, Michael
3
2012
Asymptotic conditional distribution of exceedance counts: fragility index with different margins. Zbl 1254.62070
Falk, Michael; Tichy, Diana
3
2012
Sojourn times and the fragility index. Zbl 1247.60073
Falk, Michael; Hofmann, Martin
1
2012
Laws of small numbers: extremes and rare events. 3rd revised and extended ed. Zbl 1213.62082
Falk, Michael; Hüsler, Jürg; Reiss, Rolf-Dieter
39
2011
Local asymptotic normality in a stationary model for spatial extremes. Zbl 1211.62084
Falk, Michael
1
2011
Testing for a multivariate generalized Pareto distribution. Zbl 1223.62062
Falk, M.; Michel, R.
6
2009
Peaks-over-threshold stability of multivariate generalized Pareto distributions. Zbl 1137.62028
Falk, Michael; Guillou, Armelle
6
2008
It was 30 years ago today when Laurens de Haan went the multivariate way. Zbl 1164.62351
Falk, Michael
2
2008
A LAN based Neyman smooth test for Pareto distributions. Zbl 1140.62016
Falk, Michael; Guillou, Armelle; Toulemonde, Gwladys
1
2008
On the excess distribution of sums of random variables in bivariate EV models. Zbl 05217611
Falk, Michael
1
2007
Testing for tail independence in extreme value models. Zbl 1095.62060
Falk, Michael; Michel, René
8
2006
A representation of bivariate extreme value distributions via norms on \(\mathbb{R}^2\). Zbl 1142.60353
Falk, Michael
3
2006
On Pickands coordinates in arbitrary dimensions. Zbl 1068.60025
Falk, Michael; Reiss, Rolf-Dieter
19
2005
On the distribution of Pickands coordinates in bivariate EV and GP models. Zbl 1071.60036
Falk, Michael; Reiss, Rolf-Dieter
5
2005
On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix. Zbl 1086.62067
Falk, Michael
4
2005
Laws of small numbers: extremes and rare events. 2nd revised and extended edition. Zbl 1083.60003
Falk, Michael; Hüsler, Jürg; Reiss, Rolf-Dieter
57
2004
Efficient estimation of the canonical dependence function. Zbl 1053.62062
Falk, Michael; Reiss, Rolf
6
2003
Efficient estimators and LAN in canonical bivariate POT models. Zbl 1041.62042
Falk, Michael; Reiss, Rolf-Dieter
5
2003
A characterization of the Marshall-Olkin dependence function and a goodness-of-fit test. Zbl 1193.62088
Falk, Michael; Reiss, Rolf-Dieter
3
2003
A characterization of the rate of convergence in bivariate extreme value models. Zbl 1017.62046
Falk, Michael; Reiss, Rolf Dieter
5
2002
The sample covariance is not efficient for elliptical distributions. Zbl 0998.62052
Falk, Michael
2
2002
Foundations of statistical analyses and applications with SAS. Zbl 1008.62001
Falk, Michael; Marohn, Frank; Tewes, Bernward
2
2002
Estimation of canonical dependence parameters in a class of bivariate peaks-over-threshold models. Zbl 0981.62018
Falk, Michael; Reiss, Rolf-Dieter
6
2001
On the loss of information due to nonrandom truncation. Zbl 0976.62003
Falk, Michael; Marohn, Frank
1
2000
A simple approach to the generation of uniformly distributed random variables with prescribed correlations. Zbl 0968.65502
Falk, Michael
7
1999
Lan of thinned empirical process with an application to fuzzy set density. Zbl 0933.62016
Falk, Michael; Liese, Friedrich
6
1999
Local asymptotic normality of truncated empirical processes. Zbl 0930.62017
Falk, Michael
7
1998
A note on the comedian for elliptical distributions. Zbl 0914.62042
Falk, Michael
3
1998
Asymptotic independence of median and MAD. Zbl 0874.62047
Falk, Michael
12
1997
On MAD and comedians. Zbl 0897.62029
Falk, Michael
5
1997
Efficient estimation of the shape parameter in Pareto models with partially known scale. Zbl 0916.62020
Falk, M.; Marohn, F.
1
1997
A note on domains of attraction of \(p\)-max stable laws. Zbl 0855.60027
Christoph, Gerd; Falk, Michael
26
1996
Some best parameter estimates for distributions with finite endpoint. Zbl 0862.62028
Falk, Michael
18
1995
On testing the extreme value index via the POT-method. Zbl 0856.62027
Falk, Michael
12
1995
LAN of extreme order statistics. Zbl 0843.62019
Falk, Michael
5
1995
Laws of small numbers: Extremes and rare events. Disk. incl. Zbl 0817.60057
Falk, Michael; Hüsler, Jürg; Reiss, Rolf-Dieter
50
1994
Efficiency of convex combinations of Pickands estimator of the extreme value index. Zbl 1380.62221
Falk, Michael
5
1994
Extreme quantile estimation in \(\delta\)-neighborhoods of generalized Pareto distributions. Zbl 0804.62025
Falk, Michael
3
1994
Von Mises conditions revisited. Zbl 0778.60040
Falk, Michael; Marohn, Frank
12
1993
Asymptotically optimal tests for conditional distributions. Zbl 0770.62014
Falk, M.; Marohn, F.
3
1993
A Hellinger distance bound for the nearest neighbor approach in conditional curve estimation. Zbl 0795.62035
Falk, M.; Reiss, R.-D.
1
1993
Poisson approximation of empirical processes. Zbl 0754.60048
Falk, Michael; Reiss, Rolf-Dieter
7
1992
Edgeworth expansions for studentized and prepivoted sample quantiles. Zbl 0761.62016
Falk, Michael; Janas, Daniel
5
1992
Statistical inference for conditional curves: Poisson process approach. Zbl 0760.62035
Falk, M.; Reiss, R.-D.
3
1992
Bootstrap optimal bandwidth selection for kernel density estimates. Zbl 0747.62038
Falk, Michael
3
1992
Coverage probabilities of bootstrap-confidence intervals for quantiles. Zbl 0725.62043
Falk, Michael; Kaufmann, Edgar
10
1991
A note on the inverse bootstrap process for large quantiles. Zbl 0727.62051
Falk, Michael
3
1991
Functional limit theorems for inverse bootstrap processes of sample quantiles. Zbl 0732.62043
Falk, Michael
1
1991
Weak convergence of the maximum error of the bootstrap quantile estimate. Zbl 0711.62019
Falk, Michael
6
1990
A note on generalized Pareto distributions and the k upper extremes. Zbl 0675.62011
Falk, Michael
3
1990
Weak convergence of smoothed and nonsmoothed bootstrap quantile estimates. Zbl 0684.62036
Falk, M.; Reiss, R.-D.
36
1989
A note on uniform asymptotic normality of intermediate order statistics. Zbl 0693.62019
Falk, Michael
10
1989
Bootstrapping the distance between smooth bootstrap and sample quantile distribution. Zbl 0659.62049
Falk, M.; Reiss, R.-D.
7
1989
Best attainable rate of joint convergence of extremes. Zbl 0672.62033
Falk, Michael
1
1989
Independence of order statistics. Zbl 0637.62046
Falk, M.; Reiss, R.-D.
5
1988
Weak convergence of the bootstrap process for large quantiles. Zbl 0687.60037
Falk, M.
3
1988
Bootstrap: Eine aktuelle statistische Idee. (Bootstrap: an immediate statistical idea). Zbl 0636.62037
Falk, Michael
1
1987
On the estimation of the quantile density function. Zbl 0585.62076
Falk, Michael
30
1986
Rates of uniform convergence of extreme order statistics. Zbl 0605.62045
Falk, M.
11
1986
On the rate at which the sample extremes become independent. Zbl 0605.62046
Falk, M.; Kohne, W.
2
1986
On the accuracy of the bootstrap approximation of the joint distribution of sample quantiles. Zbl 0617.62018
Falk, Michael
1
1986
Asymptotic normality of the kernel quantile estimator. Zbl 0567.62035
Falk, Michael
46
1985
Uniform convergence extreme order statistics. Zbl 0585.62034
Falk, Michael
4
1985
Relative deficiency of kernel type estimators of quantiles. Zbl 0533.62040
Falk, Michael
50
1984
On the convergence of spectral densities of arrays of weakly stationary processes. Zbl 0544.60046
Falk, M.
3
1984
Inequalities for the relative sufficiency between sets of order statistics. Zbl 0583.62039
Reiss, R.-D.; Falk, M.; Weller, M.
3
1984
Kernel estimation of a density in an unknown endpoint of its support. Zbl 0544.62042
Falk, M.
2
1984
A robustification of the sign test under mixing conditions. Zbl 0559.62036
Falk, M.; Kohne, W.
1
1984
Relative efficiency and deficiency of kernel type estimators of smooth distribution functions. Zbl 0532.62024
Falk, M.
53
1983
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

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