Edit Profile (opens in new tab) Bücher, Axel Co-Author Distance Author ID: bucher.axel Published as: Bücher, Axel Homepage: https://math.ruhr-uni-bochum.de/en/faculty/professorships/stochastics/group-buec... External Links: MGP · ORCID · Google Scholar · ResearchGate · dblp Documents Indexed: 50 Publications since 2010, including 1 Additional arXiv Preprint Co-Authors: 36 Co-Authors with 48 Joint Publications 722 Co-Co-Authors all top 5 Co-Authors 2 single-authored 11 Dette, Holger 7 Kojadinovic, Ivan 7 Volgushev, Stanislav 6 Segers, Johan 5 Berghaus, Betina Hedwig 4 Jennessen, Tobias 3 Heinrichs, Florian 2 Kinsvater, Paul 2 Vetter, Mathias 2 Zanger, Leandra 2 Zou, Nan 1 El Ghouch, Anouar 1 Fermanian, Jean-David 1 Fried, Roland 1 Genest, Christian 1 Hoffmann, Michael 1 Irresberger, Felix 1 Jaschke, Stefan R. 1 Jaser, Miriam 1 Kreienkamp, Frank 1 Lilienthal, Jona 1 Lockhart, Richard A. 1 Lorenz, Philip 1 Min, Aleksey 1 Nešlehová, Johanna G. 1 Pakzad, Cambyse 1 Rohmer, Tom 1 Rosenstock, Alexander 1 Ruppert, Martin 1 Staud, Torben 1 Tradowsky, Jordis S. 1 Van Keilegom, Ingrid 1 Weiß, Gregor N. F. 1 Wieczorek, Gabriele 1 Wied, Dominik 1 Zhou, Chen all top 5 Serials 8 The Annals of Statistics 7 Journal of Multivariate Analysis 7 Extremes 6 Bernoulli 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 Statistical Inference for Stochastic Processes 1 Econometric Theory 1 North American Actuarial Journal 1 Journal de la Société Française de Statistique 1 European Actuarial Journal 1 Statistics & Risk Modeling 1 Dependence Modeling Fields 49 Statistics (62-XX) 26 Probability theory and stochastic processes (60-XX) 6 Numerical analysis (65-XX) 5 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 38 Publications have been cited 448 times in 257 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 38 2011 A note on bootstrap approximations for the empirical copula process. Zbl 1202.62055 Bücher, Axel; Dette, Holger 37 2010 Empirical and sequential empirical copula processes under serial dependence. Zbl 1277.62223 Bücher, Axel; Volgushev, Stanislav 32 2013 A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing. Zbl 1388.62123 Bücher, Axel; Kojadinovic, Ivan 25 2016 On the maximum likelihood estimator for the generalized extreme-value distribution. Zbl 1398.62056 Bücher, Axel; Segers, Johan 22 2017 Detecting changes in cross-sectional dependence in multivariate time series. Zbl 1360.62451 Bücher, Axel; Kojadinovic, Ivan; Rohmer, Tom; Segers, Johan 21 2014 Extreme value copula estimation based on block maxima of a multivariate stationary time series. Zbl 1329.62222 Bücher, Axel; Segers, Johan 20 2014 A note on conditional versus joint unconditional weak convergence in bootstrap consistency results. Zbl 1420.62187 Bücher, Axel; Kojadinovic, Ivan 18 2019 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 Weak convergence of the empirical copula process with respect to weighted metrics. Zbl 1367.60026 Berghaus, Betina; Bücher, Axel; Volgushev, Stanislav 16 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 14 2014 Nonparametric inference on Lévy measures and copulas. Zbl 1273.62067 Bücher, Axel; Vetter, Mathias 14 2013 A test for Archimedeanity in bivariate copula models. Zbl 1243.62078 Bücher, Axel; Dette, Holger; Volgushev, Stanislav 13 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 13 2013 Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series. Zbl 1414.62354 Bücher, Axel; Segers, Johan 13 2018 Multiplier bootstrap of tail copulas with applications. Zbl 1281.62124 Bücher, Axel; Dette, Holger 13 2013 Weak convergence of a pseudo maximum likelihood estimator for the extremal index. Zbl 1406.62046 Berghaus, Betina; Bücher, Axel 13 2018 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 Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications. Zbl 1383.62126 Bücher, Axel; Kojadinovic, Ivan 9 2016 Multiple block sizes and overlapping blocks for multivariate time series extremes. Zbl 1461.62167 Zou, Nan; Volgushev, Stanislav; Bücher, Axel 9 2021 Inference for heavy tailed stationary time series based on sliding blocks. Zbl 1473.62303 Bücher, Axel; Segers, Johan 8 2018 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 Nonparametric tests for constant tail dependence with an application to energy and finance. Zbl 1337.62110 Bücher, Axel; Jäschke, Stefan; Wied, Dominik 7 2015 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 7 2019 Testing model assumptions in functional regression models. Zbl 1219.62075 Bücher, Axel; Dette, Holger; Wieczorek, Gabriele 6 2011 Goodness-of-fit tests for multivariate copula-based time series models. Zbl 1442.62730 Berghaus, Betina; Bücher, Axel 6 2017 Detecting deviations from second-order stationarity in locally stationary functional time series. Zbl 1512.62077 Bücher, Axel; Dette, Holger; Heinrichs, Florian 5 2020 A horse race between the block maxima method and the peak-over-threshold approach. Zbl 07473923 Bücher, Axel; Zhou, Chen 5 2021 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 Method of moments estimators for the extremal index of a stationary time series. Zbl 1448.62131 Bücher, Axel; Jennessen, Tobias 3 2020 A note on nonparametric estimation of bivariate tail dependence. Zbl 1418.62216 Bücher, Axel 2 2014 Detecting breaks in the dependence of multivariate extreme-value distributions. Zbl 1368.62110 Bücher, Axel; Kinsvater, Paul; Kojadinovic, Ivan 2 2017 Testing asymmetry in dependence with copula-coskewness. Zbl 1515.91134 Bücher, Axel; Irresberger, Felix; Weiss, Gregor N. F. 2 2017 Nonparametric tests for tail monotonicity. Zbl 1293.62096 Berghaus, Betina; Bücher, Axel 1 2014 Penalized quasi-maximum likelihood estimation for extreme value models with application to flood frequency analysis. Zbl 1466.62420 Bücher, Axel; Lilienthal, Jona; Kinsvater, Paul; Fried, Roland 1 2021 Single-index quantile regression models for censored data. Zbl 07645401 Bücher, Axel; El Ghouch, Anouar; van Keilegom, Ingrid 1 2021 Multiple block sizes and overlapping blocks for multivariate time series extremes. Zbl 1461.62167 Zou, Nan; Volgushev, Stanislav; Bücher, Axel 9 2021 A horse race between the block maxima method and the peak-over-threshold approach. Zbl 07473923 Bücher, Axel; Zhou, Chen 5 2021 Penalized quasi-maximum likelihood estimation for extreme value models with application to flood frequency analysis. Zbl 1466.62420 Bücher, Axel; Lilienthal, Jona; Kinsvater, Paul; Fried, Roland 1 2021 Single-index quantile regression models for censored data. Zbl 07645401 Bücher, Axel; El Ghouch, Anouar; van Keilegom, Ingrid 1 2021 Detecting deviations from second-order stationarity in locally stationary functional time series. Zbl 1512.62077 Bücher, Axel; Dette, Holger; Heinrichs, Florian 5 2020 Method of moments estimators for the extremal index of a stationary time series. Zbl 1448.62131 Bücher, Axel; Jennessen, Tobias 3 2020 A note on conditional versus joint unconditional weak convergence in bootstrap consistency results. Zbl 1420.62187 Bücher, Axel; Kojadinovic, Ivan 18 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 7 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 13 2018 Weak convergence of a pseudo maximum likelihood estimator for the extremal index. Zbl 1406.62046 Berghaus, Betina; Bücher, Axel 13 2018 Inference for heavy tailed stationary time series based on sliding blocks. Zbl 1473.62303 Bücher, Axel; Segers, Johan 8 2018 On the maximum likelihood estimator for the generalized extreme-value distribution. Zbl 1398.62056 Bücher, Axel; Segers, Johan 22 2017 Weak convergence of the empirical copula process with respect to weighted metrics. Zbl 1367.60026 Berghaus, Betina; Bücher, Axel; Volgushev, Stanislav 16 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 6 2017 Detecting breaks in the dependence of multivariate extreme-value distributions. Zbl 1368.62110 Bücher, Axel; Kinsvater, Paul; Kojadinovic, Ivan 2 2017 Testing asymmetry in dependence with copula-coskewness. Zbl 1515.91134 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 25 2016 Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications. Zbl 1383.62126 Bücher, Axel; Kojadinovic, Ivan 9 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 7 2015 Detecting changes in cross-sectional dependence in multivariate time series. Zbl 1360.62451 Bücher, Axel; Kojadinovic, Ivan; Rohmer, Tom; Segers, Johan 21 2014 Extreme value copula estimation based on block maxima of a multivariate stationary time series. Zbl 1329.62222 Bücher, Axel; Segers, Johan 20 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 14 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 32 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 14 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 13 2013 Multiplier bootstrap of tail copulas with applications. Zbl 1281.62124 Bücher, Axel; Dette, Holger 13 2013 A test for Archimedeanity in bivariate copula models. Zbl 1243.62078 Bücher, Axel; Dette, Holger; Volgushev, Stanislav 13 2012 New estimators of the Pickands dependence function and a test for extreme-value dependence. Zbl 1306.62087 Bücher, Axel; Dette, Holger; Volgushev, Stanislav 38 2011 Testing model assumptions in functional regression models. Zbl 1219.62075 Bücher, Axel; Dette, Holger; Wieczorek, Gabriele 6 2011 A note on bootstrap approximations for the empirical copula process. Zbl 1202.62055 Bücher, Axel; Dette, Holger 37 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 cited Publications top 5 cited Publications all top 5 Cited by 376 Authors 33 Bücher, Axel 19 Segers, Johan 14 Dette, Holger 11 Kojadinovic, Ivan 11 Volgushev, Stanislav 10 Quessy, Jean-François 8 Wied, Dominik 7 Fermanian, Jean-David 7 Nešlehová, Johanna G. 6 Bouzebda, Salim 5 Genest, Christian 4 Bahraoui, Tarik 4 Derumigny, Alexis 4 Einmahl, John H. J. 4 Engelke, Sebastian 4 Guillou, Armelle 4 Kulik, Rafał 4 Min, Aleksey 4 Nasri, Bouchra R. 4 Padoan, Simone A. 4 Peng, Liang 4 Rémillard, Bruno N. 3 Berghaus, Betina Hedwig 3 de Haan, Laurens 3 Durante, Fabrizio 3 Escobar-Bach, Mikael 3 Goegebeur, Yuri 3 González-Manteiga, Wenceslao 3 Hoga, Yannick 3 Jennessen, Tobias 3 Kutta, Tim 3 Neumeyer, Natalie 3 Rizzelli, Stefano 3 Rohmer, Tom 3 Seo, Juwon 3 Shao, Xiaofeng 3 Stärk, Florian 3 Vetter, Mathias 3 Vogel, Daniel 3 Zhou, Chen 3 Zou, Nan 2 Ahmadabadi, Alireza 2 Aue, Alexander 2 Beare, Brendan K. 2 Belomestny, Denis 2 Belzile, Léo R. 2 Beutner, Eric 2 Bouezmarni, Taoufik 2 Cissokho, Youssouph 2 Dehling, Herold G. 2 Di Lascio, F. Marta L. 2 Dierickx, Gauthier 2 Dombry, Clément 2 Erem, Ayşegül 2 Falk, Michael 2 Fernández-Sánchez, Juan 2 Ferreira, Marta 2 Fougères, Anne-Laure 2 Genton, Marc G. 2 Gijbels, Irène 2 Girard, Stéphane 2 Hallin, Marc 2 Heinrichs, Florian 2 Hoffmann, Michael 2 Hou, Yanxi 2 Jaschke, Stefan R. 2 Jaworski, Piotr 2 Kinsvater, Paul 2 Kiriliouk, Anna 2 Klüppelberg, Claudia 2 Kokot, Kevin 2 Kurisu, Daisuke 2 Laeven, Roger J. A. 2 Lee, Taewook 2 Lemyre, Félix Camirand 2 Manner, Hans 2 Naveau, Philippe 2 Omelka, Marek 2 Opitz, Thomas 2 Pang, Guodong 2 Stadtmüller, Ulrich 2 Sun, Ning 2 Tafakori, Laleh 2 Trabs, Mathias 2 Wendler, Martin 2 Wu, Teng 2 Yan, Jun 2 Yang, Chen 2 Zähle, Henryk 2 Zanger, Leandra 2 Zari, Tarek 2 Zhang, Xuebin 2 Zhang, Zhengjun 2 Zitikis, Ričardas 1 Abu Bakar, Mohd Aftar 1 Agarwal, Gaurav Kumar 1 Akritas, Michael G. 1 Albashir Abdulali, Bashir Ahmed 1 Alexandre, Luís 1 Alquier, Pierre ...and 276 more Authors all top 5 Cited in 72 Serials 21 Journal of Multivariate Analysis 19 Extremes 19 Electronic Journal of Statistics 18 The Annals of Statistics 17 Bernoulli 11 Journal of Econometrics 10 Journal of Statistical Planning and Inference 9 Computational Statistics and Data Analysis 6 Annals of the Institute of Statistical Mathematics 6 Econometric Theory 5 Stochastic Processes and their Applications 5 Test 5 Journal of Nonparametric Statistics 5 Statistics and Computing 5 Dependence Modeling 4 Journal of the American Statistical Association 4 Mathematical Methods of Statistics 3 The Canadian Journal of Statistics 3 Metrika 3 Statistics & Probability Letters 3 Journal of Time Series Analysis 3 Statistical Science 3 Statistica Sinica 3 Journal of Applied Statistics 3 North American Actuarial Journal 2 Scandinavian Journal of Statistics 2 Statistics 2 The Annals of Applied Probability 2 Statistical Papers 2 Studies in Nonlinear Dynamics and Econometrics 2 Statistical Inference for Stochastic Processes 2 Scandinavian Actuarial Journal 2 ASTIN Bulletin 2 Hacettepe Journal of Mathematics and Statistics 2 Journal of the Korean Statistical Society 2 Journal of Statistical Theory and Practice 2 The Annals of Applied Statistics 2 Statistical Theory and Related Fields 1 Advances in Applied Probability 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 Econometric Reviews 1 Journal of Economic Dynamics & Control 1 Journal of Theoretical Probability 1 Queueing Systems 1 Computational Statistics 1 Communications in Statistics. Simulation and Computation 1 Journal of Statistical Computation and Simulation 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Indagationes Mathematicae. New Series 1 Theory of Probability and Mathematical Statistics 1 Journal of Mathematical Sciences (New York) 1 Fractals 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 Journal of the European Mathematical Society (JEMS) 1 Methodology and Computing in Applied Probability 1 Statistical Methods and Applications 1 Algorithms 1 Science China. Mathematics 1 Journal of Business and Economic Statistics 1 Journal of Agricultural, Biological, and Environmental Statistics 1 Journal of Probability and Statistics 1 Sankhyā. Series A 1 Stochastic Systems 1 Modern Stochastics. Theory and Applications all top 5 Cited in 13 Fields 253 Statistics (62-XX) 92 Probability theory and stochastic processes (60-XX) 24 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 9 Numerical analysis (65-XX) 4 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 Combinatorics (05-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Real functions (26-XX) 1 Approximations and expansions (41-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year