×

zbMATH — the first resource for mathematics

Beirlant, Jan

Compute Distance To:
Author ID: beirlant.jan Recent zbMATH articles by "Beirlant, Jan"
Published as: Beirlant, Jan; Beirlant, J.
Documents Indexed: 105 Publications since 1982, including 4 Books
all top 5

Co-Authors

2 single-authored
15 Teugels, Jozef L.
12 Goegebeur, Yuri
10 Guillou, Armelle
9 de Wet, Tertius
8 Dierckx, Goedele
7 Györfi, László
7 Vynckier, Petra
6 Einmahl, John H. J.
5 Vandewalle, Björn
4 Mason, David M.
4 van der Meulen, Edward C.
4 Verlaak, Robert
3 Albrecher, Hansjörg
3 Berlinet, Alain F.
3 Buitendag, Sven
3 Deheuvels, Paul
3 Leal de Carvalho Gomes, Maria Ivette
3 Horváth, Lajos
3 Matthys, Gunther
3 Reynkens, Tom
3 Segers, Johan
3 van Zuijlen, Martien C. A.
2 Antonio, Katrien
2 Biau, Gérard
2 Bladt, Martin
2 Caeiro, Frederico
2 Carbonez, An
2 de Waal, Daan J.
2 Devroye, Luc P. J. A.
2 Dhaene, Jan
2 Dudewicz, Edward J.
2 Fraga Alves, M. Isabel
2 Goovaerts, Marc J.
2 Hoedemakers, Tom
2 Hubert, Mia
2 Joossens, Elisabeth
2 Maribe, Gaonyalelwe
2 Schoutens, Wim
2 Vajda, Igor
2 Veraverbeke, Noël
2 Verster, Andréhette
2 Vynckier, C.
2 Worms, Rym
1 Aly, Emad-Eldin A. A.
1 Bardoutsos, Anastasios G.
1 Boniphace, E.
1 Bouquiaux, Christel
1 Broniatowski, Michel
1 Caers, Jef
1 Christmann, Andreas
1 De Spiegeleer, Jan
1 De Waal, Daniel
1 de Wall, D. J.
1 del Barrio, Eustasio
1 Delafosse, Emmanuel
1 Escobar-Bach, Mikael
1 Ferro, Christopher A. T.
1 Figueiredo, Fernanda Otilia
1 Fils-Villetard, Amélie
1 Geffray, Ségolen
1 Gijbels, Irène
1 Gomes, Ivette M.
1 Hallin, Marc
1 Herrmann, Klaus
1 Hürlimann, Werner
1 Janssen, Paul
1 Kamper, Francois
1 Lugosi, Gábor
1 Rachev, Svetlozar T.
1 Raoult, Jean-Pierre
1 Ruymgaart, Frits H.
1 Shorack, Galen R.
1 Stărică, Cătălin
1 Toulemonde, Gwladys
1 Van Assche, Walter
1 Vanmarcke, Ann
1 Verbelen, Roel
1 Werker, Bas J. M.
1 Worms, Julien

Publications by Year

Citations contained in zbMATH Open

87 Publications have been cited 1,320 times in 841 Documents Cited by Year
Statistics of extremes. Theory and applications. Zbl 1070.62036
Beirlant, Jan; Goegebeur, Yuri; Teugels, Jozef; Segers, Johan; De Waal, Daniel; Ferro, Chris
259
2004
Tail index estimation and an exponential regression model. Zbl 0947.62034
Beirlant, J.; Dierckx, G.; Goegebeur, Y.; Matthys, G.
82
1999
Practical analysis of extreme values. Zbl 0888.62003
Beirlant, Jan; Teugels, Jozef L.; Vynckier, Petra
73
1996
Nonparametric entropy estimation: An overview. Zbl 0882.62003
Beirlant, J.; Dudewicz, E. J.; Györfi, László; van der Meulen, Edward C.
61
1997
Tail index estimation, Pareto quantile plots, and regression diagnostics. Zbl 0881.62077
Beirlant, Jan; Vynckier, Petra; Teugels, Jozef L.
51
1996
On exponential representations of log-spacings of extreme order statistics. Zbl 1036.62040
Beirlant, J.; Dierckx, G.; Guillou, A.; Stǎricǎ, C.
40
2002
Excess functions and estimation of the extreme-value index. Zbl 0870.62019
Beirlant, Jan; Vynckier, Petra; Teugels, Jozef L.
34
1996
Reinsurance. Actuarial and statistical aspects. Zbl 1376.91004
Albrecher, Hansjoerg; Beirlant, Jan; Teugels, Jozef L.
33
2017
Estimation of the extreme value index and extreme quantiles under random censoring. Zbl 1157.62027
Beirlant, Jan; Guillou, Armelle; Dierckx, Goedele; Fils-Villetard, Amélie
31
2007
Kernel estimators for the second order parameter in extreme value statistics. Zbl 1188.62143
Goegebeur, Yuri; Beirlant, Jan; de Wet, Tertius
28
2010
Regression with response distributions of Pareto-type. Zbl 1429.62078
Beirlant, Jan; Goegebeur, Yuri
25
2003
A robust estimator for the tail index of Pareto-type distributions. Zbl 1445.62102
Vandewalle, B.; Beirlant, J.; Christmann, A.; Hubert, M.
24
2007
Estimation of the extreme-value index and generalized quantile plots. Zbl 1123.62034
Beirlant, J.; Dierckx, G.; Guillou, A.
22
2005
The mean residual life function at great age: Applications to tail estimation. Zbl 0846.62025
Beirlant, Jan; Broniatowski, Michel; Teugels, Jozef L.; Vynckier, Petra
21
1995
Actuarial statistics with generalized linear mixed models. Zbl 1104.62111
Antonio, Katrien; Beirlant, Jan
19
2007
On the asymptotic normality of the \(L_2\)-error in partitioning regression estimation. Zbl 0961.62030
Beirlant, Jan; Györfi, László
18
1998
An overview and open research topics in statistics of univariate extremes. Zbl 1297.62114
Beirlant, Jan; Caeiro, Frederico; Gomes, M. Ivette
18
2012
Estimating catastrophic quantile levels for heavy-tailed distributions. Zbl 1188.91237
Matthys, Gunther; Delafosse, Emmanuel; Guillou, Armelle; Beirlant, Jan
18
2004
Local polynomial maximum likelihood estimation for Pareto-type distributions. Zbl 1035.62041
Beirlant, Jan; Goegebeur, Yuri
17
2004
Second-order refined peaks-over-threshold modelling for heavy-tailed distributions. Zbl 1162.62044
Beirlant, Jan; Joossens, Elisabeth; Segers, Johan
17
2009
Modeling large claims in non-life insurance. Zbl 0753.62074
Beirlant, Jan; Teugels, Jozef L.
16
1992
On the asymptotic normality of \(L_ p\)-norms of empirical functionals. Zbl 0831.62019
Beirlant, J.; Mason, D. M.
16
1995
On univariate extreme value statistics and the estimation of reinsurance premiums. Zbl 1168.62392
Vandewalle, B.; Beirlant, J.
16
2006
Burr regression and portfolio segmentation. Zbl 0952.62092
Beirlant, Jan; Goegebeur, Yuri; Verlaak, Robert; Vynckier, Petra
15
1998
Estimating the extreme value index and high quantiles with exponential regression models. Zbl 1028.62038
Matthys, G.; Beirlant, J.
15
2003
Optimal reinsurance programs: an optimal combination of several reinsurance protections on a heterogeneous insurance portfolio. Zbl 1103.91376
Verlaak, Robert; Beirlant, Jan
15
2003
On the asymptotic normality of the \(L_ 1\)- and \(L_ 2\)-errors in histogram density estimation. Zbl 0816.62037
Beirlant, Jan; Györfi, László; Lugosi, Gábor
14
1994
Improved reduced-bias tail index and quantile estimators. Zbl 1131.62041
Beirlant, Jan; Figueiredo, Fernanda; Gomes, M. Ivette; Vandewalle, Björn
14
2008
Large deviations of divergence measures on partitions. Zbl 0996.62052
Beirlant, Jan; Devroye, Luc; Györfi, László; Vajda, Igor
13
2001
Linking Pareto-tail kernel goodness-of-fit statistics with tail index at optimal threshold and second order estimation. Zbl 1153.62035
Goegebeur, Yuri; Beirlant, Jan; de Wet, Tertius
13
2008
Semiparametric lower bounds for tail index estimation. Zbl 1077.62039
Beirlant, Jan; Bouquiaux, Christel; Werker, Bas J. M.
13
2006
A new estimation method for Weibull-type tails based on the mean excess function. Zbl 1161.62028
Dierckx, G.; Beirlant, J.; de Waal, D.; Guillou, A.
11
2009
Bias-corrected estimation of stable tail dependence function. Zbl 1328.62195
Beirlant, Jan; Escobar-Bach, Mikael; Goegebeur, Yuri; Guillou, Armelle
10
2016
Bias-reduced estimators for bivariate tail modelling. Zbl 1218.62046
Beirlant, J.; Dierckx, G.; Guillou, A.
10
2011
Pareto index estimation under moderate right censoring. Zbl 0979.91047
Beirlant, Jan; Guillou, Armelle
9
2001
Generalized kernel estimators for the Weibull-tail coefficient. Zbl 1202.62043
Goegebeur, Yuri; Beirlant, Jan; De Wet, Tertius
9
2010
Asymptotic normality of Hill’s estimator. Zbl 0678.62025
Beirlant, Jan; Teugels, Jozef L.
9
1989
Bias reduced tail estimation for censored Pareto type distributions. Zbl 1383.62151
Beirlant, J.; Bardoutsos, A.; de Wet, T.; Gijbels, I.
9
2016
Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions. Zbl 1404.62115
Reynkens, Tom; Verbelen, Roel; Beirlant, Jan; Antonio, Katrien
9
2017
Confidence bounds for discounted loss reserves. Zbl 1103.91367
Hoedemakers, Tom; Beirlant, Jan; Goovaerts, Marc J.; Dhaene, Jan
9
2003
Peaks-over-threshold modeling under random censoring. Zbl 1284.62612
Beirlant, Jan; Guillou, Armelle; Toulemonde, Gwladys
9
2010
Strong and weak approximations of k-spacings processes. Zbl 0529.60028
Aly, Emad-Eldin A. A.; Beirlant, Jan; Horváth, Lajos
8
1984
The empirical distribution function and strong laws for functions of order statistics of uniform spacings. Zbl 0581.62046
Beirlant, Jan; van Zuijlen, M. C. A.
8
1985
A robust estimator of the tail index based on an exponential regression model. Zbl 1088.62064
Vandewalle, B.; Beirlant, J.; Hubert, M.
8
2004
Limit distributions for compounded sums of extreme order statistics. Zbl 0759.62009
Beirlant, Jan; Teugels, Jozef L.
7
1992
Goodness-of-fit analysis for multivariate normality based on generalized quantiles. Zbl 1061.62532
Beirlant, J.; Mason, D. M.; Vynckier, C.
7
1999
On the approximation of P-P and Q-Q plot processes by Brownian bridges. Zbl 0757.60019
Beirlant, Jan; Deheuvels, Paul
7
1990
Some comments on the estimation of a dependence index in bivariate extreme value statistics. Zbl 1092.62544
Beirlant, J.; Vandewalle, B.
7
2002
Nonparametric estimation of extreme conditional quantiles. Zbl 1045.62044
Beirlant, Jan; De Wet, Tertius; Goegebeur, Yuri
7
2004
Bootstrap confidence intervals for tail indices. Zbl 1042.62541
Caers, Jef; Beirlant, Jan; Vynckier, Petra
6
1998
Tail fitting for truncated and non-truncated Pareto-type distributions. Zbl 1360.62244
Beirlant, Jan; Fraga Alves, Isabel; Gomes, Ivette
6
2016
“Generalized Pareto fit to the society of actuaries’ large claims database” by Ana C. Cebrián, Michel Denuit, and Philippe Lambert, July 2003 (Discussion). Zbl 1085.62502
Beirlant, Jan; Joossens, Elisabeth; Segers, Johan
6
2004
The asymptotic behavior of Hill’s estimator. Zbl 0657.62048
Beirlant, Jan; Teugels, J. K.
6
1987
A goodness-of-fit statistic for Pareto-type behaviour. Zbl 1073.62045
Beirlant, Jan; De Wet, Tertius; Goegebeur, Yuri
6
2006
On the asymptotic normality of functions of uniform spacings. Zbl 0724.60022
Beirlant, J.; Janssen, P.; Veraverbeke, N.
5
1991
On the impossibility of estimating densities in the extreme tail. Zbl 0916.62031
Beirlant, Jan; Devroye, Luc
5
1999
On piecewise linear density estimators. Zbl 0954.62038
Beirlant, J.; Berlinet, A.; Györfi, L.
5
1999
The problem of stability in insurance mathematics. Zbl 0648.62103
Beirlant, Jan; Rachev, S. T.
5
1987
On the distribution of discounted loss reserves using generalized linear models. Zbl 1145.91033
Hoedemakers, Tom; Beirlant, Jan; Goovaerts, Marc J.; Dhaene, Jan
5
2005
Long run proportional hazards models of random censorship. Zbl 0753.62027
Beirlant, Jan; Carbonez, An; Van der Meulen, Edward
4
1992
Bahadur-Kiefer theorems for the product-limit process. Zbl 0712.62041
Beirlant, Jan; Einmahl, John H. J.
4
1990
On functions bounding the empirical distribution of uniform spacings. Zbl 0498.62046
Beirlant, Jan; van der Meulen, E. C.; Ruymgaart, F. H.; van Zuijlen, M. C. A.
4
1982
On the \(L_1\)-error in histogram density estimation: The multidimensional case. Zbl 0921.62040
Beirlant, J.; Györfi, L.
4
1998
Bahadur-Kiefer theorems for uniform spacings processes. Zbl 0739.60015
Beirlant, J.; Deheuvels, P.; Einmahl, J. H. J.; Mason, D. M.
3
1991
Higher order estimation at Lebesgue points. Zbl 1169.62024
Beirlant, J.; Berlinet, A.; Biau, G.
3
2008
Generalized sum plots. Zbl 1297.62113
Beirlant, J.; Boniphace, E.; Dierckx, G.
3
2011
Penalized bias reduction in extreme value estimation for censored Pareto-type data, and long-tailed insurance applications. Zbl 1396.62096
Beirlant, Jan; Maribe, G.; Verster, A.
3
2018
The appropriate reduction of the weighted empirical process. Zbl 0658.60012
Shorack, G. R.; Beirlant, Jan
3
1986
Divergence-type errors of smooth Barron-type density estimators. Zbl 1039.62029
Beirlant, Jan; Berlinet, Alain; Biau, Gérard; Vajda, Igor
3
2002
On the relative approximation error of the generalized Pareto approximation for a high quantile. Zbl 1088.60048
Beirlant, J.; Raoult, J.-P.; Worms, R.
3
2003
Asymptotics for the Hirsch index. Zbl 1349.62594
Beirlant, Jan; Einmahl, John H. J.
3
2010
Rapid variation with remainder and rates of convergence. Zbl 0715.60019
Beirlant, J.; Willekens, E.
2
1990
Complete statistical ranking of populations, with tables and applications. Zbl 0484.65090
Beirlant, Jan; Dudewicz, E. J.; van der Meulen, E. C.
2
1982
Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework. Zbl 1357.62211
Caeiro, Frederico; Gomes, M. Ivette; Beirlant, Jan; de Wet, Tertius
2
2016
Limit theory for spacing statistics from general univariate distributions. Zbl 0651.62021
Beirlant, Jan
2
1986
Asymptotics of Hill’s estimator. Zbl 0611.62036
Beirlant, Jan; Teugels, J. K.
2
1986
Asymptotic confidence intervals for the length of the short\(t\) under random censoring. Zbl 0831.62033
Beirlant, J.; Einmahl, J. H. J.
1
1995
Some thoughts on extreme values. Zbl 1044.60509
Beirlant, J.; Teugels, J. L.; Vynckier, P.
1
1998
Bahadur-Kiefer theorems for uniform spacings processes. Zbl 0776.60024
Beirlant, J.; Deheuvels, P.; Einmahl, J. H. J.; Mason, D. M.
1
1991
Fitting tails affected by truncation. Zbl 1362.62115
Beirlant, Jan; Alves, Isabel Fraga; Reynkens, Tom
1
2017
Hunting for black swans in the European banking sector using extreme value analysis. Zbl 1368.91179
Beirlant, Jan; Schoutens, Wim; De Spiegeleer, Jan; Reynkens, Tom; Herrmann, Klaus
1
2016
Simultaneous tail index estimation. Zbl 1417.62126
Beirlant, Jan; Goegebeur, Yuri
1
2004
Quasi-likelihood estimation of benchmark rates for excess of loss reinsurance programs. Zbl 1179.91112
Verlaak, Robert; Hürlimann, Werner; Beirlant, Jan
1
2009
Ridge regression estimators for the extreme value index. Zbl 1422.60085
Buitendag, Sven; Beirlant, Jan; de Wet, Tertius
1
2019
Estimation of the extreme value index in a censorship framework: asymptotic and finite sample behavior. Zbl 1418.62214
Beirlant, Jan; Worms, Julien; Worms, Rym
1
2019
Combined tail estimation using censored data and expert information. Zbl 1448.91255
Bladt, Martin; Albrecher, Hansjörg; Beirlant, Jan
1
2020
Center-outward quantiles and the measurement of multivariate risk. Zbl 1452.91074
Beirlant, Jan; Buitendag, Sven; del Barrio, E.; Hallin, M.; Kamper, Francois
1
2020
Combined tail estimation using censored data and expert information. Zbl 1448.91255
Bladt, Martin; Albrecher, Hansjörg; Beirlant, Jan
1
2020
Center-outward quantiles and the measurement of multivariate risk. Zbl 1452.91074
Beirlant, Jan; Buitendag, Sven; del Barrio, E.; Hallin, M.; Kamper, Francois
1
2020
Ridge regression estimators for the extreme value index. Zbl 1422.60085
Buitendag, Sven; Beirlant, Jan; de Wet, Tertius
1
2019
Estimation of the extreme value index in a censorship framework: asymptotic and finite sample behavior. Zbl 1418.62214
Beirlant, Jan; Worms, Julien; Worms, Rym
1
2019
Penalized bias reduction in extreme value estimation for censored Pareto-type data, and long-tailed insurance applications. Zbl 1396.62096
Beirlant, Jan; Maribe, G.; Verster, A.
3
2018
Reinsurance. Actuarial and statistical aspects. Zbl 1376.91004
Albrecher, Hansjoerg; Beirlant, Jan; Teugels, Jozef L.
33
2017
Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions. Zbl 1404.62115
Reynkens, Tom; Verbelen, Roel; Beirlant, Jan; Antonio, Katrien
9
2017
Fitting tails affected by truncation. Zbl 1362.62115
Beirlant, Jan; Alves, Isabel Fraga; Reynkens, Tom
1
2017
Bias-corrected estimation of stable tail dependence function. Zbl 1328.62195
Beirlant, Jan; Escobar-Bach, Mikael; Goegebeur, Yuri; Guillou, Armelle
10
2016
Bias reduced tail estimation for censored Pareto type distributions. Zbl 1383.62151
Beirlant, J.; Bardoutsos, A.; de Wet, T.; Gijbels, I.
9
2016
Tail fitting for truncated and non-truncated Pareto-type distributions. Zbl 1360.62244
Beirlant, Jan; Fraga Alves, Isabel; Gomes, Ivette
6
2016
Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework. Zbl 1357.62211
Caeiro, Frederico; Gomes, M. Ivette; Beirlant, Jan; de Wet, Tertius
2
2016
Hunting for black swans in the European banking sector using extreme value analysis. Zbl 1368.91179
Beirlant, Jan; Schoutens, Wim; De Spiegeleer, Jan; Reynkens, Tom; Herrmann, Klaus
1
2016
An overview and open research topics in statistics of univariate extremes. Zbl 1297.62114
Beirlant, Jan; Caeiro, Frederico; Gomes, M. Ivette
18
2012
Bias-reduced estimators for bivariate tail modelling. Zbl 1218.62046
Beirlant, J.; Dierckx, G.; Guillou, A.
10
2011
Generalized sum plots. Zbl 1297.62113
Beirlant, J.; Boniphace, E.; Dierckx, G.
3
2011
Kernel estimators for the second order parameter in extreme value statistics. Zbl 1188.62143
Goegebeur, Yuri; Beirlant, Jan; de Wet, Tertius
28
2010
Generalized kernel estimators for the Weibull-tail coefficient. Zbl 1202.62043
Goegebeur, Yuri; Beirlant, Jan; De Wet, Tertius
9
2010
Peaks-over-threshold modeling under random censoring. Zbl 1284.62612
Beirlant, Jan; Guillou, Armelle; Toulemonde, Gwladys
9
2010
Asymptotics for the Hirsch index. Zbl 1349.62594
Beirlant, Jan; Einmahl, John H. J.
3
2010
Second-order refined peaks-over-threshold modelling for heavy-tailed distributions. Zbl 1162.62044
Beirlant, Jan; Joossens, Elisabeth; Segers, Johan
17
2009
A new estimation method for Weibull-type tails based on the mean excess function. Zbl 1161.62028
Dierckx, G.; Beirlant, J.; de Waal, D.; Guillou, A.
11
2009
Quasi-likelihood estimation of benchmark rates for excess of loss reinsurance programs. Zbl 1179.91112
Verlaak, Robert; Hürlimann, Werner; Beirlant, Jan
1
2009
Improved reduced-bias tail index and quantile estimators. Zbl 1131.62041
Beirlant, Jan; Figueiredo, Fernanda; Gomes, M. Ivette; Vandewalle, Björn
14
2008
Linking Pareto-tail kernel goodness-of-fit statistics with tail index at optimal threshold and second order estimation. Zbl 1153.62035
Goegebeur, Yuri; Beirlant, Jan; de Wet, Tertius
13
2008
Higher order estimation at Lebesgue points. Zbl 1169.62024
Beirlant, J.; Berlinet, A.; Biau, G.
3
2008
Estimation of the extreme value index and extreme quantiles under random censoring. Zbl 1157.62027
Beirlant, Jan; Guillou, Armelle; Dierckx, Goedele; Fils-Villetard, Amélie
31
2007
A robust estimator for the tail index of Pareto-type distributions. Zbl 1445.62102
Vandewalle, B.; Beirlant, J.; Christmann, A.; Hubert, M.
24
2007
Actuarial statistics with generalized linear mixed models. Zbl 1104.62111
Antonio, Katrien; Beirlant, Jan
19
2007
On univariate extreme value statistics and the estimation of reinsurance premiums. Zbl 1168.62392
Vandewalle, B.; Beirlant, J.
16
2006
Semiparametric lower bounds for tail index estimation. Zbl 1077.62039
Beirlant, Jan; Bouquiaux, Christel; Werker, Bas J. M.
13
2006
A goodness-of-fit statistic for Pareto-type behaviour. Zbl 1073.62045
Beirlant, Jan; De Wet, Tertius; Goegebeur, Yuri
6
2006
Estimation of the extreme-value index and generalized quantile plots. Zbl 1123.62034
Beirlant, J.; Dierckx, G.; Guillou, A.
22
2005
On the distribution of discounted loss reserves using generalized linear models. Zbl 1145.91033
Hoedemakers, Tom; Beirlant, Jan; Goovaerts, Marc J.; Dhaene, Jan
5
2005
Statistics of extremes. Theory and applications. Zbl 1070.62036
Beirlant, Jan; Goegebeur, Yuri; Teugels, Jozef; Segers, Johan; De Waal, Daniel; Ferro, Chris
259
2004
Estimating catastrophic quantile levels for heavy-tailed distributions. Zbl 1188.91237
Matthys, Gunther; Delafosse, Emmanuel; Guillou, Armelle; Beirlant, Jan
18
2004
Local polynomial maximum likelihood estimation for Pareto-type distributions. Zbl 1035.62041
Beirlant, Jan; Goegebeur, Yuri
17
2004
A robust estimator of the tail index based on an exponential regression model. Zbl 1088.62064
Vandewalle, B.; Beirlant, J.; Hubert, M.
8
2004
Nonparametric estimation of extreme conditional quantiles. Zbl 1045.62044
Beirlant, Jan; De Wet, Tertius; Goegebeur, Yuri
7
2004
“Generalized Pareto fit to the society of actuaries’ large claims database” by Ana C. Cebrián, Michel Denuit, and Philippe Lambert, July 2003 (Discussion). Zbl 1085.62502
Beirlant, Jan; Joossens, Elisabeth; Segers, Johan
6
2004
Simultaneous tail index estimation. Zbl 1417.62126
Beirlant, Jan; Goegebeur, Yuri
1
2004
Regression with response distributions of Pareto-type. Zbl 1429.62078
Beirlant, Jan; Goegebeur, Yuri
25
2003
Estimating the extreme value index and high quantiles with exponential regression models. Zbl 1028.62038
Matthys, G.; Beirlant, J.
15
2003
Optimal reinsurance programs: an optimal combination of several reinsurance protections on a heterogeneous insurance portfolio. Zbl 1103.91376
Verlaak, Robert; Beirlant, Jan
15
2003
Confidence bounds for discounted loss reserves. Zbl 1103.91367
Hoedemakers, Tom; Beirlant, Jan; Goovaerts, Marc J.; Dhaene, Jan
9
2003
On the relative approximation error of the generalized Pareto approximation for a high quantile. Zbl 1088.60048
Beirlant, J.; Raoult, J.-P.; Worms, R.
3
2003
On exponential representations of log-spacings of extreme order statistics. Zbl 1036.62040
Beirlant, J.; Dierckx, G.; Guillou, A.; Stǎricǎ, C.
40
2002
Some comments on the estimation of a dependence index in bivariate extreme value statistics. Zbl 1092.62544
Beirlant, J.; Vandewalle, B.
7
2002
Divergence-type errors of smooth Barron-type density estimators. Zbl 1039.62029
Beirlant, Jan; Berlinet, Alain; Biau, Gérard; Vajda, Igor
3
2002
Large deviations of divergence measures on partitions. Zbl 0996.62052
Beirlant, Jan; Devroye, Luc; Györfi, László; Vajda, Igor
13
2001
Pareto index estimation under moderate right censoring. Zbl 0979.91047
Beirlant, Jan; Guillou, Armelle
9
2001
Tail index estimation and an exponential regression model. Zbl 0947.62034
Beirlant, J.; Dierckx, G.; Goegebeur, Y.; Matthys, G.
82
1999
Goodness-of-fit analysis for multivariate normality based on generalized quantiles. Zbl 1061.62532
Beirlant, J.; Mason, D. M.; Vynckier, C.
7
1999
On the impossibility of estimating densities in the extreme tail. Zbl 0916.62031
Beirlant, Jan; Devroye, Luc
5
1999
On piecewise linear density estimators. Zbl 0954.62038
Beirlant, J.; Berlinet, A.; Györfi, L.
5
1999
On the asymptotic normality of the \(L_2\)-error in partitioning regression estimation. Zbl 0961.62030
Beirlant, Jan; Györfi, László
18
1998
Burr regression and portfolio segmentation. Zbl 0952.62092
Beirlant, Jan; Goegebeur, Yuri; Verlaak, Robert; Vynckier, Petra
15
1998
Bootstrap confidence intervals for tail indices. Zbl 1042.62541
Caers, Jef; Beirlant, Jan; Vynckier, Petra
6
1998
On the \(L_1\)-error in histogram density estimation: The multidimensional case. Zbl 0921.62040
Beirlant, J.; Györfi, L.
4
1998
Some thoughts on extreme values. Zbl 1044.60509
Beirlant, J.; Teugels, J. L.; Vynckier, P.
1
1998
Nonparametric entropy estimation: An overview. Zbl 0882.62003
Beirlant, J.; Dudewicz, E. J.; Györfi, László; van der Meulen, Edward C.
61
1997
Practical analysis of extreme values. Zbl 0888.62003
Beirlant, Jan; Teugels, Jozef L.; Vynckier, Petra
73
1996
Tail index estimation, Pareto quantile plots, and regression diagnostics. Zbl 0881.62077
Beirlant, Jan; Vynckier, Petra; Teugels, Jozef L.
51
1996
Excess functions and estimation of the extreme-value index. Zbl 0870.62019
Beirlant, Jan; Vynckier, Petra; Teugels, Jozef L.
34
1996
The mean residual life function at great age: Applications to tail estimation. Zbl 0846.62025
Beirlant, Jan; Broniatowski, Michel; Teugels, Jozef L.; Vynckier, Petra
21
1995
On the asymptotic normality of \(L_ p\)-norms of empirical functionals. Zbl 0831.62019
Beirlant, J.; Mason, D. M.
16
1995
Asymptotic confidence intervals for the length of the short\(t\) under random censoring. Zbl 0831.62033
Beirlant, J.; Einmahl, J. H. J.
1
1995
On the asymptotic normality of the \(L_ 1\)- and \(L_ 2\)-errors in histogram density estimation. Zbl 0816.62037
Beirlant, Jan; Györfi, László; Lugosi, Gábor
14
1994
Modeling large claims in non-life insurance. Zbl 0753.62074
Beirlant, Jan; Teugels, Jozef L.
16
1992
Limit distributions for compounded sums of extreme order statistics. Zbl 0759.62009
Beirlant, Jan; Teugels, Jozef L.
7
1992
Long run proportional hazards models of random censorship. Zbl 0753.62027
Beirlant, Jan; Carbonez, An; Van der Meulen, Edward
4
1992
On the asymptotic normality of functions of uniform spacings. Zbl 0724.60022
Beirlant, J.; Janssen, P.; Veraverbeke, N.
5
1991
Bahadur-Kiefer theorems for uniform spacings processes. Zbl 0739.60015
Beirlant, J.; Deheuvels, P.; Einmahl, J. H. J.; Mason, D. M.
3
1991
Bahadur-Kiefer theorems for uniform spacings processes. Zbl 0776.60024
Beirlant, J.; Deheuvels, P.; Einmahl, J. H. J.; Mason, D. M.
1
1991
On the approximation of P-P and Q-Q plot processes by Brownian bridges. Zbl 0757.60019
Beirlant, Jan; Deheuvels, Paul
7
1990
Bahadur-Kiefer theorems for the product-limit process. Zbl 0712.62041
Beirlant, Jan; Einmahl, John H. J.
4
1990
Rapid variation with remainder and rates of convergence. Zbl 0715.60019
Beirlant, J.; Willekens, E.
2
1990
Asymptotic normality of Hill’s estimator. Zbl 0678.62025
Beirlant, Jan; Teugels, Jozef L.
9
1989
The asymptotic behavior of Hill’s estimator. Zbl 0657.62048
Beirlant, Jan; Teugels, J. K.
6
1987
The problem of stability in insurance mathematics. Zbl 0648.62103
Beirlant, Jan; Rachev, S. T.
5
1987
The appropriate reduction of the weighted empirical process. Zbl 0658.60012
Shorack, G. R.; Beirlant, Jan
3
1986
Limit theory for spacing statistics from general univariate distributions. Zbl 0651.62021
Beirlant, Jan
2
1986
Asymptotics of Hill’s estimator. Zbl 0611.62036
Beirlant, Jan; Teugels, J. K.
2
1986
The empirical distribution function and strong laws for functions of order statistics of uniform spacings. Zbl 0581.62046
Beirlant, Jan; van Zuijlen, M. C. A.
8
1985
Strong and weak approximations of k-spacings processes. Zbl 0529.60028
Aly, Emad-Eldin A. A.; Beirlant, Jan; Horváth, Lajos
8
1984
On functions bounding the empirical distribution of uniform spacings. Zbl 0498.62046
Beirlant, Jan; van der Meulen, E. C.; Ruymgaart, F. H.; van Zuijlen, M. C. A.
4
1982
Complete statistical ranking of populations, with tables and applications. Zbl 0484.65090
Beirlant, Jan; Dudewicz, E. J.; van der Meulen, E. C.
2
1982
all top 5

Cited by 1,136 Authors

47 Beirlant, Jan
45 Guillou, Armelle
37 Leal de Carvalho Gomes, Maria Ivette
32 Goegebeur, Yuri
28 Girard, Stéphane
19 Gardes, Laurent
18 Einmahl, John H. J.
16 Kohler, Michael
14 Segers, Johan
13 Albrecher, Hansjörg
13 Stupfler, Gilles
12 Krzyżak, Adam
11 de Wet, Tertius
11 Falk, Michael
10 Caeiro, Frederico
10 Li, Deyuan
9 Berlinet, Alain F.
9 Bouzebda, Salim
9 Györfi, László
8 de Haan, Laurens
8 Henriques-Rodrigues, Lígia
8 Naveau, Philippe
8 Peng, Liang
8 Pestana, Dinis Duarte
8 Resnick, Sidney Ira
8 Teugels, Jozef L.
8 Worms, Rym
7 Asimit, Alexandru V.
7 Davison, Anthony C.
7 Dierckx, Goedele
7 Embrechts, Paul
7 Figueiredo, Fernanda Otilia
7 Fraga Alves, M. Isabel
7 Peng, Zuoxiang
7 Vajda, Igor
6 Brazauskas, Vytaras
6 Drees, Holger
6 Fougères, Anne-Laure
6 Goovaerts, Marc J.
6 Hashorva, Enkelejd
6 Mason, David M.
6 Nadarajah, Saralees
6 Necir, Abdelhakim
6 Rootzén, Holger
6 Stehlík, Milan
6 Vandewalle, Björn
6 Worms, Julien
6 Zitikis, Ričardas
5 Artikis, Constantinos T.
5 Artikis, Panagiotis T.
5 Barbe, Philippe
5 Bücher, Axel
5 Daouia, Abdelaati
5 Deheuvels, Paul
5 Diebolt, Jean
5 Diop, Aliou
5 Hoedemakers, Tom
5 Klüppelberg, Claudia
5 Neves, Manuela
5 Qin, Jing
5 Ruymgaart, Frits H.
5 Walk, Harro
4 Badescu, Alexandru M.
4 Beran, Jan
4 Bertail, Patrice
4 Bladt, Martin
4 Brahimi, Brahim
4 Clémençon, Stéphan
4 Cooley, Daniel S.
4 Das, Bikramjit
4 Davis, Richard A.
4 de Carvalho, Miguel
4 Devroye, Luc P. J. A.
4 Dutang, Christophe
4 Elhattab, Issam
4 Fátima Brilhante, M.
4 Huser, Raphaël
4 Ladoucette, Sophie A.
4 Ling, Chengxiu
4 Markovich, Natalia M.
4 Martins, M. João
4 Meraghni, Djamel
4 Mercadier, Cécile
4 Padoan, Simone A.
4 Robert, Christian Yann
4 Samorodnitsky, Gennady Pinkhosovich
4 Schlather, Martin
4 Serfling, Robert J.
4 Wadsworth, Jennifer L.
3 Alvarez-Andrade, Sergio
3 Antonio, Katrien
3 Biau, Gérard
3 Bladt, Mogens
3 Cai, Juan-Juan
3 Chesneau, Christophe
3 Cheung, Ka Chun
3 Cooray, Kahadawala
3 Cossette, Hélène
3 Cortés de Zea Bermudez, Patrícia
3 Degen, Matthias
...and 1,036 more Authors
all top 5

Cited in 152 Serials

83 Extremes
68 Insurance Mathematics & Economics
47 Journal of Statistical Planning and Inference
32 Journal of Multivariate Analysis
30 Communications in Statistics. Theory and Methods
30 Computational Statistics and Data Analysis
29 Statistics & Probability Letters
23 Bernoulli
20 The Annals of Statistics
20 Electronic Journal of Statistics
19 Scandinavian Actuarial Journal
16 Test
16 ASTIN Bulletin
14 Statistics
14 Journal of Nonparametric Statistics
11 Annals of the Institute of Statistical Mathematics
11 Journal of Applied Probability
11 Methodology and Computing in Applied Probability
11 The Annals of Applied Statistics
10 Journal of Computational and Applied Mathematics
9 Journal of Statistical Computation and Simulation
9 Journal of Statistical Theory and Practice
8 Metrika
8 Communications in Statistics. Simulation and Computation
8 Journal of Applied Statistics
8 Entropy
7 Scandinavian Journal of Statistics
7 Journal of Econometrics
7 North American Actuarial Journal
6 Kybernetika
6 European Journal of Operational Research
6 Mathematical Methods of Statistics
5 Advances in Applied Probability
5 Comptes Rendus. Mathématique. Académie des Sciences, Paris
5 AStA. Advances in Statistical Analysis
5 Journal of Agricultural, Biological, and Environmental Statistics
5 European Actuarial Journal
5 Statistics and Computing
5 Dependence Modeling
4 The Canadian Journal of Statistics
4 Journal of Statistical Physics
4 Annals of Operations Research
4 The Annals of Applied Probability
4 Computational Statistics
4 Statistical Papers
4 Mathematical Problems in Engineering
4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
4 Quantitative Finance
4 Stochastic Models
4 Journal of Probability and Statistics
4 Sankhyā. Series A
3 Lithuanian Mathematical Journal
3 Applied Mathematics and Computation
3 Journal of the American Statistical Association
3 Statistica Neerlandica
3 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
3 Journal of Time Series Analysis
3 Australian & New Zealand Journal of Statistics
3 Chaos
3 Journal of the Royal Statistical Society. Series B. Statistical Methodology
3 Journal of Interdisciplinary Mathematics
3 Statistical Inference for Stochastic Processes
3 Statistical Methods and Applications
3 Journal of the Korean Statistical Society
2 Computer Methods in Applied Mechanics and Engineering
2 The Annals of Probability
2 Journal of Information & Optimization Sciences
2 Stochastic Processes and their Applications
2 Top
2 Stochastic Environmental Research and Risk Assessment
2 Econometric Theory
2 Applied Stochastic Models in Business and Industry
2 Statistical Modelling
2 European Journal of Pure and Applied Mathematics
2 Mathematical Geosciences
2 Science China. Mathematics
2 ISRN Probability and Statistics
1 Biological Cybernetics
1 International Journal of Solids and Structures
1 International Journal of Theoretical Physics
1 Journal of Computational Physics
1 Mathematical Biosciences
1 Periodica Mathematica Hungarica
1 Problems of Information Transmission
1 Theory of Probability and its Applications
1 Biometrics
1 Blätter (Deutsche Gesellschaft für Versicherungsmathematik)
1 Commentationes Mathematicae Universitatis Carolinae
1 Information Sciences
1 International Journal of Mathematics and Mathematical Sciences
1 International Statistical Review
1 Journal of Mathematical Psychology
1 Mathematics of Operations Research
1 Scandinavian Actuarial Journal
1 Theoretical Computer Science
1 Operations Research Letters
1 Stochastic Analysis and Applications
1 American Journal of Mathematical and Management Sciences
1 Journal of Classification
1 Physica D
...and 52 more Serials

Citations by Year