Edit Profile (opens in new tab) Falk, Michael Co-Author Distance Author ID: falk.michael Published as: Falk, Michael; Falk, M. Homepage: https://www.mathematik.uni-wuerzburg.de/appliedstochastics/team/falk-michael/ External Links: MGP · ResearchGate · dblp · GND Documents Indexed: 111 Publications since 1981, including 10 Books and 2 Additional arXiv Preprints Reviewing Activity: 65 Reviews Co-Authors: 28 Co-Authors with 64 Joint Publications 239 Co-Co-Authors all top 5 Co-Authors 45 single-authored 17 Reiss, Rolf-Dieter 10 Marohn, Frank 8 Aulbach, Stefan 6 Padoan, Simone A. 5 Hofmann, Martin 5 Zott, Maximilian 4 Wisheckel, Florian 3 Hüsler, Jürg 3 Khorrami Chokami, Amir 3 Michel, René 3 Stupfler, Gilles 2 Becker, Rainer 2 Fuller, Timo 2 Guillou, Armelle 2 Kohne, Wolfgang 2 Tichy, Diana 1 Bayer, Verena 1 Bruse, Florian 1 Christoph, Gerd 1 Dombry, Clément 1 Fischer, Hans 1 Hain, Johannes 1 Hauner, Wolfgang 1 Janas, Daniel 1 Kaufmann, Edgar 1 Lange, Martin 1 Liese, Friedrich 1 Rizzelli, Stefano 1 Suciu, Alexander I. 1 Tewes, Bernward 1 Toulemonde, Gwladys all top 5 Serials 14 Statistics & Probability Letters 13 Journal of Multivariate Analysis 9 Extremes 8 The Annals of Statistics 7 Annals of the Institute of Statistical Mathematics 6 Journal of Applied Probability 5 The Annals of Probability 4 Communications in Statistics. Theory and Methods 3 Journal of Statistical Planning and Inference 3 South African Statistical Journal 3 Sankhyā. Series A 2 Statistics & Decisions 2 Probability Theory and Related Fields 2 Stochastic Processes and their Applications 1 Advances in Applied Probability 1 Mathematische Semesterberichte 1 Statistica Neerlandica 1 Statistics 1 Journal of Theoretical Probability 1 Communications in Statistics. Simulation and Computation 1 Mitteilungen der Mathematischen Gesellschaft in Hamburg 1 Bernoulli 1 Journal of Nonparametric Statistics 1 REVSTAT 1 DMV Seminar 1 Electronic Journal of Statistics 1 Sankhyā 1 Dependence Modeling 1 Springer Series in Operations Research and Financial Engineering 1 Statistik und ihre Anwendungen 1 Mathematik für das Lehramt all top 5 Fields 95 Statistics (62-XX) 55 Probability theory and stochastic processes (60-XX) 5 Numerical analysis (65-XX) 2 Algebraic geometry (14-XX) 2 Associative rings and algebras (16-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 General and overarching topics; collections (00-XX) 1 Combinatorics (05-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Group theory and generalizations (20-XX) 1 Convex and discrete geometry (52-XX) 1 Algebraic topology (55-XX) 1 Computer science (68-XX) 1 Mathematics education (97-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 91 Publications have been cited 855 times in 598 Documents Cited by ▼ Year ▼ Laws of small numbers: extremes and rare events. 2nd revised and extended edition. Zbl 1083.60003 Falk, Michael; Hüsler, Jürg; Reiss, Rolf-Dieter 65 2004 Relative efficiency and deficiency of kernel type estimators of smooth distribution functions. Zbl 0532.62024 Falk, M. 57 1983 Relative deficiency of kernel type estimators of quantiles. Zbl 0533.62040 Falk, Michael 55 1984 Laws of small numbers: Extremes and rare events. Disk. incl. Zbl 0817.60057 Falk, Michael; Hüsler, Jürg; Reiss, Rolf-Dieter 54 1994 Laws of small numbers: extremes and rare events. 3rd revised and extended ed. Zbl 1213.62082 Falk, Michael; Hüsler, Jürg; Reiss, Rolf-Dieter 51 2011 Asymptotic normality of the kernel quantile estimator. Zbl 0567.62035 Falk, Michael 49 1985 Weak convergence of smoothed and nonsmoothed bootstrap quantile estimates. Zbl 0684.62036 Falk, M.; Reiss, R.-D. 37 1989 On the estimation of the quantile density function. Zbl 0585.62076 Falk, Michael 33 1986 A note on domains of attraction of \(p\)-max stable laws. Zbl 0855.60027 Christoph, Gerd; Falk, Michael 28 1996 Some best parameter estimates for distributions with finite endpoint. Zbl 0862.62028 Falk, Michael 20 1995 On Pickands coordinates in arbitrary dimensions. Zbl 1068.60025 Falk, Michael; Reiss, Rolf-Dieter 19 2005 A multivariate piecing-together approach with an application to operational loss data. Zbl 1238.62062 Aulbach, Stefan; Bayer, Verena; Falk, Michael 16 2012 On max-stable processes and the functional \(D\)-norm. Zbl 1295.60067 Aulbach, Stefan; Falk, Michael; Hofmann, Martin 15 2013 Von Mises conditions revisited. Zbl 0778.60040 Falk, Michael; Marohn, Frank 14 1993 On testing the extreme value index via the POT-method. Zbl 0856.62027 Falk, Michael 14 1995 Multivariate extreme value theory and D-norms. Zbl 1428.60002 Falk, Michael 14 2019 Coverage probabilities of bootstrap-confidence intervals for quantiles. Zbl 0725.62043 Falk, Michael; Kaufmann, Edgar 13 1991 On MAD and comedians. Zbl 0897.62029 Falk, Michael 12 1997 A note on uniform asymptotic normality of intermediate order statistics. Zbl 0693.62019 Falk, Michael 12 1989 Asymptotic independence of median and MAD. Zbl 0874.62047 Falk, Michael 12 1997 Rates of uniform convergence of extreme order statistics. Zbl 0605.62045 Falk, M. 11 1986 A simple approach to the generation of uniformly distributed random variables with prescribed correlations. Zbl 0968.65502 Falk, Michael 10 1999 Testing for tail independence in extreme value models. Zbl 1095.62060 Falk, Michael; Michel, René 8 2006 Bootstrapping the distance between smooth bootstrap and sample quantile distribution. Zbl 0659.62049 Falk, M.; Reiss, R.-D. 7 1989 Peaks-over-threshold stability of multivariate generalized Pareto distributions. Zbl 1137.62028 Falk, Michael; Guillou, Armelle 7 2008 Local asymptotic normality of truncated empirical processes. Zbl 0930.62017 Falk, Michael 7 1998 Asymptotic conditional distribution of exceedance counts. Zbl 1236.62005 Falk, Michael; Tichy, Diana 7 2012 Poisson approximation of empirical processes. Zbl 0754.60048 Falk, Michael; Reiss, Rolf-Dieter 7 1992 Efficient estimation of the canonical dependence function. Zbl 1053.62062 Falk, Michael; Reiss, Rolf 7 2003 Generalized Pareto copulas: a key to multivariate extremes. Zbl 1428.62200 Falk, Michael; Padoan, Simone A.; Wisheckel, Florian 7 2019 The fixpoint-iteration algorithm for parity games. Zbl 1464.68195 Bruse, Florian; Falk, Michael; Lange, Martin 7 2014 Efficiency of convex combinations of Pickands estimator of the extreme value index. Zbl 1380.62221 Falk, Michael 6 1994 Testing for a multivariate generalized Pareto distribution. Zbl 1223.62062 Falk, M.; Michel, R. 6 2009 LAN of extreme order statistics. Zbl 0843.62019 Falk, Michael 6 1995 Estimation of canonical dependence parameters in a class of bivariate peaks-over-threshold models. Zbl 0981.62018 Falk, Michael; Reiss, Rolf-Dieter 6 2001 Lan of thinned empirical process with an application to fuzzy set density. Zbl 0933.62016 Falk, Michael; Liese, Friedrich 6 1999 Weak convergence of the maximum error of the bootstrap quantile estimate. Zbl 0711.62019 Falk, Michael 6 1990 Efficient estimators and LAN in canonical bivariate POT models. Zbl 1041.62042 Falk, Michael; Reiss, Rolf-Dieter 6 2003 Independence of order statistics. Zbl 0637.62046 Falk, M.; Reiss, R.-D. 5 1988 On the distribution of Pickands coordinates in bivariate EV and GP models. Zbl 1071.60036 Falk, Michael; Reiss, Rolf-Dieter 5 2005 Edgeworth expansions for studentized and prepivoted sample quantiles. Zbl 0761.62016 Falk, Michael; Janas, Daniel 5 1992 The multivariate piecing-together approach revisited. Zbl 1352.62072 Aulbach, Stefan; Falk, Michael; Hofmann, Martin 5 2012 A characterization of the rate of convergence in bivariate extreme value models. Zbl 1017.62046 Falk, Michael; Reiss, Rolf Dieter 5 2002 Asymptotic conditional distribution of exceedance counts: fragility index with different margins. Zbl 1254.62070 Falk, Michael; Tichy, Diana 5 2012 On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix. Zbl 1086.62067 Falk, Michael 4 2005 Uniform convergence extreme order statistics. Zbl 0585.62034 Falk, Michael 4 1985 Bootstrap optimal bandwidth selection for kernel density estimates. Zbl 0747.62038 Falk, Michael 4 1992 The space of \(D\)-norms revisited. Zbl 1310.60062 Aulbach, Stefan; Falk, Michael; Zott, Maximilian 4 2015 A LAN based Neyman smooth test for Pareto distributions. Zbl 1140.62016 Falk, Michael; Guillou, Armelle; Toulemonde, Gwladys 4 2008 On idempotent \(D\)-norms. Zbl 1319.60113 Falk, Michael 4 2015 Max-stable processes and the functional \(D\)-norm revisited. Zbl 1318.60056 Aulbach, Stefan; Falk, Michael; Hofmann, Martin; Zott, Maximilian 4 2015 A characterization of the Marshall-Olkin dependence function and a goodness-of-fit test. Zbl 1193.62088 Falk, Michael; Reiss, Rolf-Dieter 4 2003 Testing for a generalized Pareto process. Zbl 1295.62017 Aulbach, Stefan; Falk, Michael 4 2012 On functional records and champions. Zbl 1478.60161 Dombry, Clément; Falk, Michael; Zott, Maximilian 4 2019 A note on generalized Pareto distributions and the k upper extremes. Zbl 0675.62011 Falk, Michael 3 1990 On the convergence of spectral densities of arrays of weakly stationary processes. Zbl 0544.60046 Falk, M. 3 1984 Weak convergence of the bootstrap process for large quantiles. Zbl 0687.60037 Falk, M. 3 1988 A note on the comedian for elliptical distributions. Zbl 0914.62042 Falk, Michael 3 1998 It was 30 years ago today when Laurens de Haan went the multivariate way. Zbl 1164.62351 Falk, Michael 3 2008 Inequalities for the relative sufficiency between sets of order statistics. Zbl 0583.62039 Reiss, R.-D.; Falk, M.; Weller, M. 3 1984 On the rate at which the sample extremes become independent. Zbl 0605.62046 Falk, M.; Kohne, W. 3 1986 A note on the inverse bootstrap process for large quantiles. Zbl 0727.62051 Falk, Michael 3 1991 Statistical inference for conditional curves: Poisson process approach. Zbl 0760.62035 Falk, M.; Reiss, R.-D. 3 1992 Asymptotically optimal tests for conditional distributions. Zbl 0770.62014 Falk, M.; Marohn, F. 3 1993 Extreme quantile estimation in \(\delta\)-neighborhoods of generalized Pareto distributions. Zbl 0804.62025 Falk, Michael 3 1994 A representation of bivariate extreme value distributions via norms on \(\mathbb{R}^2\). Zbl 1142.60353 Falk, Michael 3 2006 Local asymptotic normality in \(\delta\) of standard generalized Pareto processes. Zbl 1428.62193 Aulbach, Stefan; Falk, Michael 3 2012 On generalized max-linear models and their statistical interpolation. Zbl 1336.60101 Falk, Michael; Hofmann, Martin; Zott, Maximilian 3 2015 An offspring of multivariate extreme value theory: the \(\max\)-characteristic function. Zbl 1352.60022 Falk, Michael; Stupfler, Gilles 3 2017 Some results on joint record events. Zbl 1463.62144 Falk, M.; Khorrami Chokami, A.; Padoan, S. A. 3 2018 Kernel estimation of a density in an unknown endpoint of its support. Zbl 0544.62042 Falk, M. 2 1984 Multivariate order statistics: the intermediate case. Zbl 1387.62066 Falk, Michael; Wisheckel, Florian 2 2018 Foundations of statistical analyses and applications with SAS. Zbl 1008.62001 Falk, Michael; Marohn, Frank; Tewes, Bernward 2 2002 The sample covariance is not efficient for elliptical distributions. Zbl 0998.62052 Falk, Michael 2 2002 On multivariate records from random vectors with independent components. Zbl 1401.60097 Falk, M.; Khorrami Chokami, A.; Padoan, S. A. 2 2018 Strong convergence of multivariate maxima. Zbl 1462.60068 Falk, Michael; Padoan, Simone A.; Rizzelli, Stefano 2 2020 Bootstrap: Eine aktuelle statistische Idee. (Bootstrap: an immediate statistical idea). Zbl 0636.62037 Falk, Michael 1 1987 Best attainable rate of joint convergence of extremes. Zbl 0672.62033 Falk, Michael 1 1989 Sojourn times and the fragility index. Zbl 1247.60073 Falk, Michael; Hofmann, Martin 1 2012 A robustification of the sign test under mixing conditions. Zbl 0559.62036 Falk, M.; Kohne, W. 1 1984 Efficient estimation of the shape parameter in Pareto models with partially known scale. Zbl 0916.62020 Falk, M.; Marohn, F. 1 1997 On the loss of information due to nonrandom truncation. Zbl 0976.62003 Falk, Michael; Marohn, Frank 1 2000 On the accuracy of the bootstrap approximation of the joint distribution of sample quantiles. Zbl 0617.62018 Falk, Michael 1 1986 Functional limit theorems for inverse bootstrap processes of sample quantiles. Zbl 0732.62043 Falk, Michael 1 1991 A Hellinger distance bound for the nearest neighbor approach in conditional curve estimation. Zbl 0795.62035 Falk, M.; Reiss, R.-D. 1 1993 On the excess distribution of sums of random variables in bivariate EV models. Zbl 1513.60057 Falk, Michael 1 2007 Statistics in theory and practice. With applications in R. (Statistik in Theorie und Praxis. Mit Anwendungen in R.) Zbl 1300.00019 Falk, Michael; Hain, Johannes; Marohn, Frank; Fischer, Hans; Michel, René 1 2014 New characterizations of multivariate max-domain of attraction and \(D\)-norms. Zbl 1493.60086 Falk, Michael; Fuller, Timo 1 2021 Local asymptotic normality in a stationary model for spatial extremes. Zbl 1211.62084 Falk, Michael 1 2011 On a class of norms generated by nonnegative integrable distributions. Zbl 1447.60046 Falk, Michael; Stupfler, Gilles 1 2019 Testing for a \(\delta \)-neighborhood of a generalized Pareto copula. Zbl 1422.62174 Aulbach, Stefan; Falk, Michael; Fuller, Timo 1 2019 New characterizations of multivariate max-domain of attraction and \(D\)-norms. Zbl 1493.60086 Falk, Michael; Fuller, Timo 1 2021 Strong convergence of multivariate maxima. Zbl 1462.60068 Falk, Michael; Padoan, Simone A.; Rizzelli, Stefano 2 2020 Multivariate extreme value theory and D-norms. Zbl 1428.60002 Falk, Michael 14 2019 Generalized Pareto copulas: a key to multivariate extremes. Zbl 1428.62200 Falk, Michael; Padoan, Simone A.; Wisheckel, Florian 7 2019 On functional records and champions. Zbl 1478.60161 Dombry, Clément; Falk, Michael; Zott, Maximilian 4 2019 On a class of norms generated by nonnegative integrable distributions. Zbl 1447.60046 Falk, Michael; Stupfler, Gilles 1 2019 Testing for a \(\delta \)-neighborhood of a generalized Pareto copula. Zbl 1422.62174 Aulbach, Stefan; Falk, Michael; Fuller, Timo 1 2019 Some results on joint record events. Zbl 1463.62144 Falk, M.; Khorrami Chokami, A.; Padoan, S. A. 3 2018 Multivariate order statistics: the intermediate case. Zbl 1387.62066 Falk, Michael; Wisheckel, Florian 2 2018 On multivariate records from random vectors with independent components. Zbl 1401.60097 Falk, M.; Khorrami Chokami, A.; Padoan, S. A. 2 2018 An offspring of multivariate extreme value theory: the \(\max\)-characteristic function. Zbl 1352.60022 Falk, Michael; Stupfler, Gilles 3 2017 The space of \(D\)-norms revisited. Zbl 1310.60062 Aulbach, Stefan; Falk, Michael; Zott, Maximilian 4 2015 On idempotent \(D\)-norms. Zbl 1319.60113 Falk, Michael 4 2015 Max-stable processes and the functional \(D\)-norm revisited. Zbl 1318.60056 Aulbach, Stefan; Falk, Michael; Hofmann, Martin; Zott, Maximilian 4 2015 On generalized max-linear models and their statistical interpolation. Zbl 1336.60101 Falk, Michael; Hofmann, Martin; Zott, Maximilian 3 2015 The fixpoint-iteration algorithm for parity games. Zbl 1464.68195 Bruse, Florian; Falk, Michael; Lange, Martin 7 2014 Statistics in theory and practice. With applications in R. (Statistik in Theorie und Praxis. Mit Anwendungen in R.) Zbl 1300.00019 Falk, Michael; Hain, Johannes; Marohn, Frank; Fischer, Hans; Michel, René 1 2014 On max-stable processes and the functional \(D\)-norm. Zbl 1295.60067 Aulbach, Stefan; Falk, Michael; Hofmann, Martin 15 2013 A multivariate piecing-together approach with an application to operational loss data. Zbl 1238.62062 Aulbach, Stefan; Bayer, Verena; Falk, Michael 16 2012 Asymptotic conditional distribution of exceedance counts. Zbl 1236.62005 Falk, Michael; Tichy, Diana 7 2012 The multivariate piecing-together approach revisited. Zbl 1352.62072 Aulbach, Stefan; Falk, Michael; Hofmann, Martin 5 2012 Asymptotic conditional distribution of exceedance counts: fragility index with different margins. Zbl 1254.62070 Falk, Michael; Tichy, Diana 5 2012 Testing for a generalized Pareto process. Zbl 1295.62017 Aulbach, Stefan; Falk, Michael 4 2012 Local asymptotic normality in \(\delta\) of standard generalized Pareto processes. Zbl 1428.62193 Aulbach, Stefan; Falk, Michael 3 2012 Sojourn times and the fragility index. Zbl 1247.60073 Falk, Michael; Hofmann, Martin 1 2012 Laws of small numbers: extremes and rare events. 3rd revised and extended ed. Zbl 1213.62082 Falk, Michael; Hüsler, Jürg; Reiss, Rolf-Dieter 51 2011 Local asymptotic normality in a stationary model for spatial extremes. Zbl 1211.62084 Falk, Michael 1 2011 Testing for a multivariate generalized Pareto distribution. Zbl 1223.62062 Falk, M.; Michel, R. 6 2009 Peaks-over-threshold stability of multivariate generalized Pareto distributions. Zbl 1137.62028 Falk, Michael; Guillou, Armelle 7 2008 A LAN based Neyman smooth test for Pareto distributions. Zbl 1140.62016 Falk, Michael; Guillou, Armelle; Toulemonde, Gwladys 4 2008 It was 30 years ago today when Laurens de Haan went the multivariate way. Zbl 1164.62351 Falk, Michael 3 2008 On the excess distribution of sums of random variables in bivariate EV models. Zbl 1513.60057 Falk, Michael 1 2007 Testing for tail independence in extreme value models. Zbl 1095.62060 Falk, Michael; Michel, René 8 2006 A representation of bivariate extreme value distributions via norms on \(\mathbb{R}^2\). Zbl 1142.60353 Falk, Michael 3 2006 On Pickands coordinates in arbitrary dimensions. Zbl 1068.60025 Falk, Michael; Reiss, Rolf-Dieter 19 2005 On the distribution of Pickands coordinates in bivariate EV and GP models. Zbl 1071.60036 Falk, Michael; Reiss, Rolf-Dieter 5 2005 On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix. Zbl 1086.62067 Falk, Michael 4 2005 Laws of small numbers: extremes and rare events. 2nd revised and extended edition. Zbl 1083.60003 Falk, Michael; Hüsler, Jürg; Reiss, Rolf-Dieter 65 2004 Efficient estimation of the canonical dependence function. Zbl 1053.62062 Falk, Michael; Reiss, Rolf 7 2003 Efficient estimators and LAN in canonical bivariate POT models. Zbl 1041.62042 Falk, Michael; Reiss, Rolf-Dieter 6 2003 A characterization of the Marshall-Olkin dependence function and a goodness-of-fit test. Zbl 1193.62088 Falk, Michael; Reiss, Rolf-Dieter 4 2003 A characterization of the rate of convergence in bivariate extreme value models. Zbl 1017.62046 Falk, Michael; Reiss, Rolf Dieter 5 2002 Foundations of statistical analyses and applications with SAS. Zbl 1008.62001 Falk, Michael; Marohn, Frank; Tewes, Bernward 2 2002 The sample covariance is not efficient for elliptical distributions. Zbl 0998.62052 Falk, Michael 2 2002 Estimation of canonical dependence parameters in a class of bivariate peaks-over-threshold models. Zbl 0981.62018 Falk, Michael; Reiss, Rolf-Dieter 6 2001 On the loss of information due to nonrandom truncation. Zbl 0976.62003 Falk, Michael; Marohn, Frank 1 2000 A simple approach to the generation of uniformly distributed random variables with prescribed correlations. Zbl 0968.65502 Falk, Michael 10 1999 Lan of thinned empirical process with an application to fuzzy set density. Zbl 0933.62016 Falk, Michael; Liese, Friedrich 6 1999 Local asymptotic normality of truncated empirical processes. Zbl 0930.62017 Falk, Michael 7 1998 A note on the comedian for elliptical distributions. Zbl 0914.62042 Falk, Michael 3 1998 On MAD and comedians. Zbl 0897.62029 Falk, Michael 12 1997 Asymptotic independence of median and MAD. Zbl 0874.62047 Falk, Michael 12 1997 Efficient estimation of the shape parameter in Pareto models with partially known scale. Zbl 0916.62020 Falk, M.; Marohn, F. 1 1997 A note on domains of attraction of \(p\)-max stable laws. Zbl 0855.60027 Christoph, Gerd; Falk, Michael 28 1996 Some best parameter estimates for distributions with finite endpoint. Zbl 0862.62028 Falk, Michael 20 1995 On testing the extreme value index via the POT-method. Zbl 0856.62027 Falk, Michael 14 1995 LAN of extreme order statistics. Zbl 0843.62019 Falk, Michael 6 1995 Laws of small numbers: Extremes and rare events. Disk. incl. Zbl 0817.60057 Falk, Michael; Hüsler, Jürg; Reiss, Rolf-Dieter 54 1994 Efficiency of convex combinations of Pickands estimator of the extreme value index. Zbl 1380.62221 Falk, Michael 6 1994 Extreme quantile estimation in \(\delta\)-neighborhoods of generalized Pareto distributions. Zbl 0804.62025 Falk, Michael 3 1994 Von Mises conditions revisited. Zbl 0778.60040 Falk, Michael; Marohn, Frank 14 1993 Asymptotically optimal tests for conditional distributions. Zbl 0770.62014 Falk, M.; Marohn, F. 3 1993 A Hellinger distance bound for the nearest neighbor approach in conditional curve estimation. Zbl 0795.62035 Falk, M.; Reiss, R.-D. 1 1993 Poisson approximation of empirical processes. Zbl 0754.60048 Falk, Michael; Reiss, Rolf-Dieter 7 1992 Edgeworth expansions for studentized and prepivoted sample quantiles. Zbl 0761.62016 Falk, Michael; Janas, Daniel 5 1992 Bootstrap optimal bandwidth selection for kernel density estimates. Zbl 0747.62038 Falk, Michael 4 1992 Statistical inference for conditional curves: Poisson process approach. Zbl 0760.62035 Falk, M.; Reiss, R.-D. 3 1992 Coverage probabilities of bootstrap-confidence intervals for quantiles. Zbl 0725.62043 Falk, Michael; Kaufmann, Edgar 13 1991 A note on the inverse bootstrap process for large quantiles. Zbl 0727.62051 Falk, Michael 3 1991 Functional limit theorems for inverse bootstrap processes of sample quantiles. Zbl 0732.62043 Falk, Michael 1 1991 Weak convergence of the maximum error of the bootstrap quantile estimate. Zbl 0711.62019 Falk, Michael 6 1990 A note on generalized Pareto distributions and the k upper extremes. Zbl 0675.62011 Falk, Michael 3 1990 Weak convergence of smoothed and nonsmoothed bootstrap quantile estimates. Zbl 0684.62036 Falk, M.; Reiss, R.-D. 37 1989 A note on uniform asymptotic normality of intermediate order statistics. Zbl 0693.62019 Falk, Michael 12 1989 Bootstrapping the distance between smooth bootstrap and sample quantile distribution. Zbl 0659.62049 Falk, M.; Reiss, R.-D. 7 1989 Best attainable rate of joint convergence of extremes. Zbl 0672.62033 Falk, Michael 1 1989 Independence of order statistics. Zbl 0637.62046 Falk, M.; Reiss, R.-D. 5 1988 Weak convergence of the bootstrap process for large quantiles. Zbl 0687.60037 Falk, M. 3 1988 Bootstrap: Eine aktuelle statistische Idee. (Bootstrap: an immediate statistical idea). Zbl 0636.62037 Falk, Michael 1 1987 On the estimation of the quantile density function. Zbl 0585.62076 Falk, Michael 33 1986 Rates of uniform convergence of extreme order statistics. Zbl 0605.62045 Falk, M. 11 1986 On the rate at which the sample extremes become independent. Zbl 0605.62046 Falk, M.; Kohne, W. 3 1986 On the accuracy of the bootstrap approximation of the joint distribution of sample quantiles. Zbl 0617.62018 Falk, Michael 1 1986 Asymptotic normality of the kernel quantile estimator. Zbl 0567.62035 Falk, Michael 49 1985 Uniform convergence extreme order statistics. Zbl 0585.62034 Falk, Michael 4 1985 Relative deficiency of kernel type estimators of quantiles. Zbl 0533.62040 Falk, Michael 55 1984 On the convergence of spectral densities of arrays of weakly stationary processes. Zbl 0544.60046 Falk, M. 3 1984 Inequalities for the relative sufficiency between sets of order statistics. Zbl 0583.62039 Reiss, R.-D.; Falk, M.; Weller, M. 3 1984 Kernel estimation of a density in an unknown endpoint of its support. Zbl 0544.62042 Falk, M. 2 1984 A robustification of the sign test under mixing conditions. Zbl 0559.62036 Falk, M.; Kohne, W. 1 1984 Relative efficiency and deficiency of kernel type estimators of smooth distribution functions. Zbl 0532.62024 Falk, M. 57 1983 all cited Publications top 5 cited Publications all top 5 Cited by 705 Authors 58 Falk, Michael 40 Hashorva, Enkelejd 17 Reiss, Rolf-Dieter 16 Barakat, Haroon Mohamed 14 Hüsler, Jürg 9 Nigm, E. M. 9 Peng, Liang 8 Aulbach, Stefan 8 Girard, Stéphane 8 Padoan, Simone A. 7 Peng, Zuoxiang 7 Sun, Shan 6 Chen, Shouquan 6 Frick, Melanie 6 Gardes, Laurent 6 Hofmann, Martin 6 Li, Deyuan 6 Nadarajah, Saralees 6 Zhou, Yong 6 Zott, Maximilian 5 Drees, Holger 5 El-Adll, Magdy E. 5 Hall, Peter Gavin 5 Khaled, Osama Mohareb 5 Marohn, Frank 5 Michel, René 5 Segers, Johan 5 Swanepoel, Jan W. H. 4 Cai, Zongwu 4 Cirillo, Pasquale 4 de Haan, Laurens 4 Dutta, Santanu 4 Fajardo, Jesús A. 4 González-Manteiga, Wenceslao 4 Guillou, Armelle 4 Janssen, Arnold 4 Kaufmann, Edgar 4 Lio, Yuh Long 4 Molchanov, Ilya S. 4 Müller, Hans-Georg 4 Omar, A. R. 4 Padgett, William Jowayne 4 Qi, Yongcheng 4 Ralescu, Stefan S. 4 Ravi, Sreenivasan 4 Roussas, George Gregory 4 Schlather, Martin 4 Wisheckel, Florian 4 Yang, Lijian 3 Bacro, Jean-Noël 3 Beranger, Boris 3 Bingham, Nicholas Hugh 3 Bouzebda, Salim 3 Chen, Yaqing 3 Dębicki, Krzysztof 3 Dewan, Isha 3 Dombry, Clément 3 Gao, Shesheng 3 Ghorai, Jugal K. 3 Leal de Carvalho Gomes, Maria Ivette 3 Huang, Jianwen 3 Huser, Raphaël 3 Kabluchko, Zakhar A. 3 Kulasekera, Karunarathna B. 3 Lin, Fuming 3 Maesono, Yoshihiko 3 Mai, Jan-Frederik 3 Martins-Filho, Carlos 3 Müller, Samuel 3 Nešlehová, Johanna G. 3 Opitz, Thomas 3 Praveena, Attahalli Shivanarayanaprasad 3 Prendergast, Luke Anthony 3 Puri, Madan Lal 3 Rootzén, Holger 3 Scherer, Matthias 3 Sisson, Scott A. 3 Staudte, Robert G. jun. 3 Strokorb, Kirstin 3 Stupfler, Gilles 3 Taleb, Nassim Nicholas 3 Tan, Zhongquan 3 Veraverbeke, Noël 3 Wang, Jiangyan 3 Wang, Suojin 3 Xiang, Xiaojing 3 Yan, Jun 3 Yao, Feng 3 Youndjé, Élie 3 Zhang, Yichong 3 Zhao, Mu 3 Zhong, Yongmin 3 Zhou, Chen 3 Zuo, Yijun 2 Ahmad, Aboubacrène Ag 2 Alam, Khursheed 2 Alaswed, H. A. 2 Alves, Henrique J. P. 2 Bellanger, Lise 2 Bose, Arup ...and 605 more Authors all top 5 Cited in 116 Serials 71 Statistics & Probability Letters 54 Extremes 41 Journal of Multivariate Analysis 38 Journal of Statistical Planning and Inference 32 Communications in Statistics. Theory and Methods 25 Annals of the Institute of Statistical Mathematics 19 Journal of Nonparametric Statistics 18 The Annals of Statistics 13 Communications in Statistics. Simulation and Computation 12 Metrika 12 Bernoulli 11 Test 10 Statistics 9 Electronic Journal of Statistics 8 Journal of Applied Probability 8 Stochastic Processes and their Applications 8 Computational Statistics and Data Analysis 8 Statistical Papers 7 Insurance Mathematics & Economics 7 Probability Theory and Related Fields 7 Journal of Statistical Computation and Simulation 6 Journal of Econometrics 6 Methodology and Computing in Applied Probability 5 Journal of Applied Statistics 5 The Annals of Applied Statistics 5 Journal of Probability and Statistics 5 Sankhyā. Series A 4 Advances in Applied Probability 4 Journal of Statistical Theory and Practice 3 Journal of Mathematical Analysis and Applications 3 Lithuanian Mathematical Journal 3 Physica A 3 Scandinavian Journal of Statistics 3 Information Sciences 3 International Statistical Review 3 Econometric Reviews 3 Journal of Theoretical Probability 3 Mathematical Methods of Statistics 3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 3 Journal of Inequalities and Applications 3 Econometric Theory 3 Brazilian Journal of Probability and Statistics 3 Sankhyā. Series B 3 Dependence Modeling 2 The Canadian Journal of Statistics 2 Theory of Probability and its Applications 2 Journal of the American Statistical Association 2 Kybernetika 2 Acta Mathematicae Applicatae Sinica. English Series 2 Trabajos de Estadistica 2 Science in China. Series A 2 Applied Mathematical Modelling 2 Acta Mathematica Sinica. English Series 2 Scandinavian Actuarial Journal 2 Stochastic Models 2 Comptes Rendus. Mathématique. Académie des Sciences, Paris 2 Statistical Methods and Applications 2 Journal of the Korean Statistical Society 2 AStA. Advances in Statistical Analysis 2 GEM - International Journal on Geomathematics 2 Statistics and Computing 2 Journal of the Japan Statistical Society. Japanese Issue 1 Discrete Applied Mathematics 1 Indian Journal of Pure & Applied Mathematics 1 Mathematical Proceedings of the Cambridge Philosophical Society 1 Problems of Information Transmission 1 Blätter (Deutsche Gesellschaft für Versicherungsmathematik) 1 Journal of Computational and Applied Mathematics 1 Journal of Functional Analysis 1 Mathematics and Computers in Simulation 1 Mathematica Slovaca 1 Metron 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Scandinavian Actuarial Journal 1 Statistica 1 Journal of Time Series Analysis 1 Stochastic Analysis and Applications 1 Acta Applicandae Mathematicae 1 Statistical Science 1 Mathematical and Computer Modelling 1 Random Structures & Algorithms 1 Economics Letters 1 Computational Statistics 1 Automation and Remote Control 1 European Journal of Operational Research 1 Pattern Recognition 1 Proceedings of the Indian Academy of Sciences. Mathematical Sciences 1 Mathematical Programming. Series A. Series B 1 Indagationes Mathematicae. New Series 1 Vestnik St. Petersburg University. Mathematics 1 Applied Mathematics. Series B (English Edition) 1 Journal of Mathematical Sciences (New York) 1 Journal of the Egyptian Mathematical Society 1 ACM Transactions on Modeling and Computer Simulation 1 INFORMS Journal on Computing 1 Mathematical Problems in Engineering 1 Finance and Stochastics 1 Australian & New Zealand Journal of Statistics 1 Probability in the Engineering and Informational Sciences 1 Quantitative Finance ...and 16 more Serials all top 5 Cited in 21 Fields 502 Statistics (62-XX) 244 Probability theory and stochastic processes (60-XX) 39 Numerical analysis (65-XX) 21 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 7 Computer science (68-XX) 6 Operations research, mathematical programming (90-XX) 3 Real functions (26-XX) 3 Information and communication theory, circuits (94-XX) 2 Combinatorics (05-XX) 2 Operator theory (47-XX) 2 Convex and discrete geometry (52-XX) 2 Geophysics (86-XX) 2 Biology and other natural sciences (92-XX) 1 Special functions (33-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Difference and functional equations (39-XX) 1 Approximations and expansions (41-XX) 1 Abstract harmonic analysis (43-XX) 1 Integral equations (45-XX) 1 Geometry (51-XX) 1 Systems theory; control (93-XX) Citations by Year