Edit Profile Hüsler, Jürg Compute Distance To: Compute Author ID: husler.jurg Published as: Huesler, Juerg; Hüsler, J.; Hüsler, Juerg; Hüsler, Jürg Homepage: http://www.imsv.unibe.ch/content/staff/personalhomepages/huesler/index_ger.html External Links: MGP · Wikidata Documents Indexed: 131 Publications since 1977, including 5 Books 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 G. 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 Schmidt, Michael J. 1 Seleznjev, Oleg 1 Singh, Kesar 1 Temido, Maria da Graça all top 5 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 all top 5 Fields 105 Probability theory and stochastic processes (60-XX) 52 Statistics (62-XX) 7 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Operations research, mathematical programming (90-XX) 3 General and overarching topics; collections (00-XX) 3 Numerical analysis (65-XX) 2 Convex and discrete geometry (52-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH 105 Publications have been cited 1,075 times in 723 Documents Cited by ▼ Year ▼ Maxima of normal random vectors: Between independence and complete dependence. Zbl 0679.62038Hüsler, Jürg; Reiss, Rolf-Dieter 99 1989 On the exceedance point process for a stationary sequence. Zbl 0619.60054Hsing, T.; Hüsler, J.; Leadbetter, M. R. 89 1988 Laws of small numbers: extremes and rare events. 2nd revised and extended edition. Zbl 1083.60003Falk, Michael; Hüsler, Jürg; Reiss, Rolf-Dieter 71 2004 Laws of small numbers: Extremes and rare events. Disk. incl. Zbl 0817.60057Falk, Michael; Hüsler, Jürg; Reiss, Rolf-Dieter 67 1994 Extremes of a certain class of Gaussian processes. Zbl 0997.60057Hüsler, J.; Piterbarg, V. 66 1999 Laws of small numbers: extremes and rare events. 3rd revised and extended ed. Zbl 1213.62082Falk, Michael; Hüsler, Jürg; Reiss, Rolf-Dieter 37 2011 Extreme values and high boundary crossings of locally stationary Gaussian processes. Zbl 0726.60026Hüsler, J. 27 1990 On the ruin probability for physical fractional Brownian motion. Zbl 1070.60036Hüsler, J.; Piterbarg, V. 25 2004 Limit theorem for maximum of the storage process with fractional Brownian motion as input. Zbl 1075.60119Hüsler, Jürg; Piterbarg, Vladimir 24 2004 On convergence of the uniform norms for Gaussian processes and linear approximation problems. Zbl 1038.60040Hüsler, J.; Piterbarg, V.; Seleznjev, O. 24 2003 A limit theorem for the time of ruin in a Gaussian ruin problem. Zbl 1151.60313Hüsler, Jürg; Piterbarg, Vladimir 22 2008 Extreme shock models. Zbl 0962.60016Gut, Allan; Hüsler, Jürg 18 1999 On multivariate Gaussian tails. Zbl 1050.62068Hashorva, Enkelejd; Hüsler, Jürg 17 2003 Testing extreme value conditions. Zbl 1035.60050Dietrich, Daniel; de Haan, Laurens; Hüsler, Jürg 17 2002 Maxima of Poisson-like variables and related triangular arrays. Zbl 0897.60052Anderson, Clive W.; Coles, Stuart G.; Hüsler, Jürg 17 1997 Realistic variation of shock models. Zbl 1154.60325Gut, Allan; Hüsler, Jürg 15 2005 Estimation of tails and related quantities using the number of near-extremes. Zbl 1071.60037Hashorva, Enkelejd; Hüsler, Jürg 15 2005 Exact asymptotics for boundary crossings of the Brownian bridge with trend with application to the Kolmogorov test. Zbl 1049.62048Bischoff, Wolfgang; Hashorva, Enkelejd; Hüsler, Jürg; Miller, Frank 14 2003 On asymptotics of multivariate integrals with applications to records. Zbl 0999.60043Hashorva, Enkelejd; Hüsler, Jürg 14 2002 Extreme values of non-stationary random sequences. Zbl 0614.60021Hüsler, Jürg 14 1986 Asymptotics of a boundary crossing probability of a Brownian bridge with general trend. Zbl 1048.60025Bischoff, Wolfgang; Miller, Frank; Hashorva, Enkelejd; Hüsler, Jürg 13 2003 Asymptotic approximation of crossing probabilities of random sequences. Zbl 0494.60042Hüsler, Jürg 13 1983 On testing extreme value conditions. Zbl 1164.62352Hüsler, Jürg; Li, Deyuan 12 2006 Dependence between extreme values of discrete and continuous time locally stationary Gaussian processes. Zbl 1088.60014Hüsler, J. 12 2004 Testing asymptotic independence in bivariate extremes. Zbl 1156.62332Hüsler, Jürg; Li, Deyuan 11 2009 On the number of near-maxima. Zbl 0971.60050Hashorva, Enkelejd; Hüsler, Jürg 11 2000 Extreme values in FGM random sequences. Zbl 0921.60041Hashorva, E.; Hüsler, J. 11 1999 The extremes of a triangular array of normal random variables. Zbl 0855.60019Hsing, Tailen; Hüsler, Jürg; Reiss, Rolf-Dieter 10 1996 Extremes of Gaussian processes with maximal variance near the boundary points. Zbl 0969.60058Hashorva, Enkelejd; Hüsler, Jürg 9 2000 Extremes of Gaussian processes, on results of Piterbarg and Seleznjev. Zbl 0944.60044Hüsler, J. 9 1999 A note on extreme values of locally stationary Gaussian processes. Zbl 0830.60045Hüsler, J. 9 1995 Multivariate extreme values in stationary random sequences. Zbl 0703.62027Hüsler, Jürg 9 1990 On first and last ruin times of Gaussian processes. Zbl 1145.60021Hüsler, Jürg; Zhang, Yueming 8 2008 Analysis of a change-point regression problem in quality control by partial sums processes and Kolmogorov type tests. Zbl 1079.62047Bischoff, Wolfgang; Hashorva, Enkelejd; Hüsler, Jürg; Miller, Frank 8 2005 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 1103.60040Bischoff, Wolfgang; Hashorva, Enkelejd; Hüsler, Jürg; Miller, Frank 8 2004 Extremes of Gaussian processes with random variance. Zbl 1231.60030Hüsler, Juerg; Piterbarg, Vladimir; Zhang, Yueming 7 2011 Extreme shock models: an alternative perspective. Zbl 1206.62092Cirillo, Pasquale; Hüsler, Jürg 7 2011 Multiple maxima in multivariate samples. Zbl 1079.60515Hashorva, Enkelejd; Hüsler, Jürg 7 2005 A formula for the tail probability of a multivariate normal distribution and its applications. Zbl 1006.62047Hüsler, Jürg; Liu, Regina Y.; Singh, Kesar 7 2002 Minimum distance estimators. Zbl 0803.62016Hettmansperger, T. P.; Hueter, I.; Hüsler, J. 7 1994 Extremes of Gaussian processes with a smooth random variance. Zbl 1228.60059Hüsler, Jürg; Piterbarg, Vladimir; Rumyantseva, Ekaterina 6 2011 Estimation for the generalized Pareto distribution using maximum likelihood and goodness of fit. Zbl 1218.62011Hüsler, Jürg; Li, Deyuan; Raschke, Mathias 6 2011 On clusters of high extremes of Gaussian stationary processes with \(\epsilon \)-separation. Zbl 1226.60082Hüsler, Juerg; Ladneva, Anna; Piterbarg, Vladimir 6 2010 Near-extremes and related point processes. Zbl 1216.60022Balakrishnan, N.; Hashorva, Enkelejd; Hüsler, J. 6 2009 Extremes of stationary sequences with failures. Zbl 1138.62026Hall, Andreia; Hüsler, Jürg 6 2006 On the number of points near the multivariate maxima. Zbl 1029.60041Hashorva, Enkelejd; Hüsler, Jürg 6 2001 Extremes of Gaussian process and the constant \(H_\alpha\). Zbl 0944.60040Hüsler, Jürg 6 1999 The first zero of an empirical characteristic function. Zbl 0711.60014Heathcote, C. R.; Hüsler, J. 6 1990 Multivariate nonparametric tests in a randomized complete block design. Zbl 1014.62068Möttönen, J.; Hüsler, J.; Oja, H. 5 2003 A note on maxima of bivariate random vectors. Zbl 0879.60056Hooghiemstra, G.; Hüsler, J. 5 1996 Extremes and clustering of nonstationary max-AR(1) sequences. Zbl 0821.60057Alpuim, M. T.; Catkan, N. A.; Hüsler, J. 5 1995 A note of exceedances and rare events of non-stationary sequences. Zbl 0787.60058Hüsler, J. 5 1993 Limit results for maxima in non-stationary multivariate Gaussian sequences. Zbl 0648.60026Hüsler, Jürg; Schüpbach, Michel 5 1988 On limit distributions of first crossing points of Gaussian sequences. Zbl 0369.60028Hüsler, J. 5 1977 On shape of high massive excursions of trajectories of Gaussian homogeneous fields. Zbl 1387.60065Hüsler, Jürg; Piterbarg, Vladimir I. 4 2017 On the shape of trajectories of Gaussian processes having large massive excursions. Zbl 1312.60038Kremena, E. V.; Piterbarg, V. I.; Hüsler, J. 4 2014 Limit laws for maxima of a stationary random sequence with random sample size. Zbl 1266.60094Freitas, A.; Hüsler, J.; da Graça Temido, Maria 4 2012 A nonparametric urn-based approach to interacting failing systems with an application to credit risk modeling. Zbl 1205.91164Cirillo, Pasquale; Hüsler, Jürg; Muliere, Pietro 4 2010 An urn approach to generalized extreme shock models. Zbl 1161.62069Cirillo, Pasquale; Hüsler, Jürg 4 2009 Review of testing issues in extremes: in honor of Professor Laurens de Haan. Zbl 1164.62016Hüsler, Jürg; Peng, Ljang 4 2008 The number and sum of near \(m\)-extremes. Zbl 1134.60324Hashorva, Enkelejd; Hüsler, Jürg 4 2008 Extreme values of portfolio of Gaussian processes and a trend. Zbl 1118.60027Hüsler, Jürg; Schmid, Christoph M. 4 2005 Maxima of bivariate random vectors: Between independence and complete dependence. Zbl 0811.60038Hüsler, J. 4 1994 Random coverage of the circle and asymptotic distributions. Zbl 0495.60018Hüsler, J. 4 1982 On the shape of trajectories of Gaussian processes having large massive excursions. II. Zbl 1370.60065Hüsler, J.; Kremena, E. V.; Piterbarg, V. I. 3 2016 An asymptotic result for non crossing probabilities of Brownian motion with trend. Zbl 1137.60023Bischoff, Wolfgang; Hashorva, Enkelejd; Hüsler, Jürg 3 2007 Tail approximations to the density function in EVT. Zbl 1164.62353Hüsler, Jürg; Li, Deyuan 3 2006 Weighted least squares estimation of the extreme value index. Zbl 1137.62334Hüsler, Jürg; Li, Deyuan; Müller, Samuel 3 2006 Iterative estimation of the extreme value index. Zbl 1078.62054Müller, Samuel; Hüsler, Jürg 3 2005 The neighbourhood of bivariate maxima. Zbl 1123.60033Hashorva, Enkelejd; Hüsler, Jürg 3 2002 Remarks on compound Poisson approximation of Gaussian random sequences. Zbl 1001.60032Hashorva, Enkelejd; Hüsler, Jürg 3 2002 A note on the point processes of rare events. Zbl 0870.60044Hüsler, J.; Schmidt, M. 3 1996 On the first zero of an empirical characteristic function. Zbl 0744.60017Bräker, H. U.; Hüsler, J. 3 1991 Limit properties for multivariate extreme values in sequences of independent, non-identically distributed random vectors. Zbl 0676.62019Hüsler, J. 3 1989 On the asymptotic behaviour of selector statistics. Zbl 0696.62217Hüsler, Jürg 3 1988 On the random coverage of the circle. Zbl 0551.60014Holst, L.; Hüsler, J. 3 1984 Almost sure limiting behaviour of first crossing points of Gaussian sequences. Zbl 0399.60031Hüsler, Jürg 3 1979 On the convex hull of dependent random vectors. Zbl 0861.60016Hüsler, Jürg 2 1996 Rate of Poisson approximation of the number of exceedances of nonstationary normal sequences. Zbl 0819.60051Hüsler, J.; Kratz, M. 2 1995 On estimating the rate of return. Zbl 0736.90005Heathcote, C. R.; Hüsler, J. 2 1991 First zeros of empirical characteristic functions and extreme values of Gaussian processes. Zbl 0732.60064Hüsler, Jürg 2 1989 Limit distributions of multivariate extreme values in nonstationary sequences of random vectors. Zbl 0697.62016Hüsler, J. 2 1989 A note on the independence and total dependence of max i.d. distributions. Zbl 0668.60022Hüsler, J. 2 1989 Minimal spacings of non-uniform densities. Zbl 0633.60019Hüsler, Jürg 2 1987 On simple block estimators for the parameters of the extreme-value distribution. Zbl 0601.62055Hüsler, Jürg; Schüpbach, Michel 2 1986 The limiting behaviour of the last exit time for sequences of independent, identically distributed random variables. Zbl 0402.60022Hüsler, Jürg 2 1979 Convergence rates in the law of large numbers for random variables on partially ordered sets. Zbl 0341.60015Hüsler, J. 2 1978 Alarm systems and catastrophes from a diverse point of view. Zbl 1321.60186Cirillo, Pasquale; Hüsler, Jürg; Muliere, Pietro 1 2013 Generalized extreme shock models with a possibly increasing threshold. Zbl 1233.90128Cirillo, Pasquale; Hüsler, Jürg 1 2011 On applications of extreme value theory in optimization. Zbl 1208.90124Hüsler, Jürg 1 2010 Condition for convergence of maxima of random triangular arrays. Zbl 1088.60049Freitas, Adelaide Valente; Hüsler, Jürg 1 2003 Minimum distance and nonparametric dispersion functions. Zbl 1069.62517Öztürk, Ömer; Hettmansperger, Thomas P.; Hüsler, Jürg 1 1999 Range of bivariate normal random vectors. Zbl 0886.60042Hüsler, Jürg 1 1997 Minimum distance estimators in extreme value distributions. Zbl 0875.62104Dietrich, D.; Hüsler, J. 1 1996 On the convergence of the number of exceedances of nonstationary normal sequences. Zbl 0881.60049Hüsler, J.; Kratz, M. 1 1994 On the convex hull of n random points on a circle. Zbl 0724.60013Carnal, H.; Hüsler, J. 1 1991 Extreme value theory. Proceedings of a conference held in Oberwolfach, FRG, Dec. 6-12, 1987. Zbl 0667.00025Hüsler, Jürg (ed.); Reiss, Rolf-Dieter (ed.) 1 1989 Nonparametric location tests based on the empirical distribution. Zbl 0693.62042Huesler, Juerg; Riedwyl, Hans 1 1988 Test based on independent, but non-identically distributed random variables. Zbl 0619.62040Hüsler, Jürg 1 1987 Extreme values and rare events of non-stationary random sequences. Zbl 0604.60020Hüsler, Jürg 1 1986 On shape of high massive excursions of trajectories of Gaussian homogeneous fields. Zbl 1387.60065Hüsler, Jürg; Piterbarg, Vladimir I. 4 2017 On the shape of trajectories of Gaussian processes having large massive excursions. II. Zbl 1370.60065Hüsler, J.; Kremena, E. V.; Piterbarg, V. I. 3 2016 On the shape of trajectories of Gaussian processes having large massive excursions. Zbl 1312.60038Kremena, E. V.; Piterbarg, V. I.; Hüsler, J. 4 2014 Alarm systems and catastrophes from a diverse point of view. Zbl 1321.60186Cirillo, Pasquale; Hüsler, Jürg; Muliere, Pietro 1 2013 Limit laws for maxima of a stationary random sequence with random sample size. Zbl 1266.60094Freitas, A.; Hüsler, J.; da Graça Temido, Maria 4 2012 Laws of small numbers: extremes and rare events. 3rd revised and extended ed. Zbl 1213.62082Falk, Michael; Hüsler, Jürg; Reiss, Rolf-Dieter 37 2011 Extremes of Gaussian processes with random variance. Zbl 1231.60030Hüsler, Juerg; Piterbarg, Vladimir; Zhang, Yueming 7 2011 Extreme shock models: an alternative perspective. Zbl 1206.62092Cirillo, Pasquale; Hüsler, Jürg 7 2011 Extremes of Gaussian processes with a smooth random variance. Zbl 1228.60059Hüsler, Jürg; Piterbarg, Vladimir; Rumyantseva, Ekaterina 6 2011 Estimation for the generalized Pareto distribution using maximum likelihood and goodness of fit. Zbl 1218.62011Hüsler, Jürg; Li, Deyuan; Raschke, Mathias 6 2011 Generalized extreme shock models with a possibly increasing threshold. Zbl 1233.90128Cirillo, Pasquale; Hüsler, Jürg 1 2011 On clusters of high extremes of Gaussian stationary processes with \(\epsilon \)-separation. Zbl 1226.60082Hüsler, Juerg; Ladneva, Anna; Piterbarg, Vladimir 6 2010 A nonparametric urn-based approach to interacting failing systems with an application to credit risk modeling. Zbl 1205.91164Cirillo, Pasquale; Hüsler, Jürg; Muliere, Pietro 4 2010 On applications of extreme value theory in optimization. Zbl 1208.90124Hüsler, Jürg 1 2010 Testing asymptotic independence in bivariate extremes. Zbl 1156.62332Hüsler, Jürg; Li, Deyuan 11 2009 Near-extremes and related point processes. Zbl 1216.60022Balakrishnan, N.; Hashorva, Enkelejd; Hüsler, J. 6 2009 An urn approach to generalized extreme shock models. Zbl 1161.62069Cirillo, Pasquale; Hüsler, Jürg 4 2009 A limit theorem for the time of ruin in a Gaussian ruin problem. Zbl 1151.60313Hüsler, Jürg; Piterbarg, Vladimir 22 2008 On first and last ruin times of Gaussian processes. Zbl 1145.60021Hüsler, Jürg; Zhang, Yueming 8 2008 Review of testing issues in extremes: in honor of Professor Laurens de Haan. Zbl 1164.62016Hüsler, Jürg; Peng, Ljang 4 2008 The number and sum of near \(m\)-extremes. Zbl 1134.60324Hashorva, Enkelejd; Hüsler, Jürg 4 2008 An asymptotic result for non crossing probabilities of Brownian motion with trend. Zbl 1137.60023Bischoff, Wolfgang; Hashorva, Enkelejd; Hüsler, Jürg 3 2007 On testing extreme value conditions. Zbl 1164.62352Hüsler, Jürg; Li, Deyuan 12 2006 Extremes of stationary sequences with failures. Zbl 1138.62026Hall, Andreia; Hüsler, Jürg 6 2006 Tail approximations to the density function in EVT. Zbl 1164.62353Hüsler, Jürg; Li, Deyuan 3 2006 Weighted least squares estimation of the extreme value index. Zbl 1137.62334Hüsler, Jürg; Li, Deyuan; Müller, Samuel 3 2006 Realistic variation of shock models. Zbl 1154.60325Gut, Allan; Hüsler, Jürg 15 2005 Estimation of tails and related quantities using the number of near-extremes. Zbl 1071.60037Hashorva, Enkelejd; Hüsler, Jürg 15 2005 Analysis of a change-point regression problem in quality control by partial sums processes and Kolmogorov type tests. Zbl 1079.62047Bischoff, Wolfgang; Hashorva, Enkelejd; Hüsler, Jürg; Miller, Frank 8 2005 Multiple maxima in multivariate samples. Zbl 1079.60515Hashorva, Enkelejd; Hüsler, Jürg 7 2005 Extreme values of portfolio of Gaussian processes and a trend. Zbl 1118.60027Hüsler, Jürg; Schmid, Christoph M. 4 2005 Iterative estimation of the extreme value index. Zbl 1078.62054Müller, Samuel; Hüsler, Jürg 3 2005 Laws of small numbers: extremes and rare events. 2nd revised and extended edition. Zbl 1083.60003Falk, Michael; Hüsler, Jürg; Reiss, Rolf-Dieter 71 2004 On the ruin probability for physical fractional Brownian motion. Zbl 1070.60036Hüsler, J.; Piterbarg, V. 25 2004 Limit theorem for maximum of the storage process with fractional Brownian motion as input. Zbl 1075.60119Hüsler, Jürg; Piterbarg, Vladimir 24 2004 Dependence between extreme values of discrete and continuous time locally stationary Gaussian processes. Zbl 1088.60014Hüsler, J. 12 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 1103.60040Bischoff, Wolfgang; Hashorva, Enkelejd; Hüsler, Jürg; Miller, Frank 8 2004 On convergence of the uniform norms for Gaussian processes and linear approximation problems. Zbl 1038.60040Hüsler, J.; Piterbarg, V.; Seleznjev, O. 24 2003 On multivariate Gaussian tails. Zbl 1050.62068Hashorva, Enkelejd; Hüsler, Jürg 17 2003 Exact asymptotics for boundary crossings of the Brownian bridge with trend with application to the Kolmogorov test. Zbl 1049.62048Bischoff, Wolfgang; Hashorva, Enkelejd; Hüsler, Jürg; Miller, Frank 14 2003 Asymptotics of a boundary crossing probability of a Brownian bridge with general trend. Zbl 1048.60025Bischoff, Wolfgang; Miller, Frank; Hashorva, Enkelejd; Hüsler, Jürg 13 2003 Multivariate nonparametric tests in a randomized complete block design. Zbl 1014.62068Möttönen, J.; Hüsler, J.; Oja, H. 5 2003 Condition for convergence of maxima of random triangular arrays. Zbl 1088.60049Freitas, Adelaide Valente; Hüsler, Jürg 1 2003 Testing extreme value conditions. Zbl 1035.60050Dietrich, Daniel; de Haan, Laurens; Hüsler, Jürg 17 2002 On asymptotics of multivariate integrals with applications to records. Zbl 0999.60043Hashorva, Enkelejd; Hüsler, Jürg 14 2002 A formula for the tail probability of a multivariate normal distribution and its applications. Zbl 1006.62047Hüsler, Jürg; Liu, Regina Y.; Singh, Kesar 7 2002 The neighbourhood of bivariate maxima. Zbl 1123.60033Hashorva, Enkelejd; Hüsler, Jürg 3 2002 Remarks on compound Poisson approximation of Gaussian random sequences. Zbl 1001.60032Hashorva, Enkelejd; Hüsler, Jürg 3 2002 On the number of points near the multivariate maxima. Zbl 1029.60041Hashorva, Enkelejd; Hüsler, Jürg 6 2001 On the number of near-maxima. Zbl 0971.60050Hashorva, Enkelejd; Hüsler, Jürg 11 2000 Extremes of Gaussian processes with maximal variance near the boundary points. Zbl 0969.60058Hashorva, Enkelejd; Hüsler, Jürg 9 2000 Extremes of a certain class of Gaussian processes. Zbl 0997.60057Hüsler, J.; Piterbarg, V. 66 1999 Extreme shock models. Zbl 0962.60016Gut, Allan; Hüsler, Jürg 18 1999 Extreme values in FGM random sequences. Zbl 0921.60041Hashorva, E.; Hüsler, J. 11 1999 Extremes of Gaussian processes, on results of Piterbarg and Seleznjev. Zbl 0944.60044Hüsler, J. 9 1999 Extremes of Gaussian process and the constant \(H_\alpha\). Zbl 0944.60040Hüsler, Jürg 6 1999 Minimum distance and nonparametric dispersion functions. Zbl 1069.62517Öztürk, Ömer; Hettmansperger, Thomas P.; Hüsler, Jürg 1 1999 Maxima of Poisson-like variables and related triangular arrays. Zbl 0897.60052Anderson, Clive W.; Coles, Stuart G.; Hüsler, Jürg 17 1997 Range of bivariate normal random vectors. Zbl 0886.60042Hüsler, Jürg 1 1997 The extremes of a triangular array of normal random variables. Zbl 0855.60019Hsing, Tailen; Hüsler, Jürg; Reiss, Rolf-Dieter 10 1996 A note on maxima of bivariate random vectors. Zbl 0879.60056Hooghiemstra, G.; Hüsler, J. 5 1996 A note on the point processes of rare events. Zbl 0870.60044Hüsler, J.; Schmidt, M. 3 1996 On the convex hull of dependent random vectors. Zbl 0861.60016Hüsler, Jürg 2 1996 Minimum distance estimators in extreme value distributions. Zbl 0875.62104Dietrich, D.; Hüsler, J. 1 1996 A note on extreme values of locally stationary Gaussian processes. Zbl 0830.60045Hüsler, J. 9 1995 Extremes and clustering of nonstationary max-AR(1) sequences. Zbl 0821.60057Alpuim, M. T.; Catkan, N. A.; Hüsler, J. 5 1995 Rate of Poisson approximation of the number of exceedances of nonstationary normal sequences. Zbl 0819.60051Hüsler, J.; Kratz, M. 2 1995 Laws of small numbers: Extremes and rare events. Disk. incl. Zbl 0817.60057Falk, Michael; Hüsler, Jürg; Reiss, Rolf-Dieter 67 1994 Minimum distance estimators. Zbl 0803.62016Hettmansperger, T. P.; Hueter, I.; Hüsler, J. 7 1994 Maxima of bivariate random vectors: Between independence and complete dependence. Zbl 0811.60038Hüsler, J. 4 1994 On the convergence of the number of exceedances of nonstationary normal sequences. Zbl 0881.60049Hüsler, J.; Kratz, M. 1 1994 A note of exceedances and rare events of non-stationary sequences. Zbl 0787.60058Hüsler, J. 5 1993 On the first zero of an empirical characteristic function. Zbl 0744.60017Bräker, H. U.; Hüsler, J. 3 1991 On estimating the rate of return. Zbl 0736.90005Heathcote, C. R.; Hüsler, J. 2 1991 On the convex hull of n random points on a circle. Zbl 0724.60013Carnal, H.; Hüsler, J. 1 1991 Extreme values and high boundary crossings of locally stationary Gaussian processes. Zbl 0726.60026Hüsler, J. 27 1990 Multivariate extreme values in stationary random sequences. Zbl 0703.62027Hüsler, Jürg 9 1990 The first zero of an empirical characteristic function. Zbl 0711.60014Heathcote, C. R.; Hüsler, J. 6 1990 Maxima of normal random vectors: Between independence and complete dependence. Zbl 0679.62038Hüsler, Jürg; Reiss, Rolf-Dieter 99 1989 Limit properties for multivariate extreme values in sequences of independent, non-identically distributed random vectors. Zbl 0676.62019Hüsler, J. 3 1989 First zeros of empirical characteristic functions and extreme values of Gaussian processes. Zbl 0732.60064Hüsler, Jürg 2 1989 Limit distributions of multivariate extreme values in nonstationary sequences of random vectors. Zbl 0697.62016Hüsler, J. 2 1989 A note on the independence and total dependence of max i.d. distributions. Zbl 0668.60022Hüsler, J. 2 1989 Extreme value theory. Proceedings of a conference held in Oberwolfach, FRG, Dec. 6-12, 1987. Zbl 0667.00025Hüsler, Jürg (ed.); Reiss, Rolf-Dieter (ed.) 1 1989 On the exceedance point process for a stationary sequence. Zbl 0619.60054Hsing, T.; Hüsler, J.; Leadbetter, M. R. 89 1988 Limit results for maxima in non-stationary multivariate Gaussian sequences. Zbl 0648.60026Hüsler, Jürg; Schüpbach, Michel 5 1988 On the asymptotic behaviour of selector statistics. Zbl 0696.62217Hüsler, Jürg 3 1988 Nonparametric location tests based on the empirical distribution. Zbl 0693.62042Huesler, Juerg; Riedwyl, Hans 1 1988 Minimal spacings of non-uniform densities. Zbl 0633.60019Hüsler, Jürg 2 1987 Test based on independent, but non-identically distributed random variables. Zbl 0619.62040Hüsler, Jürg 1 1987 Extreme values of non-stationary random sequences. Zbl 0614.60021Hüsler, Jürg 14 1986 On simple block estimators for the parameters of the extreme-value distribution. Zbl 0601.62055Hüsler, Jürg; Schüpbach, Michel 2 1986 Extreme values and rare events of non-stationary random sequences. Zbl 0604.60020Hüsler, Jürg 1 1986 On point processes on the circle. Zbl 0598.60049Hüsler, Jürg 1 1986 The growth rate of partial maxima on subsequences. Zbl 0569.60031Hüsler, Jürg 1 1985 Sequential urn schemes and birth processes. Zbl 0567.60010Holst, Lars; Hüsler, Jürg 1 1985 On the random coverage of the circle. Zbl 0551.60014Holst, L.; Hüsler, J. 3 1984 Asymptotic approximation of crossing probabilities of random sequences. Zbl 0494.60042Hüsler, Jürg 13 1983 Random coverage of the circle and asymptotic distributions. Zbl 0495.60018Hüsler, J. 4 1982 A note on the functional law of iterated logarithm for maxima of Gaussian sequences. Zbl 0456.60038Hüsler, Jürg 1 1981 ...and 5 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 693 Authors 93 Hashorva, Enkelejd 59 Hüsler, Jürg 33 Dębicki, Krzysztof 29 Falk, Michael 27 Tan, Zhongquan 18 Peng, Zuoxiang 17 Ji, Lanpeng 16 Ferreira, Helena 14 Piterbarg, Vladimir Il’ich 13 Liu, Peng 13 Pereira, Luísa 13 Reiss, Rolf-Dieter 10 Kabluchko, Zakhar A. 10 Li, Deyuan 10 Nadarajah, Saralees 10 Padoan, Simone A. 9 Hsing, Tailen 9 Robert, Christian Yann 9 Seleznjev, Oleg 8 Bai, Long 8 Cirillo, Pasquale 8 Engelke, Sebastian 8 Ling, Chengxiu 8 Segers, Johan 8 Tawn, Jonathan A. 8 Weng, Zhichao 7 Cha, Ji Hwan 7 Davis, Richard A. 7 Dembińska, Anna 7 Dombry, Clément 7 Girard, Stéphane 7 Liao, Xin 7 Samorodnitsky, Gennady Pinkhosovich 6 Aulbach, Stefan 6 Davison, Anthony C. 6 de Haan, Laurens 6 Finkelstein, Maxim 6 Frick, Melanie 6 Huser, Raphaël 6 Mandjes, Michel Robertus Hendrikus 6 Martins, Ana Paula 5 Bischoff, Wolfgang 5 Bücher, Axel 5 Genton, Marc G. 5 Leal de Carvalho Gomes, Maria Ivette 5 Hofmann, Martin 5 Joe, Harry 5 Michel, René 5 Molchanov, Ilya S. 5 Novak, Serguei Yu. 5 Schlather, Martin 5 Zott, Maximilian 4 Bouzebda, Salim 4 Canto e Castro, Luisa 4 Drees, Holger 4 Freitas, Ana Cristina Moreira 4 Freitas, Jorge Milhazes 4 Gardes, Laurent 4 Glynn, Peter W. 4 Kosiński, Kamil Marcin 4 Leadbetter, Malcolm Ross 4 Marohn, Frank 4 Michna, Zbigniew 4 Mikosch, Thomas 4 Pakes, Anthony G. 4 Resnick, Sidney Ira 4 Strokorb, Kirstin 4 Temido, Maria da Graça 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 Eryılmaz, Serkan N. 3 Falk, Michael L. 3 Ferreira, Marta 3 Genest, Christian 3 Guillou, Armelle 3 Hall, Andreia O. 3 Hall, Peter Gavin 3 Keziou, Amor 3 Klüppelberg, Claudia 3 Krupskii, Pavel 3 Liu, Jingchen 3 Louhichi, Sana 3 Mainik, Georg 3 Mladenović, Pavle N. 3 Montoro-Cazorla, Delia 3 Muliere, Pietro 3 Naveau, Philippe 3 Neuenkirch, Andreas 3 Oja, Hannu 3 Papastathopoulos, Ioannis 3 Peng, Liang 3 Pérez-Ocón, Rafael 3 Popivoda, Goran 3 Raschke, Mathias ...and 593 more Authors all top 5 Cited in 122 Serials 92 Extremes 82 Statistics & Probability Letters 51 Journal of Multivariate Analysis 50 Stochastic Processes and their Applications 35 Journal of Statistical Planning and Inference 23 Communications in Statistics. 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Series B (English Edition) 1 Top 1 ACM Transactions on Modeling and Computer Simulation 1 Mathematical Problems in Engineering 1 Finance and Stochastics 1 Journal of Inequalities and Applications 1 Far East Journal of Theoretical Statistics 1 International Journal of Communication Systems ...and 22 more Serials all top 5 Cited in 24 Fields 525 Probability theory and stochastic processes (60-XX) 381 Statistics (62-XX) 55 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 44 Numerical analysis (65-XX) 35 Operations research, mathematical programming (90-XX) 10 Computer science (68-XX) 4 Dynamical systems and ergodic theory (37-XX) 4 Convex and discrete geometry (52-XX) 3 Geophysics (86-XX) 3 Biology and other natural sciences (92-XX) 3 Information and communication theory, circuits (94-XX) 2 Combinatorics (05-XX) 2 Approximations and expansions (41-XX) 2 Integral equations (45-XX) 2 Statistical mechanics, structure of matter (82-XX) 2 Systems theory; control (93-XX) 1 General and overarching topics; collections (00-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) 1 Quantum theory (81-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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