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Author ID: bucher.axel Recent zbMATH articles by "Bücher, 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

Publications by Year

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 1306.62087
Bücher, Axel; Dette, Holger; Volgushev, Stanislav
35
2011
A note on bootstrap approximations for the empirical copula process. Zbl 1202.62055
Bücher, Axel; Dette, Holger
33
2010
Empirical and sequential empirical copula processes under serial dependence. Zbl 1277.62223
Bücher, Axel; Volgushev, Stanislav
27
2013
A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing. Zbl 1388.62123
Bücher, Axel; Kojadinovic, Ivan
22
2016
Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique. Zbl 1277.62207
Bücher, Axel; Ruppert, Martin
17
2013
Extreme value copula estimation based on block maxima of a multivariate stationary time series. Zbl 1329.62222
Bücher, Axel; Segers, Johan
16
2014
Detecting changes in cross-sectional dependence in multivariate time series. Zbl 1360.62451
Bücher, Axel; Kojadinovic, Ivan; Rohmer, Tom; Segers, Johan
15
2014
Nonparametric inference on Lévy measures and copulas. Zbl 1273.62067
Bücher, Axel; Vetter, Mathias
13
2013
Weak convergence of the empirical copula process with respect to weighted metrics. Zbl 1367.60026
Berghaus, Betina; Bücher, Axel; Volgushev, Stanislav
13
2017
When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs. Zbl 1323.60038
Bücher, Axel; Segers, Johan; Volgushev, Stanislav
12
2014
A test for Archimedeanity in bivariate copula models. Zbl 1243.62078
Bücher, Axel; Dette, Holger; Volgushev, Stanislav
11
2012
Minimum distance estimators of the Pickands dependence function and related tests of multivariate extreme-value dependence. Zbl 1316.62045
Berghaus, Betina; Bücher, Axel; Dette, Holger
10
2013
Multiplier bootstrap of tail copulas with applications. Zbl 1281.62124
Bücher, 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 1181.62060
Bücher, Axel; Dette, Holger
9
2010
On the maximum likelihood estimator for the generalized extreme-value distribution. Zbl 1398.62056
Bücher, Axel; Segers, Johan
9
2017
Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series. Zbl 1414.62354
Bücher, Axel; Segers, Johan
8
2018
Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications. Zbl 1383.62126
Bücher, Axel; Kojadinovic, Ivan
8
2016
A note on weak convergence of the sequential multivariate empirical process under strong mixing. Zbl 1330.60057
Bücher, Axel
8
2015
Nonparametric tests for detecting breaks in the jump behaviour of a time-continuous process. Zbl 1459.62067
Bücher, 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 1365.62174
Bücher, Axel; Kojadinovic, Ivan
7
2016
A note on conditional versus joint unconditional weak convergence in bootstrap consistency results. Zbl 1420.62187
Bücher, Axel; Kojadinovic, Ivan
7
2019
Weak convergence of a pseudo maximum likelihood estimator for the extremal index. Zbl 1406.62046
Berghaus, Betina; Bücher, Axel
7
2018
Multiple block sizes and overlapping blocks for multivariate time series extremes. Zbl 1461.62167
Zou, Nan; Volgushev, Stanislav; Bücher, Axel
5
2021
Testing model assumptions in functional regression models. Zbl 1219.62075
Bücher, Axel; Dette, Holger; Wieczorek, Gabriele
5
2011
Inference for heavy tailed stationary time series based on sliding blocks. Zbl 1473.62303
Bücher, Axel; Segers, Johan
4
2018
Nonparametric tests for constant tail dependence with an application to energy and finance. Zbl 1337.62110
Bücher, Axel; Jäschke, Stefan; Wied, Dominik
4
2015
Goodness-of-fit tests for multivariate copula-based time series models. Zbl 1442.62730
Berghaus, Betina; Bücher, Axel
4
2017
Combining cumulative sum change-point detection tests for assessing the stationarity of univariate time series. Zbl 1418.62305
Bücher, Axel; Fermanian, Jean-David; Kojadinovic, Ivan
4
2019
On second order conditions in the multivariate block maxima and peak over threshold method. Zbl 1422.62171
Bücher, Axel; Volgushev, Stanislav; Zou, Nan
4
2019
Testing asymmetry in dependence with Copula-coskewness. Zbl 07059866
Bücher, Axel; Irresberger, Felix; Weiss, Gregor N. F.
2
2017
A note on nonparametric estimation of bivariate tail dependence. Zbl 1418.62216
Bücher, Axel
2
2014
Detecting deviations from second-order stationarity in locally stationary functional time series. Zbl 07223271
Bücher, Axel; Dette, Holger; Heinrichs, Florian
1
2020
Method of moments estimators for the extremal index of a stationary time series. Zbl 1448.62131
Bücher, Axel; Jennessen, Tobias
1
2020
Nonparametric tests for tail monotonicity. Zbl 1293.62096
Berghaus, Betina; Bücher, Axel
1
2014
Multiple block sizes and overlapping blocks for multivariate time series extremes. Zbl 1461.62167
Zou, Nan; Volgushev, Stanislav; Bücher, Axel
5
2021
Detecting deviations from second-order stationarity in locally stationary functional time series. Zbl 07223271
Bücher, Axel; Dette, Holger; Heinrichs, Florian
1
2020
Method of moments estimators for the extremal index of a stationary time series. Zbl 1448.62131
Bücher, Axel; Jennessen, Tobias
1
2020
A note on conditional versus joint unconditional weak convergence in bootstrap consistency results. Zbl 1420.62187
Bücher, Axel; Kojadinovic, Ivan
7
2019
Combining cumulative sum change-point detection tests for assessing the stationarity of univariate time series. Zbl 1418.62305
Bücher, Axel; Fermanian, Jean-David; Kojadinovic, Ivan
4
2019
On second order conditions in the multivariate block maxima and peak over threshold method. Zbl 1422.62171
Bücher, Axel; Volgushev, Stanislav; Zou, Nan
4
2019
Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series. Zbl 1414.62354
Bücher, Axel; Segers, Johan
8
2018
Weak convergence of a pseudo maximum likelihood estimator for the extremal index. Zbl 1406.62046
Berghaus, Betina; Bücher, Axel
7
2018
Inference for heavy tailed stationary time series based on sliding blocks. Zbl 1473.62303
Bücher, Axel; Segers, Johan
4
2018
Weak convergence of the empirical copula process with respect to weighted metrics. Zbl 1367.60026
Berghaus, Betina; Bücher, Axel; Volgushev, Stanislav
13
2017
On the maximum likelihood estimator for the generalized extreme-value distribution. Zbl 1398.62056
Bücher, Axel; Segers, Johan
9
2017
Nonparametric tests for detecting breaks in the jump behaviour of a time-continuous process. Zbl 1459.62067
Bücher, Axel; Hoffmann, Michael; Vetter, Mathias; Dette, Holger
7
2017
Goodness-of-fit tests for multivariate copula-based time series models. Zbl 1442.62730
Berghaus, Betina; Bücher, Axel
4
2017
Testing asymmetry in dependence with Copula-coskewness. Zbl 07059866
Bücher, Axel; Irresberger, Felix; Weiss, Gregor N. F.
2
2017
A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing. Zbl 1388.62123
Bücher, Axel; Kojadinovic, Ivan
22
2016
Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications. Zbl 1383.62126
Bücher, Axel; Kojadinovic, Ivan
8
2016
An overview of nonparametric tests of extreme-value dependence and of some related statistical procedures. Zbl 1365.62174
Bücher, Axel; Kojadinovic, Ivan
7
2016
A note on weak convergence of the sequential multivariate empirical process under strong mixing. Zbl 1330.60057
Bücher, Axel
8
2015
Nonparametric tests for constant tail dependence with an application to energy and finance. Zbl 1337.62110
Bücher, Axel; Jäschke, Stefan; Wied, Dominik
4
2015
Extreme value copula estimation based on block maxima of a multivariate stationary time series. Zbl 1329.62222
Bücher, Axel; Segers, Johan
16
2014
Detecting changes in cross-sectional dependence in multivariate time series. Zbl 1360.62451
Bücher, 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 1323.60038
Bücher, Axel; Segers, Johan; Volgushev, Stanislav
12
2014
A note on nonparametric estimation of bivariate tail dependence. Zbl 1418.62216
Bücher, Axel
2
2014
Nonparametric tests for tail monotonicity. Zbl 1293.62096
Berghaus, Betina; Bücher, Axel
1
2014
Empirical and sequential empirical copula processes under serial dependence. Zbl 1277.62223
Bücher, Axel; Volgushev, Stanislav
27
2013
Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique. Zbl 1277.62207
Bücher, Axel; Ruppert, Martin
17
2013
Nonparametric inference on Lévy measures and copulas. Zbl 1273.62067
Bücher, Axel; Vetter, Mathias
13
2013
Minimum distance estimators of the Pickands dependence function and related tests of multivariate extreme-value dependence. Zbl 1316.62045
Berghaus, Betina; Bücher, Axel; Dette, Holger
10
2013
Multiplier bootstrap of tail copulas with applications. Zbl 1281.62124
Bücher, Axel; Dette, Holger
10
2013
A test for Archimedeanity in bivariate copula models. Zbl 1243.62078
Bücher, Axel; Dette, Holger; Volgushev, Stanislav
11
2012
New estimators of the Pickands dependence function and a test for extreme-value dependence. Zbl 1306.62087
Bücher, Axel; Dette, Holger; Volgushev, Stanislav
35
2011
Testing model assumptions in functional regression models. Zbl 1219.62075
Bücher, Axel; Dette, Holger; Wieczorek, Gabriele
5
2011
A note on bootstrap approximations for the empirical copula process. Zbl 1202.62055
Bücher, 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 1181.62060
Bücher, Axel; Dette, Holger
9
2010
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

Citations by Year