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Author ID: beirlant.jan Recent zbMATH articles by "Beirlant, Jan"
Published as: Beirlant, Jan; Beirlant, J.
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Co-Authors

2 single-authored
15 Teugels, Jozef L.
13 Goegebeur, Yuri
10 Guillou, Armelle
9 de Wet, Tertius
8 Dierckx, Goedele
7 Györfi, László
7 Vynckier, Petra
6 Albrecher, Hansjörg
6 Einmahl, John H. J.
5 Vandewalle, Björn
5 Verlaak, Robert
4 Mason, David M.
4 van der Meulen, Edward C.
3 Antonio, Katrien
3 Berlinet, Alain F.
3 Bladt, Martin
3 Buitendag, Sven
3 Deheuvels, Paul
3 Leal de Carvalho Gomes, Maria Ivette
3 Hoedemakers, Tom
3 Horváth, Lajos
3 Matthys, Gunther
3 Reynkens, Tom
3 Segers, Johan
3 van Zuijlen, Martien C. A.
2 Araujo-Acuna, José Carlos
2 Biau, Gérard
2 Broniatowski, Michel
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 Hubert, Mia
2 Joossens, Elisabeth
2 Li, Zhengxiao
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 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 Jurečková, Jana
1 Kamper, Francois
1 Lugosi, Gábor
1 Meng, Shengwang
1 Picek, Jan
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
1 Yang, Liang

Publications by Year

Citations contained in zbMATH Open

89 Publications have been cited 1,443 times in 915 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
286
2004
Tail index estimation and an exponential regression model. Zbl 0947.62034
Beirlant, J.; Dierckx, G.; Goegebeur, Y.; Matthys, G.
86
1999
Practical analysis of extreme values. Zbl 0888.62003
Beirlant, Jan; Teugels, Jozef L.; Vynckier, Petra
78
1996
Nonparametric entropy estimation: An overview. Zbl 0882.62003
Beirlant, J.; Dudewicz, E. J.; Györfi, László; van der Meulen, Edward C.
67
1997
Tail index estimation, Pareto quantile plots, and regression diagnostics. Zbl 0881.62077
Beirlant, Jan; Vynckier, Petra; Teugels, Jozef L.
52
1996
Reinsurance. Actuarial and statistical aspects. Zbl 1376.91004
Albrecher, Hansjoerg; Beirlant, Jan; Teugels, Jozef L.
46
2017
On exponential representations of log-spacings of extreme order statistics. Zbl 1036.62040
Beirlant, J.; Dierckx, G.; Guillou, A.; Stǎricǎ, C.
42
2002
Excess functions and estimation of the extreme-value index. Zbl 0870.62019
Beirlant, Jan; Vynckier, Petra; Teugels, Jozef L.
35
1996
Estimation of the extreme value index and extreme quantiles under random censoring. Zbl 1157.62027
Beirlant, Jan; Guillou, Armelle; Dierckx, Goedele; Fils-Villetard, Amélie
34
2007
Kernel estimators for the second order parameter in extreme value statistics. Zbl 1188.62143
Goegebeur, Yuri; Beirlant, Jan; de Wet, Tertius
29
2010
Regression with response distributions of Pareto-type. Zbl 1429.62078
Beirlant, Jan; Goegebeur, Yuri
27
2003
A robust estimator for the tail index of Pareto-type distributions. Zbl 1445.62102
Vandewalle, B.; Beirlant, J.; Christmann, A.; Hubert, M.
26
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
22
1995
Estimating catastrophic quantile levels for heavy-tailed distributions. Zbl 1188.91237
Matthys, Gunther; Delafosse, Emmanuel; Guillou, Armelle; Beirlant, Jan
21
2004
An overview and open research topics in statistics of univariate extremes. Zbl 1297.62114
Beirlant, Jan; Caeiro, Frederico; Gomes, M. Ivette
21
2012
Local polynomial maximum likelihood estimation for Pareto-type distributions. Zbl 1035.62041
Beirlant, Jan; Goegebeur, Yuri
21
2004
Actuarial statistics with generalized linear mixed models. Zbl 1104.62111
Antonio, Katrien; Beirlant, Jan
20
2007
On univariate extreme value statistics and the estimation of reinsurance premiums. Zbl 1168.62392
Vandewalle, B.; Beirlant, J.
19
2006
Second-order refined peaks-over-threshold modelling for heavy-tailed distributions. Zbl 1162.62044
Beirlant, Jan; Joossens, Elisabeth; Segers, Johan
18
2009
On the asymptotic normality of the \(L_2\)-error in partitioning regression estimation. Zbl 0961.62030
Beirlant, Jan; Györfi, László
18
1998
Estimating the extreme value index and high quantiles with exponential regression models. Zbl 1028.62038
Matthys, G.; Beirlant, J.
18
2003
Burr regression and portfolio segmentation. Zbl 0952.62092
Beirlant, Jan; Goegebeur, Yuri; Verlaak, Robert; Vynckier, Petra
17
1998
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
Improved reduced-bias tail index and quantile estimators. Zbl 1131.62041
Beirlant, Jan; Figueiredo, Fernanda; Gomes, M. Ivette; Vandewalle, Björn
15
2008
Optimal reinsurance programs: an optimal combination of several reinsurance protections on a heterogeneous insurance portfolio. Zbl 1103.91376
Verlaak, Robert; Beirlant, Jan
15
2003
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
14
2008
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
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
13
2017
Semiparametric lower bounds for tail index estimation. Zbl 1077.62039
Beirlant, Jan; Bouquiaux, Christel; Werker, Bas J. M.
13
2006
Large deviations of divergence measures on partitions. Zbl 0996.62052
Beirlant, Jan; Devroye, Luc; Györfi, László; Vajda, Igor
13
2001
Peaks-over-threshold modeling under random censoring. Zbl 1284.62612
Beirlant, Jan; Guillou, Armelle; Toulemonde, Gwladys
12
2010
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 reduced tail estimation for censored Pareto type distributions. Zbl 1383.62151
Beirlant, J.; Bardoutsos, A.; de Wet, T.; Gijbels, I.
11
2016
Bias-corrected estimation of stable tail dependence function. Zbl 1328.62195
Beirlant, Jan; Escobar-Bach, Mikael; Goegebeur, Yuri; Guillou, Armelle
11
2016
Bias-reduced estimators for bivariate tail modelling. Zbl 1218.62046
Beirlant, J.; Dierckx, G.; Guillou, A.
10
2011
Generalized kernel estimators for the Weibull-tail coefficient. Zbl 1202.62043
Goegebeur, Yuri; Beirlant, Jan; De Wet, Tertius
9
2010
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.
9
1985
Asymptotic normality of Hill’s estimator. Zbl 0678.62025
Beirlant, Jan; Teugels, Jozef L.
9
1989
Pareto index estimation under moderate right censoring. Zbl 0979.91047
Beirlant, Jan; Guillou, Armelle
9
2001
Confidence bounds for discounted loss reserves. Zbl 1103.91367
Hoedemakers, Tom; Beirlant, Jan; Goovaerts, Marc J.; Dhaene, Jan
9
2003
A robust estimator of the tail index based on an exponential regression model. Zbl 1088.62064
Vandewalle, B.; Beirlant, J.; Hubert, M.
8
2004
Tail fitting for truncated and non-truncated Pareto-type distributions. Zbl 1360.62244
Beirlant, Jan; Fraga Alves, Isabel; Gomes, Ivette
8
2016
Nonparametric estimation of extreme conditional quantiles. Zbl 1045.62044
Beirlant, Jan; De Wet, Tertius; Goegebeur, Yuri
8
2004
Strong and weak approximations of k-spacings processes. Zbl 0529.60028
Aly, Emad-Eldin A. A.; Beirlant, Jan; Horváth, Lajos
8
1984
On the approximation of P-P and Q-Q plot processes by Brownian bridges. Zbl 0757.60019
Beirlant, Jan; Deheuvels, Paul
7
1990
Limit distributions for compounded sums of extreme order statistics. Zbl 0759.62009
Beirlant, Jan; Teugels, Jozef L.
7
1992
Some comments on the estimation of a dependence index in bivariate extreme value statistics. Zbl 1092.62544
Beirlant, J.; Vandewalle, B.
7
2002
Goodness-of-fit analysis for multivariate normality based on generalized quantiles. Zbl 1061.62532
Beirlant, J.; Mason, D. M.; Vynckier, C.
7
1999
A goodness-of-fit statistic for Pareto-type behaviour. Zbl 1073.62045
Beirlant, Jan; De Wet, Tertius; Goegebeur, Yuri
7
2006
On the asymptotic normality of functions of uniform spacings. Zbl 0724.60022
Beirlant, J.; Janssen, P.; Veraverbeke, N.
6
1991
On the impossibility of estimating densities in the extreme tail. Zbl 0916.62031
Beirlant, Jan; Devroye, Luc
6
1999
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.
6
2018
The asymptotic behavior of Hill’s estimator. Zbl 0657.62048
Beirlant, Jan; Teugels, J. K.
6
1987
“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
On piecewise linear density estimators. Zbl 0954.62038
Beirlant, J.; Berlinet, A.; Györfi, L.
6
1999
Bootstrap confidence intervals for tail indices. Zbl 1042.62541
Caers, Jef; Beirlant, Jan; Vynckier, Petra
6
1998
The problem of stability in insurance mathematics. Zbl 0648.62103
Beirlant, Jan; Rachev, S. T.
5
1987
Long run proportional hazards models of random censorship. Zbl 0753.62027
Beirlant, Jan; Carbonez, An; Van der Meulen, Edward
5
1992
Estimation of the extreme value index in a censorship framework: asymptotic and finite sample behavior. Zbl 1418.62214
Beirlant, Jan; Worms, Julien; Worms, Rym
5
2019
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
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
Higher order estimation at Lebesgue points. Zbl 1169.62024
Beirlant, J.; Berlinet, A.; Biau, G.
3
2008
Bahadur-Kiefer theorems for uniform spacings processes. Zbl 0739.60015
Beirlant, J.; Deheuvels, P.; Einmahl, J. H. J.; Mason, D. M.
3
1991
Divergence-type errors of smooth Barron-type density estimators. Zbl 1039.62029
Beirlant, Jan; Berlinet, Alain; Biau, Gérard; Vajda, Igor
3
2002
Asymptotics for the Hirsch index. Zbl 1349.62594
Beirlant, Jan; Einmahl, John H. J.
3
2010
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
Combined tail estimation using censored data and expert information. Zbl 1448.91255
Bladt, Martin; Albrecher, Hansjörg; Beirlant, Jan
3
2020
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
3
2016
Fitting tails affected by truncation. Zbl 1362.62115
Beirlant, Jan; Alves, Isabel Fraga; Reynkens, Tom
3
2017
The appropriate reduction of the weighted empirical process. Zbl 0658.60012
Shorack, G. R.; Beirlant, Jan
3
1986
Generalized sum plots. Zbl 1297.62113
Beirlant, J.; Boniphace, E.; Dierckx, G.
3
2011
Asymptotics of Hill’s estimator. Zbl 0611.62036
Beirlant, Jan; Teugels, J. K.
2
1986
Limit theory for spacing statistics from general univariate distributions. Zbl 0651.62021
Beirlant, Jan
2
1986
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
Bahadur-Kiefer theorems for uniform spacings processes. Zbl 0776.60024
Beirlant, J.; Deheuvels, P.; Einmahl, J. H. J.; Mason, D. M.
1
1991
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
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
Some thoughts on extreme values. Zbl 1044.60509
Beirlant, J.; Teugels, J. L.; Vynckier, P.
1
1998
Asymptotic confidence intervals for the length of the short\(t\) under random censoring. Zbl 0831.62033
Beirlant, J.; Einmahl, J. H. J.
1
1995
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
Threshold selection and trimming in extremes. Zbl 1466.62318
Bladt, Martin; Albrecher, Hansjörg; Beirlant, Jan
1
2020
Generalizing the log-Moyal distribution and regression models for heavy-tailed loss data. Zbl 1472.91039
Li, Zhengxiao; Beirlant, Jan; Meng, Shengwang
1
2021
Generalizing the log-Moyal distribution and regression models for heavy-tailed loss data. Zbl 1472.91039
Li, Zhengxiao; Beirlant, Jan; Meng, Shengwang
1
2021
Combined tail estimation using censored data and expert information. Zbl 1448.91255
Bladt, Martin; Albrecher, Hansjörg; Beirlant, Jan
3
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
Threshold selection and trimming in extremes. Zbl 1466.62318
Bladt, Martin; Albrecher, Hansjörg; Beirlant, Jan
1
2020
Estimation of the extreme value index in a censorship framework: asymptotic and finite sample behavior. Zbl 1418.62214
Beirlant, Jan; Worms, Julien; Worms, Rym
5
2019
Ridge regression estimators for the extreme value index. Zbl 1422.60085
Buitendag, Sven; Beirlant, Jan; de Wet, Tertius
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.
6
2018
Reinsurance. Actuarial and statistical aspects. Zbl 1376.91004
Albrecher, Hansjoerg; Beirlant, Jan; Teugels, Jozef L.
46
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
13
2017
Fitting tails affected by truncation. Zbl 1362.62115
Beirlant, Jan; Alves, Isabel Fraga; Reynkens, Tom
3
2017
Bias reduced tail estimation for censored Pareto type distributions. Zbl 1383.62151
Beirlant, J.; Bardoutsos, A.; de Wet, T.; Gijbels, I.
11
2016
Bias-corrected estimation of stable tail dependence function. Zbl 1328.62195
Beirlant, Jan; Escobar-Bach, Mikael; Goegebeur, Yuri; Guillou, Armelle
11
2016
Tail fitting for truncated and non-truncated Pareto-type distributions. Zbl 1360.62244
Beirlant, Jan; Fraga Alves, Isabel; Gomes, Ivette
8
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
3
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
21
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
29
2010
Peaks-over-threshold modeling under random censoring. Zbl 1284.62612
Beirlant, Jan; Guillou, Armelle; Toulemonde, Gwladys
12
2010
Generalized kernel estimators for the Weibull-tail coefficient. Zbl 1202.62043
Goegebeur, Yuri; Beirlant, Jan; De Wet, Tertius
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
18
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
15
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
14
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
34
2007
A robust estimator for the tail index of Pareto-type distributions. Zbl 1445.62102
Vandewalle, B.; Beirlant, J.; Christmann, A.; Hubert, M.
26
2007
Actuarial statistics with generalized linear mixed models. Zbl 1104.62111
Antonio, Katrien; Beirlant, Jan
20
2007
On univariate extreme value statistics and the estimation of reinsurance premiums. Zbl 1168.62392
Vandewalle, B.; Beirlant, J.
19
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
7
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
286
2004
Estimating catastrophic quantile levels for heavy-tailed distributions. Zbl 1188.91237
Matthys, Gunther; Delafosse, Emmanuel; Guillou, Armelle; Beirlant, Jan
21
2004
Local polynomial maximum likelihood estimation for Pareto-type distributions. Zbl 1035.62041
Beirlant, Jan; Goegebeur, Yuri
21
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
8
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
27
2003
Estimating the extreme value index and high quantiles with exponential regression models. Zbl 1028.62038
Matthys, G.; Beirlant, J.
18
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.
42
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.
86
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
6
1999
On piecewise linear density estimators. Zbl 0954.62038
Beirlant, J.; Berlinet, A.; Györfi, L.
6
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
17
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.
67
1997
Practical analysis of extreme values. Zbl 0888.62003
Beirlant, Jan; Teugels, Jozef L.; Vynckier, Petra
78
1996
Tail index estimation, Pareto quantile plots, and regression diagnostics. Zbl 0881.62077
Beirlant, Jan; Vynckier, Petra; Teugels, Jozef L.
52
1996
Excess functions and estimation of the extreme-value index. Zbl 0870.62019
Beirlant, Jan; Vynckier, Petra; Teugels, Jozef L.
35
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
22
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
5
1992
On the asymptotic normality of functions of uniform spacings. Zbl 0724.60022
Beirlant, J.; Janssen, P.; Veraverbeke, N.
6
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
Asymptotics of Hill’s estimator. Zbl 0611.62036
Beirlant, Jan; Teugels, J. K.
2
1986
Limit theory for spacing statistics from general univariate distributions. Zbl 0651.62021
Beirlant, Jan
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.
9
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 1,224 Authors

52 Beirlant, Jan
46 Guillou, Armelle
38 Leal de Carvalho Gomes, Maria Ivette
33 Goegebeur, Yuri
29 Girard, Stéphane
20 Gardes, Laurent
19 Albrecher, Hansjörg
18 Einmahl, John H. J.
16 Kohler, Michael
16 Segers, Johan
14 Stupfler, Gilles
12 Krzyżak, Adam
11 Caeiro, Frederico
11 de Wet, Tertius
11 Falk, Michael
11 Li, Deyuan
10 Resnick, Sidney Ira
9 Berlinet, Alain F.
9 Bouzebda, Salim
9 Györfi, László
9 Henriques-Rodrigues, Lígia
9 Peng, Liang
9 Pestana, Dinis Duarte
9 Worms, Rym
8 Brazauskas, Vytaras
8 Davison, Anthony C.
8 de Haan, Laurens
8 Figueiredo, Fernanda Otilia
8 Naveau, Philippe
8 Peng, Zuoxiang
8 Teugels, Jozef L.
7 Asimit, Alexandru V.
7 Bücher, Axel
7 Dierckx, Goedele
7 Drees, Holger
7 Embrechts, Paul
7 Fraga Alves, M. Isabel
7 Vajda, Igor
7 Worms, Julien
6 Bladt, Martin
6 Diop, Aliou
6 Fougères, Anne-Laure
6 Goovaerts, Marc J.
6 Hashorva, Enkelejd
6 Klüppelberg, Claudia
6 Markovich, Natalia M.
6 Mason, David M.
6 Nadarajah, Saralees
6 Necir, Abdelhakim
6 Neves, Manuela
6 Qin, Jing
6 Rootzén, Holger
6 Stehlík, Milan
6 Vandewalle, Björn
6 Zitikis, Ričardas
5 Artikis, Constantinos T.
5 Artikis, Panagiotis T.
5 Barbe, Philippe
5 Daouia, Abdelaati
5 Davis, Richard A.
5 Deheuvels, Paul
5 Diebolt, Jean
5 Hoedemakers, Tom
5 Padoan, Simone A.
5 Ruymgaart, Frits H.
5 Samorodnitsky, Gennady Pinkhosovich
5 Walk, Harro
4 Badescu, Alexandru M.
4 Beran, Jan
4 Bertail, Patrice
4 Brahimi, Brahim
4 Clémençon, Stéphan
4 Cooley, Daniel S.
4 Das, Bikramjit
4 de Carvalho, Miguel
4 Deme, El Hadji
4 Devroye, Luc P. J. A.
4 Dutang, Christophe
4 Elhattab, Issam
4 Fátima Brilhante, M.
4 Huser, Raphaël
4 Krajina, Andrea
4 Ladoucette, Sophie A.
4 Ling, Chengxiu
4 Martins, M. João
4 Meraghni, Djamel
4 Mercadier, Cécile
4 Ribereau, Pierre
4 Robert, Christian Yann
4 Rodionov, Igor’ Vladimirovich
4 Schlather, Martin
4 Serfling, Robert J.
4 Wadsworth, Jennifer L.
4 Wang, Huixia Judy
4 Zhou, Chen
3 Alvarez-Andrade, Sergio
3 Antonio, Katrien
3 Biau, Gérard
3 Bladt, Mogens
3 Cai, Juan-Juan
...and 1,124 more Authors
all top 5

Cited in 158 Serials

90 Extremes
74 Insurance Mathematics & Economics
47 Journal of Statistical Planning and Inference
32 Journal of Multivariate Analysis
32 Communications in Statistics. Theory and Methods
31 Computational Statistics and Data Analysis
30 Statistics & Probability Letters
24 Bernoulli
23 Electronic Journal of Statistics
20 The Annals of Statistics
19 Scandinavian Actuarial Journal
19 ASTIN Bulletin
17 Test
16 Statistics
14 Journal of Nonparametric Statistics
14 North American Actuarial Journal
12 Annals of the Institute of Statistical Mathematics
12 Methodology and Computing in Applied Probability
12 Journal of Statistical Theory and Practice
11 Journal of Applied Probability
11 Journal of Statistical Computation and Simulation
11 The Annals of Applied Statistics
10 Journal of Computational and Applied Mathematics
10 Communications in Statistics. Simulation and Computation
10 Journal of Applied Statistics
8 Metrika
8 Entropy
7 Scandinavian Journal of Statistics
7 Journal of Econometrics
6 Advances in Applied Probability
6 Kybernetika
6 European Journal of Operational Research
6 Mathematical Methods of Statistics
6 AStA. Advances in Statistical Analysis
6 European Actuarial Journal
5 Annals of Operations Research
5 Computational Statistics
5 Statistical Inference for Stochastic Processes
5 Quantitative Finance
5 Comptes Rendus. Mathématique. Académie des Sciences, Paris
5 Journal of Agricultural, Biological, and Environmental Statistics
5 Journal of Probability and Statistics
5 Statistics and Computing
5 Dependence Modeling
4 The Canadian Journal of Statistics
4 Journal of Statistical Physics
4 The Annals of Applied Probability
4 Statistical Papers
4 Mathematical Problems in Engineering
4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
4 Stochastic Models
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 Statistical Science
3 Stochastic Processes and their Applications
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 Brazilian Journal of Probability and Statistics
3 Statistical Methods and Applications
3 Journal of the Korean Statistical Society
2 Computer Methods in Applied Mechanics and Engineering
2 Physica A
2 Theory of Probability and its Applications
2 The Annals of Probability
2 Journal of Information & Optimization Sciences
2 Econometric Reviews
2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
2 Top
2 Statistica Sinica
2 Far East Journal of Theoretical Statistics
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 Bayesian Analysis
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 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
...and 58 more Serials

Citations by Year