## Hüsler, Jürg

Compute Distance To:
 Author ID: husler.jurg Published as: Hüsler, Jürg; Hüsler, J.; Hüsler, Juerg; Huesler, Juerg Homepage: http://www.imsv.unibe.ch/content/staff/personalhomepages/huesler/index_ger.html External Links: MGP
 Documents Indexed: 128 Publications since 1977, including 3 Books 3 Contributions as Editor Co-Authors: 53 Co-Authors with 85 Joint Publications 1,231 Co-Co-Authors
all top 5

### Co-Authors

 45 single-authored 17 Hashorva, Enkelejd 11 Piterbarg, Vladimir Il’ich 7 Cirillo, Pasquale 7 Li, Deyuan 6 Reiss, Rolf-Dieter 5 Bischoff, Wolfgang 4 Miller, Frank 3 Falk, Michael 2 de Haan, Laurens 2 Dietrich, Daniel 2 Freitas, Adelaide Valente 2 Gut, Allan 2 Hall, Andreia O. 2 Heathcote, Christopher R. 2 Hettmansperger, Thomas P. 2 Holst, Lars 2 Hooghiemstra, Gerard 2 Hsing, Tailen 2 Kratz, Marie-France 2 Kremena, E. V. 2 Martig, Lukas 2 Muliere, Pietro 2 Müller, Samuel 2 Raschke, Mathias 2 Schüpbach, Michel 2 Zhang, Yueming 1 Alpuim, Maria Teresa 1 Anderson, Clive W. 1 Balakrishnan, Narayanaswamy 1 Bräker, H. U. 1 Carnal, Henri 1 Çatkan, Neşe A. 1 Coles, Stuart G. 1 Cruz, Pedro A. F. 1 de Vries, Casper George 1 Fonseca, Carlos M. 1 Hueter, Irene 1 Ladneva, Anna 1 Leadbetter, Malcolm Ross 1 Lienert, G. A. 1 Liu, Regina Y. C. 1 Meester, Ludolf Erwin 1 Mikosch, Thomas 1 Möttönen, Jyrki 1 Oja, Hannu 1 Ozturk, Omer 1 Peng, Ljang 1 Riedwyl, Hans 1 Rootzén, Holger 1 Rumyantseva, Ekaterina 1 Schmid, Christoph M. 1 Singh, Kesar 1 Temido, Maria da Graça
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### Serials

 14 Statistics & Probability Letters 14 Stochastic Processes and their Applications 13 Extremes 10 Journal of Applied Probability 8 Communications in Statistics. Theory and Methods 7 Methodology and Computing in Applied Probability 4 Biometrical Journal 4 Journal of Multivariate Analysis 4 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 4 Rendiconti del Seminario Matematico di Messina. Serie II 3 Journal of Statistical Planning and Inference 3 The Annals of Applied Probability 2 Advances in Applied Probability 2 Theory of Probability and its Applications 2 Annals of the Institute of Statistical Mathematics 2 Monatshefte für Mathematik 2 Electronic Journal of Probability 2 Probability in the Engineering and Informational Sciences 2 Stochastic Models 2 Albanian Journal of Mathematics 1 Metrika 1 Journal of Research of the National Institute of Standards and Technology 1 The Annals of Probability 1 Insurance Mathematics & Economics 1 Communications in Statistics. Stochastic Models 1 Probability Theory and Related Fields 1 Communications in Statistics. Simulation and Computation 1 Test 1 International Journal of Theoretical and Applied Finance 1 DMV Seminar 1 Lecture Notes in Statistics
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### Fields

 106 Probability theory and stochastic processes (60-XX) 53 Statistics (62-XX) 7 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Operations research, mathematical programming (90-XX) 3 Numerical analysis (65-XX) 2 General and overarching topics; collections (00-XX) 2 Convex and discrete geometry (52-XX)

### Citations contained in zbMATH Open

105 Publications have been cited 1,088 times in 752 Documents Cited by Year
Maxima of normal random vectors: Between independence and complete dependence. Zbl 0679.62038
Hüsler, Jürg; Reiss, Rolf-Dieter
1989
On the exceedance point process for a stationary sequence. Zbl 0619.60054
Hsing, T.; Hüsler, J.; Leadbetter, M. R.
1988
Extremes of a certain class of Gaussian processes. Zbl 0997.60057
Hüsler, J.; Piterbarg, V.
1999
Laws of small numbers: extremes and rare events. 2nd revised and extended edition. Zbl 1083.60003
Falk, Michael; Hüsler, Jürg; Reiss, Rolf-Dieter
2004
Laws of small numbers: Extremes and rare events. Disk. incl. Zbl 0817.60057
Falk, Michael; Hüsler, Jürg; Reiss, Rolf-Dieter
1994
Laws of small numbers: extremes and rare events. 3rd revised and extended ed. Zbl 1213.62082
Falk, Michael; Hüsler, Jürg; Reiss, Rolf-Dieter
2011
On the ruin probability for physical fractional Brownian motion. Zbl 1070.60036
Hüsler, J.; Piterbarg, V.
2004
Extreme values and high boundary crossings of locally stationary Gaussian processes. Zbl 0726.60026
Hüsler, J.
1990
On convergence of the uniform norms for Gaussian processes and linear approximation problems. Zbl 1038.60040
Hüsler, J.; Piterbarg, V.; Seleznjev, O.
2003
Limit theorem for maximum of the storage process with fractional Brownian motion as input. Zbl 1075.60119
2004
A limit theorem for the time of ruin in a Gaussian ruin problem. Zbl 1151.60313
2008
Maxima of Poisson-like variables and related triangular arrays. Zbl 0897.60052
Anderson, Clive W.; Coles, Stuart G.; Hüsler, Jürg
1997
Extreme values of non-stationary random sequences. Zbl 0614.60021
Hüsler, Jürg
1986
On multivariate Gaussian tails. Zbl 1050.62068
Hashorva, Enkelejd; Hüsler, Jürg
2003
Testing extreme value conditions. Zbl 1035.60050
Dietrich, Daniel; de Haan, Laurens; Hüsler, Jürg
2002
Realistic variation of shock models. Zbl 1154.60325
Gut, Allan; Hüsler, Jürg
2005
Estimation of tails and related quantities using the number of near-extremes. Zbl 1071.60037
Hashorva, Enkelejd; Hüsler, Jürg
2005
Asymptotic approximation of crossing probabilities of random sequences. Zbl 0494.60042
Hüsler, Jürg
1983
Extreme shock models. Zbl 0962.60016
Gut, Allan; Hüsler, Jürg
1999
Exact asymptotics for boundary crossings of the Brownian bridge with trend with application to the Kolmogorov test. Zbl 1049.62048
Bischoff, Wolfgang; Hashorva, Enkelejd; Hüsler, Jürg; Miller, Frank
2003
Asymptotics of a boundary crossing probability of a Brownian bridge with general trend. Zbl 1048.60025
Bischoff, Wolfgang; Miller, Frank; Hashorva, Enkelejd; Hüsler, Jürg
2003
On asymptotics of multivariate integrals with applications to records. Zbl 0999.60043
Hashorva, Enkelejd; Hüsler, Jürg
2002
Dependence between extreme values of discrete and continuous time locally stationary Gaussian processes. Zbl 1088.60014
Hüsler, J.
2004
Extreme values in FGM random sequences. Zbl 0921.60041
Hashorva, E.; Hüsler, J.
1999
On testing extreme value conditions. Zbl 1164.62352
Hüsler, Jürg; Li, Deyuan
2006
The extremes of a triangular array of normal random variables. Zbl 0855.60019
Hsing, Tailen; Hüsler, Jürg; Reiss, Rolf-Dieter
1996
Testing asymptotic independence in bivariate extremes. Zbl 1156.62332
Hüsler, Jürg; Li, Deyuan
2009
Multivariate extreme values in stationary random sequences. Zbl 0703.62027
Hüsler, Jürg
1990
Extremes of Gaussian processes with maximal variance near the boundary points. Zbl 0969.60058
Hashorva, Enkelejd; Hüsler, Jürg
2000
A note on extreme values of locally stationary Gaussian processes. Zbl 0830.60045
Hüsler, J.
1995
Extremes of Gaussian processes, on results of Piterbarg and Seleznjev. Zbl 0944.60044
Hüsler, J.
1999
On the number of near-maxima. Zbl 0971.60050
Hashorva, Enkelejd; Hüsler, Jürg
2000
On first and last ruin times of Gaussian processes. Zbl 1145.60021
Hüsler, Jürg; Zhang, Yueming
2008
On the power of the Kolmogorov test to detect the trend of a Brownian bridge with applications to a change-point problem in regression models. Zbl 1103.60040
Bischoff, Wolfgang; Hashorva, Enkelejd; Hüsler, Jürg; Miller, Frank
2004
Analysis of a change-point regression problem in quality control by partial sums processes and Kolmogorov type tests. Zbl 1079.62047
Bischoff, Wolfgang; Hashorva, Enkelejd; Hüsler, Jürg; Miller, Frank
2005
Extremes of stationary sequences with failures. Zbl 1138.62026
Hall, Andreia; Hüsler, Jürg
2006
Minimum distance estimators. Zbl 0803.62016
Hettmansperger, T. P.; Hueter, I.; Hüsler, J.
1994
Extreme shock models: an alternative perspective. Zbl 1206.62092
Cirillo, Pasquale; Hüsler, Jürg
2011
Multiple maxima in multivariate samples. Zbl 1079.60515
Hashorva, Enkelejd; Hüsler, Jürg
2005
A formula for the tail probability of a multivariate normal distribution and its applications. Zbl 1006.62047
Hüsler, Jürg; Liu, Regina Y.; Singh, Kesar
2002
Extremes of Gaussian processes with random variance. Zbl 1231.60030
Hüsler, Juerg; Piterbarg, Vladimir; Zhang, Yueming
2011
Extremes of Gaussian processes with a smooth random variance. Zbl 1228.60059
Hüsler, Jürg; Piterbarg, Vladimir; Rumyantseva, Ekaterina
2011
Extremes of Gaussian process and the constant $$H_\alpha$$. Zbl 0944.60040
Hüsler, Jürg
1999
A note on maxima of bivariate random vectors. Zbl 0879.60056
Hooghiemstra, G.; Hüsler, J.
1996
Near-extremes and related point processes. Zbl 1216.60022
Balakrishnan, N.; Hashorva, Enkelejd; Hüsler, J.
2009
Review of testing issues in extremes: in honor of Professor Laurens de Haan. Zbl 1164.62016
Hüsler, Jürg; Peng, Ljang
2008
On the number of points near the multivariate maxima. Zbl 1029.60041
Hashorva, Enkelejd; Hüsler, Jürg
2001
The first zero of an empirical characteristic function. Zbl 0711.60014
Heathcote, C. R.; Hüsler, J.
1990
Estimation for the generalized Pareto distribution using maximum likelihood and goodness of fit. Zbl 1218.62011
Hüsler, Jürg; Li, Deyuan; Raschke, Mathias
2011
On clusters of high extremes of Gaussian stationary processes with $$\epsilon$$-separation. Zbl 1226.60082
2010
Extremes and clustering of nonstationary max-AR(1) sequences. Zbl 0821.60057
Alpuim, M. T.; Catkan, N. A.; Hüsler, J.
1995
A note of exceedances and rare events of non-stationary sequences. Zbl 0787.60058
Hüsler, J.
1993
On limit distributions of first crossing points of Gaussian sequences. Zbl 0369.60028
Hüsler, J.
1977
A nonparametric urn-based approach to interacting failing systems with an application to credit risk modeling. Zbl 1205.91164
Cirillo, Pasquale; Hüsler, Jürg; Muliere, Pietro
2010
Multivariate nonparametric tests in a randomized complete block design. Zbl 1014.62068
Möttönen, J.; Hüsler, J.; Oja, H.
2003
Limit results for maxima in non-stationary multivariate Gaussian sequences. Zbl 0648.60026
Hüsler, Jürg; Schüpbach, Michel
1988
On shape of high massive excursions of trajectories of Gaussian homogeneous fields. Zbl 1387.60065
2017
Random coverage of the circle and asymptotic distributions. Zbl 0495.60018
Hüsler, J.
1982
Maxima of bivariate random vectors: Between independence and complete dependence. Zbl 0811.60038
Hüsler, J.
1994
An urn approach to generalized extreme shock models. Zbl 1161.62069
Cirillo, Pasquale; Hüsler, Jürg
2009
Extreme values of portfolio of Gaussian processes and a trend. Zbl 1118.60027
Hüsler, Jürg; Schmid, Christoph M.
2005
Limit laws for maxima of a stationary random sequence with random sample size. Zbl 1266.60094
Freitas, A.; Hüsler, J.; da Graça Temido, Maria
2012
An asymptotic result for non crossing probabilities of Brownian motion with trend. Zbl 1137.60023
Bischoff, Wolfgang; Hashorva, Enkelejd; Hüsler, Jürg
2007
The number and sum of near $$m$$-extremes. Zbl 1134.60324
Hashorva, Enkelejd; Hüsler, Jürg
2008
On the shape of trajectories of Gaussian processes having large massive excursions. II. Zbl 1370.60065
Hüsler, J.; Kremena, E. V.; Piterbarg, V. I.
2016
Limit properties for multivariate extreme values in sequences of independent, non-identically distributed random vectors. Zbl 0676.62019
Hüsler, J.
1989
On the random coverage of the circle. Zbl 0551.60014
Holst, L.; Hüsler, J.
1984
On the first zero of an empirical characteristic function. Zbl 0744.60017
Bräker, H. U.; Hüsler, J.
1991
Almost sure limiting behaviour of first crossing points of Gaussian sequences. Zbl 0399.60031
Hüsler, Jürg
1979
A note on the point processes of rare events. Zbl 0870.60044
Hüsler, J.; Schmidt, M.
1996
The neighbourhood of bivariate maxima. Zbl 1123.60033
Hashorva, Enkelejd; Hüsler, Jürg
2002
Remarks on compound Poisson approximation of Gaussian random sequences. Zbl 1001.60032
Hashorva, Enkelejd; Hüsler, Jürg
2002
On the shape of trajectories of Gaussian processes having large massive excursions. Zbl 1312.60038
Kremena, E. V.; Piterbarg, V. I.; Hüsler, J.
2014
On the asymptotic behaviour of selector statistics. Zbl 0696.62217
Hüsler, Jürg
1988
Iterative estimation of the extreme value index. Zbl 1078.62054
Müller, Samuel; Hüsler, Jürg
2005
Weighted least squares estimation of the extreme value index. Zbl 1137.62334
Hüsler, Jürg; Li, Deyuan; Müller, Samuel
2006
Tail approximations to the density function in EVT. Zbl 1164.62353
Hüsler, Jürg; Li, Deyuan
2006
On simple block estimators for the parameters of the extreme-value distribution. Zbl 0601.62055
Hüsler, Jürg; Schüpbach, Michel
1986
A note on the independence and total dependence of max i.d. distributions. Zbl 0668.60022
Hüsler, J.
1989
On estimating the rate of return. Zbl 0736.90005
Heathcote, C. R.; Hüsler, J.
1991
Rate of Poisson approximation of the number of exceedances of nonstationary normal sequences. Zbl 0819.60051
Hüsler, J.; Kratz, M.
1995
Convergence rates in the law of large numbers for random variables on partially ordered sets. Zbl 0341.60015
Hüsler, J.
1978
The limiting behaviour of the last exit time for sequences of independent, identically distributed random variables. Zbl 0402.60022
Hüsler, Jürg
1979
Minimum distance estimators in extreme value distributions. Zbl 0875.62104
Dietrich, D.; Hüsler, J.
1996
On the convex hull of dependent random vectors. Zbl 0861.60016
Hüsler, Jürg
1996
Alarm systems and catastrophes from a diverse point of view. Zbl 1321.60186
Cirillo, Pasquale; Hüsler, Jürg; Muliere, Pietro
2013
Limit distributions of multivariate extreme values in nonstationary sequences of random vectors. Zbl 0697.62016
Hüsler, J.
1989
Minimal spacings of non-uniform densities. Zbl 0633.60019
Hüsler, Jürg
1987
Sequential urn schemes and birth processes. Zbl 0567.60010
Holst, Lars; Hüsler, Jürg
1985
The growth rate of partial maxima on subsequences. Zbl 0569.60031
Hüsler, Jürg
1985
On point processes on the circle. Zbl 0598.60049
Hüsler, Jürg
1986
Test based on independent, but non-identically distributed random variables. Zbl 0619.62040
Hüsler, Jürg
1987
A note on the functional law of iterated logarithm for maxima of Gaussian sequences. Zbl 0456.60038
Hüsler, Jürg
1981
Extreme value theory. Proceedings of a conference held in Oberwolfach, FRG, Dec. 6-12, 1987. Zbl 0667.00025
1989
Limit distribution of the last exit time for stationary random sequences. Zbl 0415.60037
Hüsler, Jürg
1980
On the convergence of the number of exceedances of nonstationary normal sequences. Zbl 0881.60049
Hüsler, J.; Kratz, M.
1994
Range of bivariate normal random vectors. Zbl 0886.60042
Hüsler, Jürg
1997
On applications of extreme value theory in optimization. Zbl 1208.90124
Hüsler, Jürg
2010
Minimum distance and nonparametric dispersion functions. Zbl 1069.62517
Öztürk, Ömer; Hettmansperger, Thomas P.; Hüsler, Jürg
1999
Extreme value index estimator using maximum likelihood and moment estimation. Zbl 1343.60062
Hüsler, Jürg; Li, Deyuan; Raschke, Mathias
2016
On shape of high massive excursions of trajectories of Gaussian homogeneous fields. Zbl 1387.60065
2017
On the shape of trajectories of Gaussian processes having large massive excursions. II. Zbl 1370.60065
Hüsler, J.; Kremena, E. V.; Piterbarg, V. I.
2016
Extreme value index estimator using maximum likelihood and moment estimation. Zbl 1343.60062
Hüsler, Jürg; Li, Deyuan; Raschke, Mathias
2016
On the shape of trajectories of Gaussian processes having large massive excursions. Zbl 1312.60038
Kremena, E. V.; Piterbarg, V. I.; Hüsler, J.
2014
Alarm systems and catastrophes from a diverse point of view. Zbl 1321.60186
Cirillo, Pasquale; Hüsler, Jürg; Muliere, Pietro
2013
Limit laws for maxima of a stationary random sequence with random sample size. Zbl 1266.60094
Freitas, A.; Hüsler, J.; da Graça Temido, Maria
2012
Laws of small numbers: extremes and rare events. 3rd revised and extended ed. Zbl 1213.62082
Falk, Michael; Hüsler, Jürg; Reiss, Rolf-Dieter
2011
Extreme shock models: an alternative perspective. Zbl 1206.62092
Cirillo, Pasquale; Hüsler, Jürg
2011
Extremes of Gaussian processes with random variance. Zbl 1231.60030
Hüsler, Juerg; Piterbarg, Vladimir; Zhang, Yueming
2011
Extremes of Gaussian processes with a smooth random variance. Zbl 1228.60059
Hüsler, Jürg; Piterbarg, Vladimir; Rumyantseva, Ekaterina
2011
Estimation for the generalized Pareto distribution using maximum likelihood and goodness of fit. Zbl 1218.62011
Hüsler, Jürg; Li, Deyuan; Raschke, Mathias
2011
Generalized extreme shock models with a possibly increasing threshold. Zbl 1233.90128
Cirillo, Pasquale; Hüsler, Jürg
2011
On clusters of high extremes of Gaussian stationary processes with $$\epsilon$$-separation. Zbl 1226.60082
2010
A nonparametric urn-based approach to interacting failing systems with an application to credit risk modeling. Zbl 1205.91164
Cirillo, Pasquale; Hüsler, Jürg; Muliere, Pietro
2010
On applications of extreme value theory in optimization. Zbl 1208.90124
Hüsler, Jürg
2010
Testing asymptotic independence in bivariate extremes. Zbl 1156.62332
Hüsler, Jürg; Li, Deyuan
2009
Near-extremes and related point processes. Zbl 1216.60022
Balakrishnan, N.; Hashorva, Enkelejd; Hüsler, J.
2009
An urn approach to generalized extreme shock models. Zbl 1161.62069
Cirillo, Pasquale; Hüsler, Jürg
2009
A limit theorem for the time of ruin in a Gaussian ruin problem. Zbl 1151.60313
2008
On first and last ruin times of Gaussian processes. Zbl 1145.60021
Hüsler, Jürg; Zhang, Yueming
2008
Review of testing issues in extremes: in honor of Professor Laurens de Haan. Zbl 1164.62016
Hüsler, Jürg; Peng, Ljang
2008
The number and sum of near $$m$$-extremes. Zbl 1134.60324
Hashorva, Enkelejd; Hüsler, Jürg
2008
An asymptotic result for non crossing probabilities of Brownian motion with trend. Zbl 1137.60023
Bischoff, Wolfgang; Hashorva, Enkelejd; Hüsler, Jürg
2007
On testing extreme value conditions. Zbl 1164.62352
Hüsler, Jürg; Li, Deyuan
2006
Extremes of stationary sequences with failures. Zbl 1138.62026
Hall, Andreia; Hüsler, Jürg
2006
Weighted least squares estimation of the extreme value index. Zbl 1137.62334
Hüsler, Jürg; Li, Deyuan; Müller, Samuel
2006
Tail approximations to the density function in EVT. Zbl 1164.62353
Hüsler, Jürg; Li, Deyuan
2006
Realistic variation of shock models. Zbl 1154.60325
Gut, Allan; Hüsler, Jürg
2005
Estimation of tails and related quantities using the number of near-extremes. Zbl 1071.60037
Hashorva, Enkelejd; Hüsler, Jürg
2005
Analysis of a change-point regression problem in quality control by partial sums processes and Kolmogorov type tests. Zbl 1079.62047
Bischoff, Wolfgang; Hashorva, Enkelejd; Hüsler, Jürg; Miller, Frank
2005
Multiple maxima in multivariate samples. Zbl 1079.60515
Hashorva, Enkelejd; Hüsler, Jürg
2005
Extreme values of portfolio of Gaussian processes and a trend. Zbl 1118.60027
Hüsler, Jürg; Schmid, Christoph M.
2005
Iterative estimation of the extreme value index. Zbl 1078.62054
Müller, Samuel; Hüsler, Jürg
2005
Laws of small numbers: extremes and rare events. 2nd revised and extended edition. Zbl 1083.60003
Falk, Michael; Hüsler, Jürg; Reiss, Rolf-Dieter
2004
On the ruin probability for physical fractional Brownian motion. Zbl 1070.60036
Hüsler, J.; Piterbarg, V.
2004
Limit theorem for maximum of the storage process with fractional Brownian motion as input. Zbl 1075.60119
2004
Dependence between extreme values of discrete and continuous time locally stationary Gaussian processes. Zbl 1088.60014
Hüsler, J.
2004
On the power of the Kolmogorov test to detect the trend of a Brownian bridge with applications to a change-point problem in regression models. Zbl 1103.60040
Bischoff, Wolfgang; Hashorva, Enkelejd; Hüsler, Jürg; Miller, Frank
2004
On convergence of the uniform norms for Gaussian processes and linear approximation problems. Zbl 1038.60040
Hüsler, J.; Piterbarg, V.; Seleznjev, O.
2003
On multivariate Gaussian tails. Zbl 1050.62068
Hashorva, Enkelejd; Hüsler, Jürg
2003
Exact asymptotics for boundary crossings of the Brownian bridge with trend with application to the Kolmogorov test. Zbl 1049.62048
Bischoff, Wolfgang; Hashorva, Enkelejd; Hüsler, Jürg; Miller, Frank
2003
Asymptotics of a boundary crossing probability of a Brownian bridge with general trend. Zbl 1048.60025
Bischoff, Wolfgang; Miller, Frank; Hashorva, Enkelejd; Hüsler, Jürg
2003
Multivariate nonparametric tests in a randomized complete block design. Zbl 1014.62068
Möttönen, J.; Hüsler, J.; Oja, H.
2003
Condition for convergence of maxima of random triangular arrays. Zbl 1088.60049
2003
Testing extreme value conditions. Zbl 1035.60050
Dietrich, Daniel; de Haan, Laurens; Hüsler, Jürg
2002
On asymptotics of multivariate integrals with applications to records. Zbl 0999.60043
Hashorva, Enkelejd; Hüsler, Jürg
2002
A formula for the tail probability of a multivariate normal distribution and its applications. Zbl 1006.62047
Hüsler, Jürg; Liu, Regina Y.; Singh, Kesar
2002
The neighbourhood of bivariate maxima. Zbl 1123.60033
Hashorva, Enkelejd; Hüsler, Jürg
2002
Remarks on compound Poisson approximation of Gaussian random sequences. Zbl 1001.60032
Hashorva, Enkelejd; Hüsler, Jürg
2002
On the number of points near the multivariate maxima. Zbl 1029.60041
Hashorva, Enkelejd; Hüsler, Jürg
2001
Extremes of Gaussian processes with maximal variance near the boundary points. Zbl 0969.60058
Hashorva, Enkelejd; Hüsler, Jürg
2000
On the number of near-maxima. Zbl 0971.60050
Hashorva, Enkelejd; Hüsler, Jürg
2000
Extremes of a certain class of Gaussian processes. Zbl 0997.60057
Hüsler, J.; Piterbarg, V.
1999
Extreme shock models. Zbl 0962.60016
Gut, Allan; Hüsler, Jürg
1999
Extreme values in FGM random sequences. Zbl 0921.60041
Hashorva, E.; Hüsler, J.
1999
Extremes of Gaussian processes, on results of Piterbarg and Seleznjev. Zbl 0944.60044
Hüsler, J.
1999
Extremes of Gaussian process and the constant $$H_\alpha$$. Zbl 0944.60040
Hüsler, Jürg
1999
Minimum distance and nonparametric dispersion functions. Zbl 1069.62517
Öztürk, Ömer; Hettmansperger, Thomas P.; Hüsler, Jürg
1999
Maxima of Poisson-like variables and related triangular arrays. Zbl 0897.60052
Anderson, Clive W.; Coles, Stuart G.; Hüsler, Jürg
1997
Range of bivariate normal random vectors. Zbl 0886.60042
Hüsler, Jürg
1997
The extremes of a triangular array of normal random variables. Zbl 0855.60019
Hsing, Tailen; Hüsler, Jürg; Reiss, Rolf-Dieter
1996
A note on maxima of bivariate random vectors. Zbl 0879.60056
Hooghiemstra, G.; Hüsler, J.
1996
A note on the point processes of rare events. Zbl 0870.60044
Hüsler, J.; Schmidt, M.
1996
Minimum distance estimators in extreme value distributions. Zbl 0875.62104
Dietrich, D.; Hüsler, J.
1996
On the convex hull of dependent random vectors. Zbl 0861.60016
Hüsler, Jürg
1996
A note on extreme values of locally stationary Gaussian processes. Zbl 0830.60045
Hüsler, J.
1995
Extremes and clustering of nonstationary max-AR(1) sequences. Zbl 0821.60057
Alpuim, M. T.; Catkan, N. A.; Hüsler, J.
1995
Rate of Poisson approximation of the number of exceedances of nonstationary normal sequences. Zbl 0819.60051
Hüsler, J.; Kratz, M.
1995
Laws of small numbers: Extremes and rare events. Disk. incl. Zbl 0817.60057
Falk, Michael; Hüsler, Jürg; Reiss, Rolf-Dieter
1994
Minimum distance estimators. Zbl 0803.62016
Hettmansperger, T. P.; Hueter, I.; Hüsler, J.
1994
Maxima of bivariate random vectors: Between independence and complete dependence. Zbl 0811.60038
Hüsler, J.
1994
On the convergence of the number of exceedances of nonstationary normal sequences. Zbl 0881.60049
Hüsler, J.; Kratz, M.
1994
A note of exceedances and rare events of non-stationary sequences. Zbl 0787.60058
Hüsler, J.
1993
On the first zero of an empirical characteristic function. Zbl 0744.60017
Bräker, H. U.; Hüsler, J.
1991
On estimating the rate of return. Zbl 0736.90005
Heathcote, C. R.; Hüsler, J.
1991
On the convex hull of n random points on a circle. Zbl 0724.60013
Carnal, H.; Hüsler, J.
1991
Extreme values and high boundary crossings of locally stationary Gaussian processes. Zbl 0726.60026
Hüsler, J.
1990
Multivariate extreme values in stationary random sequences. Zbl 0703.62027
Hüsler, Jürg
1990
The first zero of an empirical characteristic function. Zbl 0711.60014
Heathcote, C. R.; Hüsler, J.
1990
Maxima of normal random vectors: Between independence and complete dependence. Zbl 0679.62038
Hüsler, Jürg; Reiss, Rolf-Dieter
1989
Limit properties for multivariate extreme values in sequences of independent, non-identically distributed random vectors. Zbl 0676.62019
Hüsler, J.
1989
A note on the independence and total dependence of max i.d. distributions. Zbl 0668.60022
Hüsler, J.
1989
Limit distributions of multivariate extreme values in nonstationary sequences of random vectors. Zbl 0697.62016
Hüsler, J.
1989
Extreme value theory. Proceedings of a conference held in Oberwolfach, FRG, Dec. 6-12, 1987. Zbl 0667.00025
1989
First zeros of empirical characteristic functions and extreme values of Gaussian processes. Zbl 0732.60064
Hüsler, Jürg
1989
On the exceedance point process for a stationary sequence. Zbl 0619.60054
Hsing, T.; Hüsler, J.; Leadbetter, M. R.
1988
Limit results for maxima in non-stationary multivariate Gaussian sequences. Zbl 0648.60026
Hüsler, Jürg; Schüpbach, Michel
1988
On the asymptotic behaviour of selector statistics. Zbl 0696.62217
Hüsler, Jürg
1988
Nonparametric location tests based on the empirical distribution. Zbl 0693.62042
Huesler, Juerg; Riedwyl, Hans
1988
Minimal spacings of non-uniform densities. Zbl 0633.60019
Hüsler, Jürg
1987
Test based on independent, but non-identically distributed random variables. Zbl 0619.62040
Hüsler, Jürg
1987
Extreme values of non-stationary random sequences. Zbl 0614.60021
Hüsler, Jürg
1986
On simple block estimators for the parameters of the extreme-value distribution. Zbl 0601.62055
Hüsler, Jürg; Schüpbach, Michel
1986
On point processes on the circle. Zbl 0598.60049
Hüsler, Jürg
1986
Sequential urn schemes and birth processes. Zbl 0567.60010
Holst, Lars; Hüsler, Jürg
1985
The growth rate of partial maxima on subsequences. Zbl 0569.60031
Hüsler, Jürg
1985
On the random coverage of the circle. Zbl 0551.60014
Holst, L.; Hüsler, J.
1984
Asymptotic approximation of crossing probabilities of random sequences. Zbl 0494.60042
Hüsler, Jürg
1983
Random coverage of the circle and asymptotic distributions. Zbl 0495.60018
Hüsler, J.
1982
A note on the functional law of iterated logarithm for maxima of Gaussian sequences. Zbl 0456.60038
Hüsler, Jürg
1981
...and 5 more Documents
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### Cited by 716 Authors

 85 Hashorva, Enkelejd 56 Hüsler, Jürg 32 Dębicki, Krzysztof 32 Falk, Michael 29 Tan, Zhongquan 20 Peng, Zuoxiang 18 Ferreira, Helena 16 Ji, Lanpeng 16 Piterbarg, Vladimir Il’ich 13 Nadarajah, Saralees 13 Pereira, Luísa 13 Reiss, Rolf-Dieter 11 Segers, Johan 10 Kabluchko, Zakhar A. 10 Li, Deyuan 10 Padoan, Simone A. 9 Cirillo, Pasquale 9 Engelke, Sebastian 9 Hsing, Tailen 9 Ling, Chengxiu 9 Robert, Christian Yann 8 Bai, Long 8 Cha, Ji Hwan 8 Seleznjev, Oleg 8 Tawn, Jonathan A. 8 Weng, Zhichao 7 Bücher, Axel 7 Davis, Richard A. 7 Dembińska, Anna 7 Dombry, Clément 7 Finkelstein, Maxim 7 Girard, Stéphane 7 Liao, Xin 7 Mandjes, Michel Robertus Hendrikus 7 Martins, Ana Paula 7 Samorodnitsky, Gennady Pinkhosovich 6 Davison, Anthony C. 6 de Haan, Laurens 6 Ferreira, Marta 6 Frick, Melanie 6 Genton, Marc G. 6 Huser, Raphaël 5 Bischoff, Wolfgang 5 Freitas, Ana Cristina Moreira 5 Freitas, Jorge Milhazes 5 Leal de Carvalho Gomes, Maria Ivette 5 Joe, Harry 5 Michel, René 5 Molchanov, Ilya S. 5 Novak, Serguei Yu. 5 Schlather, Martin 5 Temido, Maria da Graça 5 Zott, Maximilian 4 Aulbach, Stefan 4 Bouzebda, Salim 4 Canto e Castro, Luísa 4 Drees, Holger 4 Gardes, Laurent 4 Glynn, Peter W. 4 Kosiński, Kamil Marcin 4 Krupskii, Pavel 4 Leadbetter, Malcolm Ross 4 Marohn, Frank 4 Mikosch, Thomas 4 Mladenović, Pavle N. 4 Papastathopoulos, Ioannis 4 Popivoda, Goran 4 Resnick, Sidney Ira 4 Stamatović, Siniša 4 Strokorb, Kirstin 4 Wisheckel, Florian 4 Withers, Christopher Stroude 3 Abramowicz, Konrad 3 Akbari, Masoumeh 3 Barbe, Philippe 3 Bayramoğlu, Ismihan G. 3 Beran, Jan 3 Cheng, Dan 3 Einmahl, John H. J. 3 Eryılmaz, Serkan N. 3 Genest, Christian 3 Guillou, Armelle 3 Hall, Andreia O. 3 Hall, Peter Gavin 3 Hofmann, Martin 3 Keziou, Amor 3 Klüppelberg, Claudia 3 Liu, Jingchen 3 Louhichi, Sana 3 Mainik, Georg 3 Michna, Zbigniew 3 Mishura, Yuliya Stepanivna 3 Mitov, Kosto V. 3 Montoro-Cazorla, Delia 3 Muliere, Pietro 3 Nakata, Toshio 3 Naveau, Philippe 3 Neuenkirch, Andreas 3 Oja, Hannu 3 Peng, Liang ...and 616 more Authors
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### Cited in 128 Serials

 99 Extremes 80 Statistics & Probability Letters 49 Stochastic Processes and their Applications 47 Journal of Multivariate Analysis 32 Journal of Statistical Planning and Inference 29 Communications in Statistics. Theory and Methods 19 Journal of Applied Probability 19 The Annals of Applied Probability 18 Bernoulli 14 The Annals of Statistics 13 Insurance Mathematics & Economics 13 Methodology and Computing in Applied Probability 12 Advances in Applied Probability 12 Statistics 11 Journal of Theoretical Probability 11 Computational Statistics and Data Analysis 10 Journal of Mathematical Analysis and Applications 9 Lithuanian Mathematical Journal 9 Test 8 Metrika 8 Stochastic Models 7 Electronic Journal of Statistics 6 Theory of Probability and its Applications 6 Journal of Econometrics 6 Scandinavian Actuarial Journal 5 Annals of the Institute of Statistical Mathematics 5 Journal of the American Statistical Association 5 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 5 Probability Theory and Related Fields 5 Journal of Statistical Computation and Simulation 5 Statistical Papers 5 Journal of Statistical Theory and Practice 5 Dependence Modeling 4 Communications in Statistics. Simulation and Computation 4 European Journal of Operational Research 4 Brazilian Journal of Probability and Statistics 4 The Annals of Applied Statistics 4 Science China. Mathematics 3 Mathematical Notes 3 The Annals of Probability 3 Applied Mathematics and Computation 3 Journal of Computational and Applied Mathematics 3 Journal of Soviet Mathematics 3 Queueing Systems 3 Mathematical Methods of Statistics 3 Journal of Mathematical Sciences (New York) 3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 3 Probability in the Engineering and Informational Sciences 3 Econometric Theory 3 Stochastics 2 The Canadian Journal of Statistics 2 Journal of Statistical Physics 2 Moscow University Mathematics Bulletin 2 Physica A 2 Scandinavian Journal of Statistics 2 Information Sciences 2 Kybernetika 2 Proceedings of the American Mathematical Society 2 Transactions of the American Mathematical Society 2 Operations Research Letters 2 Journal of Time Series Analysis 2 Stochastic Analysis and Applications 2 Statistical Science 2 Annals of Operations Research 2 Electronic Journal of Probability 2 Journal of Nonparametric Statistics 2 Journal of Inequalities and Applications 2 Australian & New Zealand Journal of Statistics 2 Journal of Applied Statistics 2 Acta Mathematica Sinica. English Series 2 Statistical Methodology 2 Journal of the Korean Statistical Society 2 Journal of Probability and Statistics 2 Sankhyā. Series A 2 Journal of Statistical Distributions and Applications 1 Discrete Applied Mathematics 1 International Journal of Systems Science 1 Inverse Problems 1 Journal of Mathematical Biology 1 Letters in Mathematical Physics 1 Russian Mathematical Surveys 1 Advances in Mathematics 1 Applied Mathematics and Optimization 1 Journal of Functional Analysis 1 Mathematics and Computers in Simulation 1 Naval Research Logistics 1 Scandinavian Actuarial Journal 1 Statistica 1 Statistica Neerlandica 1 Combinatorica 1 Acta Mathematicae Applicatae Sinica. English Series 1 Sequential Analysis 1 Constructive Approximation 1 Mathematical and Computer Modelling 1 Applied Mathematical Modelling 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Applied Mathematics. Series B (English Edition) 1 Filomat 1 Top 1 ACM Transactions on Modeling and Computer Simulation ...and 28 more Serials
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### Cited in 25 Fields

 551 Probability theory and stochastic processes (60-XX) 402 Statistics (62-XX) 54 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 46 Numerical analysis (65-XX) 36 Operations research, mathematical programming (90-XX) 10 Computer science (68-XX) 5 Combinatorics (05-XX) 5 Dynamical systems and ergodic theory (37-XX) 4 Convex and discrete geometry (52-XX) 4 Geophysics (86-XX) 4 Biology and other natural sciences (92-XX) 3 Information and communication theory, circuits (94-XX) 2 Approximations and expansions (41-XX) 2 Integral equations (45-XX) 2 Quantum theory (81-XX) 2 Statistical mechanics, structure of matter (82-XX) 2 Systems theory; control (93-XX) 1 General and overarching topics; collections (00-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Real functions (26-XX) 1 Functions of a complex variable (30-XX) 1 Partial differential equations (35-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral transforms, operational calculus (44-XX) 1 Functional analysis (46-XX)