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

Publications by Year

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 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

Citations by Year