Falk, M.; Michel, R. Testing for a multivariate generalized Pareto distribution. (English) Zbl 1223.62062 Extremes 12, No. 1, 33-51 (2009). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62G10 62G20 62H15 62P12 65C60 PDFBibTeX XMLCite \textit{M. Falk} and \textit{R. Michel}, Extremes 12, No. 1, 33--51 (2009; Zbl 1223.62062) Full Text: DOI
Falk, Michael It was 30 years ago today when Laurens de Haan went the multivariate way. (English) Zbl 1164.62351 Extremes 11, No. 1, 55-80 (2008). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62G32 60G70 62H99 PDFBibTeX XMLCite \textit{M. Falk}, Extremes 11, No. 1, 55--80 (2008; Zbl 1164.62351) Full Text: DOI
Falk, Michael; Guillou, Armelle Peaks-over-threshold stability of multivariate generalized Pareto distributions. (English) Zbl 1137.62028 J. Multivariate Anal. 99, No. 4, 715-734 (2008). Reviewer: Michael Falk (Würzburg) MSC: 62G32 62H10 91B30 60G70 PDFBibTeX XMLCite \textit{M. Falk} and \textit{A. Guillou}, J. Multivariate Anal. 99, No. 4, 715--734 (2008; Zbl 1137.62028) Full Text: DOI
Falk, Michael; Michel, René Testing for tail independence in extreme value models. (English) Zbl 1095.62060 Ann. Inst. Stat. Math. 58, No. 2, 261-290 (2006). MSC: 62G32 62G10 62G20 62E20 PDFBibTeX XMLCite \textit{M. Falk} and \textit{R. Michel}, Ann. Inst. Stat. Math. 58, No. 2, 261--290 (2006; Zbl 1095.62060) Full Text: DOI
Falk, Michael On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix. (English) Zbl 1086.62067 Stat. Probab. Lett. 75, No. 4, 307-314 (2005). MSC: 62H10 62G32 65C60 PDFBibTeX XMLCite \textit{M. Falk}, Stat. Probab. Lett. 75, No. 4, 307--314 (2005; Zbl 1086.62067) Full Text: DOI
Falk, Michael; Reiss, Rolf-Dieter On the distribution of Pickands coordinates in bivariate EV and GP models. (English) Zbl 1071.60036 J. Multivariate Anal. 93, No. 2, 267-295 (2005). Reviewer: Josef Steinebach (Köln) MSC: 60G70 60E10 62H05 PDFBibTeX XMLCite \textit{M. Falk} and \textit{R.-D. Reiss}, J. Multivariate Anal. 93, No. 2, 267--295 (2005; Zbl 1071.60036) Full Text: DOI
Falk, Michael; Reiss, Rolf-Dieter On Pickands coordinates in arbitrary dimensions. (English) Zbl 1068.60025 J. Multivariate Anal. 92, No. 2, 426-453 (2005). Reviewer: Wiesław Dziubdziela (Kielce) MSC: 60E10 62H05 60G70 PDFBibTeX XMLCite \textit{M. Falk} and \textit{R.-D. Reiss}, J. Multivariate Anal. 92, No. 2, 426--453 (2005; Zbl 1068.60025) Full Text: DOI
Falk, Michael; Reiss, Rolf-Dieter Efficient estimators and LAN in canonical bivariate POT models. (English) Zbl 1041.62042 J. Multivariate Anal. 84, No. 1, 190-207 (2003). MSC: 62H12 62F12 62G32 PDFBibTeX XMLCite \textit{M. Falk} and \textit{R.-D. Reiss}, J. Multivariate Anal. 84, No. 1, 190--207 (2003; Zbl 1041.62042) Full Text: DOI
Falk, Michael; Reiss, Rolf Dieter A characterization of the rate of convergence in bivariate extreme value models. (English) Zbl 1017.62046 Stat. Probab. Lett. 59, No. 4, 341-351 (2002). Reviewer: Wiesław Dziubdziela (Kielce) MSC: 62G32 60G70 PDFBibTeX XMLCite \textit{M. Falk} and \textit{R. D. Reiss}, Stat. Probab. Lett. 59, No. 4, 341--351 (2002; Zbl 1017.62046) Full Text: DOI
Falk, Michael; Reiss, Rolf-Dieter Estimation of canonical dependence parameters in a class of bivariate peaks-over-threshold models. (English) Zbl 0981.62018 Stat. Probab. Lett. 52, No. 3, 233-242 (2001). MSC: 62F10 62G32 PDFBibTeX XMLCite \textit{M. Falk} and \textit{R.-D. Reiss}, Stat. Probab. Lett. 52, No. 3, 233--242 (2001; Zbl 0981.62018) Full Text: DOI