## Bücher, Axel

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 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
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### 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
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### 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)

### 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
2011
A note on bootstrap approximations for the empirical copula process. Zbl 1202.62055
Bücher, Axel; Dette, Holger
2010
Empirical and sequential empirical copula processes under serial dependence. Zbl 1277.62223
Bücher, Axel; Volgushev, Stanislav
2013
A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing. Zbl 1388.62123
Bücher, Axel; Kojadinovic, Ivan
2016
Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique. Zbl 1277.62207
Bücher, Axel; Ruppert, Martin
2013
Extreme value copula estimation based on block maxima of a multivariate stationary time series. Zbl 1329.62222
Bücher, Axel; Segers, Johan
2014
Detecting changes in cross-sectional dependence in multivariate time series. Zbl 1360.62451
Bücher, Axel; Kojadinovic, Ivan; Rohmer, Tom; Segers, Johan
2014
Nonparametric inference on Lévy measures and copulas. Zbl 1273.62067
Bücher, Axel; Vetter, Mathias
2013
Weak convergence of the empirical copula process with respect to weighted metrics. Zbl 1367.60026
Berghaus, Betina; Bücher, Axel; Volgushev, Stanislav
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
2014
A test for Archimedeanity in bivariate copula models. Zbl 1243.62078
Bücher, Axel; Dette, Holger; Volgushev, Stanislav
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
2013
Multiplier bootstrap of tail copulas with applications. Zbl 1281.62124
Bücher, Axel; Dette, Holger
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
2010
On the maximum likelihood estimator for the generalized extreme-value distribution. Zbl 1398.62056
Bücher, Axel; Segers, Johan
2017
Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series. Zbl 1414.62354
Bücher, Axel; Segers, Johan
2018
Dependent multiplier bootstraps for non-degenerate $$U$$-statistics under mixing conditions with applications. Zbl 1383.62126
Bücher, Axel; Kojadinovic, Ivan
2016
A note on weak convergence of the sequential multivariate empirical process under strong mixing. Zbl 1330.60057
Bücher, Axel
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
2017
An overview of nonparametric tests of extreme-value dependence and of some related statistical procedures. Zbl 1365.62174
Bücher, Axel; Kojadinovic, Ivan
2016
A note on conditional versus joint unconditional weak convergence in bootstrap consistency results. Zbl 1420.62187
Bücher, Axel; Kojadinovic, Ivan
2019
Weak convergence of a pseudo maximum likelihood estimator for the extremal index. Zbl 1406.62046
Berghaus, Betina; Bücher, Axel
2018
Multiple block sizes and overlapping blocks for multivariate time series extremes. Zbl 1461.62167
Zou, Nan; Volgushev, Stanislav; Bücher, Axel
2021
Testing model assumptions in functional regression models. Zbl 1219.62075
Bücher, Axel; Dette, Holger; Wieczorek, Gabriele
2011
Inference for heavy tailed stationary time series based on sliding blocks. Zbl 1473.62303
Bücher, Axel; Segers, Johan
2018
Nonparametric tests for constant tail dependence with an application to energy and finance. Zbl 1337.62110
Bücher, Axel; Jäschke, Stefan; Wied, Dominik
2015
Goodness-of-fit tests for multivariate copula-based time series models. Zbl 1442.62730
Berghaus, Betina; Bücher, Axel
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
2019
On second order conditions in the multivariate block maxima and peak over threshold method. Zbl 1422.62171
Bücher, Axel; Volgushev, Stanislav; Zou, Nan
2019
Testing asymmetry in dependence with Copula-coskewness. Zbl 07059866
Bücher, Axel; Irresberger, Felix; Weiss, Gregor N. F.
2017
A note on nonparametric estimation of bivariate tail dependence. Zbl 1418.62216
Bücher, Axel
2014
Detecting deviations from second-order stationarity in locally stationary functional time series. Zbl 07223271
Bücher, Axel; Dette, Holger; Heinrichs, Florian
2020
Method of moments estimators for the extremal index of a stationary time series. Zbl 1448.62131
Bücher, Axel; Jennessen, Tobias
2020
Nonparametric tests for tail monotonicity. Zbl 1293.62096
Berghaus, Betina; Bücher, Axel
2014
Multiple block sizes and overlapping blocks for multivariate time series extremes. Zbl 1461.62167
Zou, Nan; Volgushev, Stanislav; Bücher, Axel
2021
Detecting deviations from second-order stationarity in locally stationary functional time series. Zbl 07223271
Bücher, Axel; Dette, Holger; Heinrichs, Florian
2020
Method of moments estimators for the extremal index of a stationary time series. Zbl 1448.62131
Bücher, Axel; Jennessen, Tobias
2020
A note on conditional versus joint unconditional weak convergence in bootstrap consistency results. Zbl 1420.62187
Bücher, Axel; Kojadinovic, Ivan
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
2019
On second order conditions in the multivariate block maxima and peak over threshold method. Zbl 1422.62171
Bücher, Axel; Volgushev, Stanislav; Zou, Nan
2019
Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series. Zbl 1414.62354
Bücher, Axel; Segers, Johan
2018
Weak convergence of a pseudo maximum likelihood estimator for the extremal index. Zbl 1406.62046
Berghaus, Betina; Bücher, Axel
2018
Inference for heavy tailed stationary time series based on sliding blocks. Zbl 1473.62303
Bücher, Axel; Segers, Johan
2018
Weak convergence of the empirical copula process with respect to weighted metrics. Zbl 1367.60026
Berghaus, Betina; Bücher, Axel; Volgushev, Stanislav
2017
On the maximum likelihood estimator for the generalized extreme-value distribution. Zbl 1398.62056
Bücher, Axel; Segers, Johan
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
2017
Goodness-of-fit tests for multivariate copula-based time series models. Zbl 1442.62730
Berghaus, Betina; Bücher, Axel
2017
Testing asymmetry in dependence with Copula-coskewness. Zbl 07059866
Bücher, Axel; Irresberger, Felix; Weiss, Gregor N. F.
2017
A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing. Zbl 1388.62123
Bücher, Axel; Kojadinovic, Ivan
2016
Dependent multiplier bootstraps for non-degenerate $$U$$-statistics under mixing conditions with applications. Zbl 1383.62126
Bücher, Axel; Kojadinovic, Ivan
2016
An overview of nonparametric tests of extreme-value dependence and of some related statistical procedures. Zbl 1365.62174
Bücher, Axel; Kojadinovic, Ivan
2016
A note on weak convergence of the sequential multivariate empirical process under strong mixing. Zbl 1330.60057
Bücher, Axel
2015
Nonparametric tests for constant tail dependence with an application to energy and finance. Zbl 1337.62110
Bücher, Axel; Jäschke, Stefan; Wied, Dominik
2015
Extreme value copula estimation based on block maxima of a multivariate stationary time series. Zbl 1329.62222
Bücher, Axel; Segers, Johan
2014
Detecting changes in cross-sectional dependence in multivariate time series. Zbl 1360.62451
Bücher, Axel; Kojadinovic, Ivan; Rohmer, Tom; Segers, Johan
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
2014
A note on nonparametric estimation of bivariate tail dependence. Zbl 1418.62216
Bücher, Axel
2014
Nonparametric tests for tail monotonicity. Zbl 1293.62096
Berghaus, Betina; Bücher, Axel
2014
Empirical and sequential empirical copula processes under serial dependence. Zbl 1277.62223
Bücher, Axel; Volgushev, Stanislav
2013
Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique. Zbl 1277.62207
Bücher, Axel; Ruppert, Martin
2013
Nonparametric inference on Lévy measures and copulas. Zbl 1273.62067
Bücher, Axel; Vetter, Mathias
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
2013
Multiplier bootstrap of tail copulas with applications. Zbl 1281.62124
Bücher, Axel; Dette, Holger
2013
A test for Archimedeanity in bivariate copula models. Zbl 1243.62078
Bücher, Axel; Dette, Holger; Volgushev, Stanislav
2012
New estimators of the Pickands dependence function and a test for extreme-value dependence. Zbl 1306.62087
Bücher, Axel; Dette, Holger; Volgushev, Stanislav
2011
Testing model assumptions in functional regression models. Zbl 1219.62075
Bücher, Axel; Dette, Holger; Wieczorek, Gabriele
2011
A note on bootstrap approximations for the empirical copula process. Zbl 1202.62055
Bücher, Axel; Dette, Holger
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
2010
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### 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
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### 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)