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Last month |
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12 months |
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A Bahadur-Kiefer theorem beyond the largest observation |
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1 |
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3 |

A Continuous Updating Weighted Least Squares Estimator of Tail Dependence in High Dimensions |
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19 |
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2 |
7 |
51 |

A Glivenko-Cantelli theorem for the empirical distribution function of uniform m-step spacings |
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2 |
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14 |

A Method of Moments Estimator of Tail Dependence |
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1 |
20 |

A characterization of weak convergence of weighted multivariate empirical processes |
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6 |
13 |

A general form of the law of the iterated logarithm for the weighted multivariate empirical process |
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13 |

A method of moments estimator of tail dependence |
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14 |

A moment estimator for the index of an extreme-value distribution |
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15 |
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2 |
15 |
68 |

A short and elementary proof of the main Bahadur-Kiefer theorem |
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1 |
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1 |
5 |

A strong approximation of the shortt process |
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1 |
7 |

A strong law for the oscillation modulus of the multivariate empirical process |
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1 |
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4 |

A unifying approach to functional laws of the iterated logarithm and Glivenko-Cantelli theorems for weighted empirical processes |
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1 |
1 |
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2 |
8 |

Aligned Rank Statistics for Repeated Measurement Models with Orthonormal Design, Employing a Chernoff-Savage Approach |
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3 |
11 |

An M-Estimator for Tail Dependence in Arbitrary Dimensions |
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1 |
1 |
2 |
14 |

An M-estimator for tail dependence in arbitrary dimensions |
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2 |
2 |
1 |
1 |
4 |
11 |

An M-estimator of Spatial Tail Dependence |
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44 |
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4 |
54 |

Approximations and two-sample tests based on P-P and Q-Q plots of the Kaplan-Meier estimators of lifetime distributions |
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3 |
12 |

Asymptotic Normality of Extreme Value Estimators on C[0,1] |
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1 |
12 |

Asymptotic confidence intervals for the length of the shortt under random censoring |
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4 |

Asymptotic normality of extreme value estimators on C[0,1] |
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1 |
0 |
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5 |

Asymptotically Distribution-Free Goodness-of-Fit Testing for Copulas |
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16 |
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1 |
7 |
26 |

Asymptotically Distribution-Free Goodness-of-Fit Testing for Tail Copulas |
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35 |
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2 |
34 |

Asymptotics for the Hirsch Index |
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2 |
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1 |
22 |

Bahadur-Kiefer theorems for the product-limit process |
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6 |

Bahadur-Kiefer theorems for uniform spacings processes |
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1 |
6 |

Bounds for weighted multivariate empirical distribution functions |
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4 |

Bridging Centrality and Extremity: Refining Empirical Data Depth using Extreme Value Statistics |
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21 |
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2 |
49 |

Central Limit Theorems For Local Emprical Processes Near Boundaries of Sets |
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1 |
9 |

Confidence bands for the quantile function under random censoring |
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1 |
0 |
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3 |

Confidence tubes for multiple quantile plots via empirical likelihood |
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0 |
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0 |
1 |
9 |

Cube Root Weak Convergence of Empirical Estimators of a Density Level Set |
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0 |
0 |
0 |
1 |
1 |
1 |
1 |

Empirical Likelihood based on Hypothesis Testing |
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0 |
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2 |
0 |
0 |
3 |
14 |

Empirical Tail Copulas for Functional Data |
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0 |
13 |
13 |
1 |
2 |
10 |
10 |

Empirical likelihood based hypothesis testing |
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0 |
4 |
0 |
0 |
6 |
21 |

Estimating Extreme Bivariate Quantile Regions |
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1 |
1 |
2 |
1 |
1 |
1 |
9 |

Estimating a multidimensional extreme-value distribution |
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0 |
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0 |
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8 |

Estimating the Maximum Possible Earthquake Magnitude Using Extreme Value Methodology: the Groningen Case |
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0 |
0 |
9 |
0 |
1 |
8 |
26 |

Estimating the spectral measure of an extreme value distribution |
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1 |
2 |
4 |
0 |
3 |
11 |
19 |

Estimation of Extreme Depth-Based Quantile Regions |
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1 |
2 |
27 |
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1 |
5 |
44 |

Estimation of extreme risk regions under multivariate regular variation |
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0 |
2 |
0 |
0 |
1 |
11 |

Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme |
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1 |
2 |
12 |
1 |
2 |
9 |
43 |

Extension to higher dimensions of the Jaeschke-Eicker result on the standardized empirical process |
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0 |
3 |
0 |
0 |
0 |
9 |

Extreme Value Theory Approach to Simultaneous Monitoring and Thresholding of Multiple Risk Indicators |
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0 |
0 |
3 |
0 |
1 |
4 |
31 |

Functional limit laws for the increments of Kaplan-Meier product-limit processes and applications |
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0 |
0 |
2 |
0 |
0 |
0 |
6 |

General Weak Laws of Large Numbers for Bootstrap Sample Means |
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1 |
1 |
2 |
0 |
1 |
3 |
8 |

General weak laws of large numbers for Bootstrap sample means |
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0 |
0 |
1 |
0 |
0 |
1 |
11 |

Generalized Probability-Probability Plots |
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1 |
3 |
0 |
1 |
3 |
16 |

Generalized quantile processes |
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0 |
0 |
1 |
0 |
0 |
1 |
7 |

Glivenko-Cantelli-type theorems for weighted empirical distribution functions based on uniform spacings |
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1 |
1 |
7 |
0 |
1 |
12 |
35 |

Goodness-of-Fit Tests in Nonparametric Regression |
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0 |
0 |
10 |
0 |
0 |
2 |
33 |

Goodness-of-fit Tests in Nonparametric Regression |
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3 |
0 |
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2 |
9 |

Improved Estimation of the Extreme Value Index Using Related Variables |
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1 |
18 |
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4 |
21 |

Laws of the iterated logarithm in the tails for weighted uniform empirical processes |
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0 |
0 |
0 |
0 |
0 |
2 |

Limit theorems for a general weighted process under random censoring |
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5 |
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0 |
12 |

Limit theorems for tail processes with application to intermediate quantile estimation |
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4 |
4 |
2 |
4 |
8 |
12 |

Limit theorems for the negative parts of weighted multivariate empirical processes with application |
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0 |
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2 |
8 |

Limits to Human Life Span Through Extreme Value Theory |
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29 |
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14 |
63 |

Maximal type test statistics based on conditional processes |
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2 |
0 |
1 |
3 |
14 |

Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution |
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1 |
0 |
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0 |
6 |

Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution |
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2 |
0 |
0 |
6 |
12 |

Multivariate empirical processes |
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3 |
10 |
55 |
1 |
6 |
19 |
85 |

Nonparametric estimation of the spectral measure of an extreme value distribution |
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0 |
0 |
0 |
0 |
1 |
8 |

On the Choice of Prior in Bayesian Model Averaging |
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2 |
12 |
0 |
2 |
6 |
54 |

On the Kolmogorov-Smirnov statistic of certain dependent random variables |
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1 |
10 |
0 |
0 |
3 |
23 |

On the approximation of an integral by a sum of random variables |
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0 |
0 |
0 |
0 |
0 |
3 |

On the relationship between the almost sure stability of weighted empirical distributions and sums of order statistics |
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1 |
0 |
0 |
1 |
5 |

On the standarized empirical process |
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1 |
0 |
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1 |
6 |

On the strong limiting behavior of local functionals of empirical processes based upon censored data |
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0 |
0 |
0 |
0 |
0 |
0 |
5 |

Poisson and Gaussian approximation of weighted local empirical processes |
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0 |
1 |
1 |
0 |
0 |
1 |
11 |

Processus empiriques multidimensionnels: Apercu de quelques resultats recents |
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1 |
1 |
0 |
0 |
1 |
4 |

Records in Athletics through Extreme-Value Theory |
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0 |
7 |
0 |
0 |
1 |
50 |

Smallest nonparametric tolerance regions |
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0 |
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1 |
0 |
0 |
1 |
9 |

Some properties of weighted compound multivariate empirical processes |
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1 |
0 |
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0 |
4 |

Some results for empirical processes of locally dependent arrays |
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0 |
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1 |
5 |

Spatial Dependence and Space-Time Trend in Extreme Events |
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0 |
14 |
14 |
1 |
3 |
13 |
13 |

Specification tests in nonparametric regression |
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0 |
1 |
0 |
0 |
0 |
7 |

Statistics of Extremes under Random Censoring |
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0 |
0 |
3 |
0 |
0 |
1 |
18 |

Statistics of Heteroscedastic Extremes |
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0 |
1 |
17 |
1 |
2 |
7 |
45 |

Strong bounds for weighted empirical distribution functions based on uniform spacings |
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0 |
0 |
0 |
1 |
1 |
3 |
7 |

Strong limit theorems for weighted quantile processes |
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0 |
0 |
1 |
0 |
0 |
0 |
5 |

Superefficient Estimation of the Marginals by Exploiting Knowledge on the Copula |
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0 |
0 |
1 |
0 |
0 |
2 |
19 |

Tail processes under heavy random censorship with applications |
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0 |
0 |
1 |
0 |
0 |
0 |
9 |

Testing for Bivariate Spherical Symmetry |
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0 |
0 |
5 |
0 |
0 |
5 |
33 |

Testing for bivariate spherical symmetry |
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0 |
0 |
0 |
0 |
0 |
3 |
9 |

Testing the Multivariate Regular Variation Model |
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0 |
2 |
19 |
0 |
1 |
7 |
17 |

Tests for Independence in Nonparametric Regression |
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0 |
0 |
3 |
0 |
0 |
3 |
18 |

Tests for independence in nonparametric regression |
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0 |
0 |
4 |
0 |
0 |
7 |
19 |

The Half-Half Plot |
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0 |
0 |
0 |
0 |
0 |
4 |
26 |

The Shorth Plot |
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0 |
0 |
1 |
0 |
0 |
4 |
15 |

The Shorth Plot |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
20 |

The almost sure behavior of maximal and minimal multivariate k_n -spacings |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
7 |

The almost sure behavior of the weighted empirical process and the LIL for the weighted tail empirical process |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |

The almost sure behaviour of the oscillation modulus of the multivariate empirical process |
0 |
0 |
0 |
2 |
0 |
2 |
2 |
14 |

The empirical distribution function as a tail estimator |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
9 |

The functional law of the iterated logarithm for the empirical process based on sample means |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
6 |

The half-half plot |
0 |
0 |
0 |
3 |
1 |
2 |
10 |
33 |

The order of magnitude of the moments of the modulus of continuity of multiparameter Poisson and empirical processes |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
8 |

The two-sample problem in Rm and measure-valued martingales |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
16 |

Ultimate 100m World Records Through Extreme-Value Theory |
0 |
0 |
0 |
17 |
0 |
0 |
2 |
95 |

VaR stress for highly non-linear portfolios |
0 |
0 |
0 |
4 |
0 |
0 |
3 |
15 |

Van observatie tot extrapolatie: Gefundeerde methoden voor de analyse van extreme gebeurtenissen |
0 |
0 |
0 |
3 |
0 |
0 |
5 |
23 |

Visualizing Multiple Quantile Plots |
0 |
1 |
1 |
4 |
0 |
2 |
9 |
32 |

Visualizing multiple quantile plots |
0 |
1 |
2 |
5 |
0 |
2 |
7 |
32 |

Weighted Approximations of Tail Copula Processes with Application to Testing the Multivariate Extreme Value Condition |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
19 |

Weighted approximations of tail copula processes with applications to testing the bivariate extreme value condition |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
13 |

Total Working Papers |
3 |
14 |
69 |
551 |
15 |
55 |
334 |
1,907 |