Edit Profile (opens in new tab) Bücher, Axel Compute Distance To: Compute Author ID: bucher.axel Published as: Bücher, Axel Homepage: https://www.math.hhu.de/lehrstuehle-/-personen-/-ansprechpartner/innen/lehrstueh... External Links: MGP · ORCID Documents Indexed: 40 Publications since 2010 Co-Authors: 23 Co-Authors with 38 Joint Publications 403 Co-Co-Authors all top 5 Co-Authors 2 single-authored 10 Dette, Holger 7 Kojadinovic, Ivan 7 Volgushev, Stanislav 6 Segers, Johan 5 Berghaus, Betina Hedwig 2 Heinrichs, Florian 2 Jennessen, Tobias 2 Kinsvater, Paul 2 Vetter, Mathias 2 Zou, Nan 1 Fermanian, Jean-David 1 Fried, Roland 1 Irresberger, Felix 1 Jaschke, Stefan R. 1 Jaser, Miriam 1 Lilienthal, Jona 1 Min, Aleksey 1 Rohmer, Tom 1 Ruppert, Martin 1 Weiß, Gregor N. F. 1 Wieczorek, Gabriele 1 Wied, Dominik 1 Zhou, Chen all top 5 Serials 7 Journal of Multivariate Analysis 6 The Annals of Statistics 5 Bernoulli 4 Extremes 2 Journal of Econometrics 2 Journal of Theoretical Probability 2 Electronic Journal of Statistics 1 Annals of the Institute of Statistical Mathematics 1 Journal of Statistical Planning and Inference 1 Statistics & Probability Letters 1 Journal of Time Series Analysis 1 Statistical Science 1 Stochastic Processes and their Applications 1 Econometric Theory 1 North American Actuarial Journal 1 Journal de la Société Française de Statistique 1 Statistics & Risk Modeling 1 Dependence Modeling Fields 40 Statistics (62-XX) 21 Probability theory and stochastic processes (60-XX) 6 Numerical analysis (65-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Geophysics (86-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 34 Publications have been cited 341 times in 192 Documents Cited by ▼ Year ▼ New estimators of the Pickands dependence function and a test for extreme-value dependence. Zbl 1306.62087Bücher, Axel; Dette, Holger; Volgushev, Stanislav 35 2011 A note on bootstrap approximations for the empirical copula process. Zbl 1202.62055Bücher, Axel; Dette, Holger 33 2010 Empirical and sequential empirical copula processes under serial dependence. Zbl 1277.62223Bücher, Axel; Volgushev, Stanislav 27 2013 A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing. Zbl 1388.62123Bücher, Axel; Kojadinovic, Ivan 22 2016 Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique. Zbl 1277.62207Bücher, Axel; Ruppert, Martin 17 2013 Extreme value copula estimation based on block maxima of a multivariate stationary time series. Zbl 1329.62222Bücher, Axel; Segers, Johan 16 2014 Detecting changes in cross-sectional dependence in multivariate time series. Zbl 1360.62451Bücher, Axel; Kojadinovic, Ivan; Rohmer, Tom; Segers, Johan 15 2014 Nonparametric inference on Lévy measures and copulas. Zbl 1273.62067Bücher, Axel; Vetter, Mathias 13 2013 Weak convergence of the empirical copula process with respect to weighted metrics. Zbl 1367.60026Berghaus, Betina; Bücher, Axel; Volgushev, Stanislav 13 2017 When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs. Zbl 1323.60038Bücher, Axel; Segers, Johan; Volgushev, Stanislav 12 2014 A test for Archimedeanity in bivariate copula models. Zbl 1243.62078Bücher, Axel; Dette, Holger; Volgushev, Stanislav 11 2012 Minimum distance estimators of the Pickands dependence function and related tests of multivariate extreme-value dependence. Zbl 1316.62045Berghaus, Betina; Bücher, Axel; Dette, Holger 10 2013 Multiplier bootstrap of tail copulas with applications. Zbl 1281.62124Bücher, Axel; Dette, Holger 10 2013 Some comments on goodness-of-fit tests for the parametric form of the copula based on \(L^{2}\)-distances. Zbl 1181.62060Bücher, Axel; Dette, Holger 9 2010 On the maximum likelihood estimator for the generalized extreme-value distribution. Zbl 1398.62056Bücher, Axel; Segers, Johan 9 2017 Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series. Zbl 1414.62354Bücher, Axel; Segers, Johan 8 2018 Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications. Zbl 1383.62126Bücher, Axel; Kojadinovic, Ivan 8 2016 A note on weak convergence of the sequential multivariate empirical process under strong mixing. Zbl 1330.60057Bücher, Axel 8 2015 Nonparametric tests for detecting breaks in the jump behaviour of a time-continuous process. Zbl 1459.62067Bücher, Axel; Hoffmann, Michael; Vetter, Mathias; Dette, Holger 7 2017 An overview of nonparametric tests of extreme-value dependence and of some related statistical procedures. Zbl 1365.62174Bücher, Axel; Kojadinovic, Ivan 7 2016 A note on conditional versus joint unconditional weak convergence in bootstrap consistency results. Zbl 1420.62187Bücher, Axel; Kojadinovic, Ivan 7 2019 Weak convergence of a pseudo maximum likelihood estimator for the extremal index. Zbl 1406.62046Berghaus, Betina; Bücher, Axel 7 2018 Multiple block sizes and overlapping blocks for multivariate time series extremes. Zbl 1461.62167Zou, Nan; Volgushev, Stanislav; Bücher, Axel 5 2021 Testing model assumptions in functional regression models. Zbl 1219.62075Bücher, Axel; Dette, Holger; Wieczorek, Gabriele 5 2011 Inference for heavy tailed stationary time series based on sliding blocks. Zbl 1473.62303Bücher, Axel; Segers, Johan 4 2018 Nonparametric tests for constant tail dependence with an application to energy and finance. Zbl 1337.62110Bücher, Axel; Jäschke, Stefan; Wied, Dominik 4 2015 Goodness-of-fit tests for multivariate copula-based time series models. Zbl 1442.62730Berghaus, Betina; Bücher, Axel 4 2017 Combining cumulative sum change-point detection tests for assessing the stationarity of univariate time series. Zbl 1418.62305Bücher, Axel; Fermanian, Jean-David; Kojadinovic, Ivan 4 2019 On second order conditions in the multivariate block maxima and peak over threshold method. Zbl 1422.62171Bücher, Axel; Volgushev, Stanislav; Zou, Nan 4 2019 Testing asymmetry in dependence with Copula-coskewness. Zbl 07059866Bücher, Axel; Irresberger, Felix; Weiss, Gregor N. F. 2 2017 A note on nonparametric estimation of bivariate tail dependence. Zbl 1418.62216Bücher, Axel 2 2014 Detecting deviations from second-order stationarity in locally stationary functional time series. Zbl 07223271Bücher, Axel; Dette, Holger; Heinrichs, Florian 1 2020 Method of moments estimators for the extremal index of a stationary time series. Zbl 1448.62131Bücher, Axel; Jennessen, Tobias 1 2020 Nonparametric tests for tail monotonicity. Zbl 1293.62096Berghaus, Betina; Bücher, Axel 1 2014 Multiple block sizes and overlapping blocks for multivariate time series extremes. Zbl 1461.62167Zou, Nan; Volgushev, Stanislav; Bücher, Axel 5 2021 Detecting deviations from second-order stationarity in locally stationary functional time series. Zbl 07223271Bücher, Axel; Dette, Holger; Heinrichs, Florian 1 2020 Method of moments estimators for the extremal index of a stationary time series. Zbl 1448.62131Bücher, Axel; Jennessen, Tobias 1 2020 A note on conditional versus joint unconditional weak convergence in bootstrap consistency results. Zbl 1420.62187Bücher, Axel; Kojadinovic, Ivan 7 2019 Combining cumulative sum change-point detection tests for assessing the stationarity of univariate time series. Zbl 1418.62305Bücher, Axel; Fermanian, Jean-David; Kojadinovic, Ivan 4 2019 On second order conditions in the multivariate block maxima and peak over threshold method. Zbl 1422.62171Bücher, Axel; Volgushev, Stanislav; Zou, Nan 4 2019 Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series. Zbl 1414.62354Bücher, Axel; Segers, Johan 8 2018 Weak convergence of a pseudo maximum likelihood estimator for the extremal index. Zbl 1406.62046Berghaus, Betina; Bücher, Axel 7 2018 Inference for heavy tailed stationary time series based on sliding blocks. Zbl 1473.62303Bücher, Axel; Segers, Johan 4 2018 Weak convergence of the empirical copula process with respect to weighted metrics. Zbl 1367.60026Berghaus, Betina; Bücher, Axel; Volgushev, Stanislav 13 2017 On the maximum likelihood estimator for the generalized extreme-value distribution. Zbl 1398.62056Bücher, Axel; Segers, Johan 9 2017 Nonparametric tests for detecting breaks in the jump behaviour of a time-continuous process. Zbl 1459.62067Bücher, Axel; Hoffmann, Michael; Vetter, Mathias; Dette, Holger 7 2017 Goodness-of-fit tests for multivariate copula-based time series models. Zbl 1442.62730Berghaus, Betina; Bücher, Axel 4 2017 Testing asymmetry in dependence with Copula-coskewness. Zbl 07059866Bücher, Axel; Irresberger, Felix; Weiss, Gregor N. F. 2 2017 A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing. Zbl 1388.62123Bücher, Axel; Kojadinovic, Ivan 22 2016 Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications. Zbl 1383.62126Bücher, Axel; Kojadinovic, Ivan 8 2016 An overview of nonparametric tests of extreme-value dependence and of some related statistical procedures. Zbl 1365.62174Bücher, Axel; Kojadinovic, Ivan 7 2016 A note on weak convergence of the sequential multivariate empirical process under strong mixing. Zbl 1330.60057Bücher, Axel 8 2015 Nonparametric tests for constant tail dependence with an application to energy and finance. Zbl 1337.62110Bücher, Axel; Jäschke, Stefan; Wied, Dominik 4 2015 Extreme value copula estimation based on block maxima of a multivariate stationary time series. Zbl 1329.62222Bücher, Axel; Segers, Johan 16 2014 Detecting changes in cross-sectional dependence in multivariate time series. Zbl 1360.62451Bücher, Axel; Kojadinovic, Ivan; Rohmer, Tom; Segers, Johan 15 2014 When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs. Zbl 1323.60038Bücher, Axel; Segers, Johan; Volgushev, Stanislav 12 2014 A note on nonparametric estimation of bivariate tail dependence. Zbl 1418.62216Bücher, Axel 2 2014 Nonparametric tests for tail monotonicity. Zbl 1293.62096Berghaus, Betina; Bücher, Axel 1 2014 Empirical and sequential empirical copula processes under serial dependence. Zbl 1277.62223Bücher, Axel; Volgushev, Stanislav 27 2013 Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique. Zbl 1277.62207Bücher, Axel; Ruppert, Martin 17 2013 Nonparametric inference on Lévy measures and copulas. Zbl 1273.62067Bücher, Axel; Vetter, Mathias 13 2013 Minimum distance estimators of the Pickands dependence function and related tests of multivariate extreme-value dependence. Zbl 1316.62045Berghaus, Betina; Bücher, Axel; Dette, Holger 10 2013 Multiplier bootstrap of tail copulas with applications. Zbl 1281.62124Bücher, Axel; Dette, Holger 10 2013 A test for Archimedeanity in bivariate copula models. Zbl 1243.62078Bücher, Axel; Dette, Holger; Volgushev, Stanislav 11 2012 New estimators of the Pickands dependence function and a test for extreme-value dependence. Zbl 1306.62087Bücher, Axel; Dette, Holger; Volgushev, Stanislav 35 2011 Testing model assumptions in functional regression models. Zbl 1219.62075Bücher, Axel; Dette, Holger; Wieczorek, Gabriele 5 2011 A note on bootstrap approximations for the empirical copula process. Zbl 1202.62055Bücher, Axel; Dette, Holger 33 2010 Some comments on goodness-of-fit tests for the parametric form of the copula based on \(L^{2}\)-distances. Zbl 1181.62060Bücher, Axel; Dette, Holger 9 2010 all cited Publications top 5 cited Publications all top 5 Cited by 281 Authors 27 Bücher, Axel 17 Segers, Johan 11 Kojadinovic, Ivan 10 Dette, Holger 10 Volgushev, Stanislav 9 Quessy, Jean-François 6 Nešlehová, Johanna G. 5 Bouzebda, Salim 5 Wied, Dominik 4 Genest, Christian 4 Guillou, Armelle 4 Peng, Liang 3 Bahraoui, Tarik 3 Berghaus, Betina Hedwig 3 de Haan, Laurens 3 Durante, Fabrizio 3 Einmahl, John H. J. 3 Engelke, Sebastian 3 Escobar-Bach, Mikael 3 Fermanian, Jean-David 3 Goegebeur, Yuri 3 González-Manteiga, Wenceslao 3 Hoga, Yannick 3 Kulik, Rafał 3 Neumeyer, Natalie 3 Padoan, Simone A. 3 Rémillard, Bruno N. 3 Rohmer, Tom 3 Seo, Juwon 3 Vetter, Mathias 3 Vogel, Daniel 2 Beare, Brendan K. 2 Dehling, Herold G. 2 Di Lascio, F. Marta L. 2 Dombry, Clément 2 Falk, Michael 2 Fernández-Sánchez, Juan 2 Fougères, Anne-Laure 2 Genton, Marc G. 2 Girard, Stéphane 2 Hou, Yanxi 2 Jaschke, Stefan R. 2 Jaworski, Piotr 2 Jennessen, Tobias 2 Kinsvater, Paul 2 Kiriliouk, Anna 2 Klüppelberg, Claudia 2 Kokot, Kevin 2 Kurisu, Daisuke 2 Lemyre, Félix Camirand 2 Min, Aleksey 2 Nasri, Bouchra R. 2 Naveau, Philippe 2 Pang, Guodong 2 Rizzelli, Stefano 2 Stadtmüller, Ulrich 2 Stärk, Florian 2 Tafakori, Laleh 2 Trabs, Mathias 2 Wendler, Martin 2 Zari, Tarek 2 Zhou, Chen 2 Zou, Nan 1 Agarwal, Gaurav Kumar 1 Ahmadabadi, Alireza 1 Aneiros-Pérez, Germán 1 Aue, Alexander 1 Aulbach, Stefan 1 Baek, Changryong 1 Baringhaus, Ludwig 1 Bec, Mélina 1 Belomestny, Denis 1 Beutner, Eric 1 Bibinger, Markus 1 Billio, Monica 1 Binois, Mickaël 1 Bobbia, Benjamin 1 Boente, Graciela 1 Bollmann, Laslo 1 Boswijk, H. Peter 1 Bouezmarni, Taoufik 1 Boutahar, Mohamed 1 Cai, Juan-Juan 1 Chatelain, Simon 1 Chavez-Demoulin, Valérie 1 Chen, Qingxia 1 Chen, Xiaohong 1 Cheng, Yu 1 Cherfi, Mohamed 1 Chiapino, Maël 1 Cissokho, Youssouph 1 Ćmiel, Bogdan 1 Combes, Catherine 1 Cormier, Eric 1 Cousido-Rocha, Marta 1 Crujeiras, Rosa María 1 Cuesta-Albertos, Juan Antonio 1 Davis, Richard A. 1 De Amo, Enrique 1 de Uña-Álvarez, Jacobo ...and 181 more Authors all top 5 Cited in 57 Serials 17 Journal of Multivariate Analysis 16 The Annals of Statistics 14 Bernoulli 14 Extremes 14 Electronic Journal of Statistics 8 Journal of Econometrics 8 Journal of Statistical Planning and Inference 8 Computational Statistics and Data Analysis 6 Annals of the Institute of Statistical Mathematics 6 Econometric Theory 5 Stochastic Processes and their Applications 5 Test 4 Dependence Modeling 3 Journal of the American Statistical Association 3 Mathematical Methods of Statistics 3 Journal of Nonparametric Statistics 3 North American Actuarial Journal 3 Statistics and Computing 2 Metrika 2 Scandinavian Journal of Statistics 2 Statistics & Probability Letters 2 Journal of Time Series Analysis 2 Statistical Science 2 The Annals of Applied Probability 2 Statistical Papers 2 Journal of Applied Statistics 2 Scandinavian Actuarial Journal 2 Journal of Statistical Theory and Practice 1 Advances in Applied Probability 1 The Canadian Journal of Statistics 1 Journal of Mathematical Analysis and Applications 1 Lithuanian Mathematical Journal 1 Biometrics 1 Information Sciences 1 Journal of Applied Probability 1 Mathematics and Computers in Simulation 1 Insurance Mathematics & Economics 1 Statistics 1 Econometric Reviews 1 Journal of Theoretical Probability 1 Queueing Systems 1 Computational Statistics 1 Journal of Statistical Computation and Simulation 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Theory of Probability and Mathematical Statistics 1 Doklady Mathematics 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Journal of the Royal Statistical Society. Series B. Statistical Methodology 1 Statistical Inference for Stochastic Processes 1 Methodology and Computing in Applied Probability 1 ASTIN Bulletin 1 Journal of the Korean Statistical Society 1 Algorithms 1 Science China. Mathematics 1 Sankhyā. Series A 1 Stochastic Systems 1 Modern Stochastics. Theory and Applications all top 5 Cited in 11 Fields 190 Statistics (62-XX) 75 Probability theory and stochastic processes (60-XX) 16 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 9 Numerical analysis (65-XX) 3 Geophysics (86-XX) 2 Operations research, mathematical programming (90-XX) 2 Biology and other natural sciences (92-XX) 1 General and overarching topics; collections (00-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Real functions (26-XX) 1 Approximations and expansions (41-XX) Citations by Year