| Publication | Date of Publication | Type |
|---|
| Nonparametric asymptotic confidence intervals for extreme quantiles | 2023-10-11 | Paper |
| On the estimation of the variability in the distribution tail | 2022-02-10 | Paper |
| Beyond tail median and conditional tail expectation: Extreme risk estimation using tail Lp‐optimization | 2020-11-30 | Paper |
| Estimation of extreme conditional quantiles under a general tail-first-order condition | 2020-07-20 | Paper |
| Nonparametric confidence intervals for conditional quantiles with large-dimensional covariates | 2020-02-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5205513 | 2019-12-12 | Paper |
| Tail dimension reduction for extreme quantile estimation | 2018-04-16 | Paper |
| Kernel estimation of extreme regression risk measures | 2018-02-20 | Paper |
| A mixture model for dimension reduction | 2017-12-06 | Paper |
| On the estimation of the functional Weibull tail-coefficient | 2016-04-15 | Paper |
| A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes | 2015-09-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5262099 | 2015-07-13 | Paper |
| Estimating extreme quantiles under random truncation | 2015-06-26 | Paper |
| Erratum to: ``Estimating extreme quantiles under random truncation | 2015-06-26 | Paper |
| Nonparametric estimation of the conditional tail copula | 2015-06-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5255147 | 2015-06-12 | Paper |
| Estimation of the conditional tail index using a smoothed local Hill estimator | 2014-12-17 | Paper |
| Non-parametric Estimation of Extreme Risk Measures from Conditional Heavy-tailed Distributions | 2014-12-09 | Paper |
| On kernel smoothing for extremal quantile regression | 2014-02-04 | Paper |
| Functional kernel estimators of large conditional quantiles | 2013-05-28 | Paper |
| Functional kernel estimators of conditional extreme quantiles | 2012-12-05 | Paper |
| Kernel estimators of extreme level curves | 2012-11-15 | Paper |
| Estimation of extreme quantiles from heavy and light tailed distributions | 2012-08-30 | Paper |
| Estimating the conditional tail index by integrating a kernel conditional quantile estimator | 2012-07-16 | Paper |
| Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels | 2011-07-18 | Paper |
| Gaussian Regularized Sliced Inverse Regression | 2011-03-31 | Paper |
| Weibull tail-distributions revisited: A new look at some tail estimators | 2010-10-22 | Paper |
| Functional nonparametric estimation of conditional extreme quantiles | 2010-01-12 | Paper |
| Bias-reduced estimators of the Weibull tail-coefficient | 2009-05-27 | Paper |
| A moving window approach for nonparametric estimation of the conditional tail index | 2008-11-27 | Paper |
| A Note on Sliced Inverse Regression with Regularizations | 2008-10-15 | Paper |
| Bias-reduced extreme quantile estimators of Weibull tail-distributions | 2008-03-11 | Paper |
| Estimation of the Weibull tail-coefficient with linear combination of upper order statistics | 2008-03-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5429806 | 2007-12-04 | Paper |
| Asymptotic distribution of a Pickands-type estimator of the extreme-value index | 2005-08-01 | Paper |
| Estimating Extreme Quantiles of Weibull Tail Distributions | 2005-06-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4831351 | 2004-12-29 | Paper |
| A Pickands type estimator of the extreme value index | 2004-03-18 | Paper |
| Double-thresholded estimator of extreme value index | 2003-09-26 | Paper |
