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Publikationsliste Herr Prof. Dr. Axel Bücher

Zur Veröffentlichung eingereicht:

  1. Zanger, L., Bücher, A., Kreienkamp, F., Lorenz, P. und Tradowsky, J. (2023+): Regional Pooling in Extreme Event Attribution Studies: an Approach Based on Multiple Statistical Testing.
  2. Bücher, A. und Pakzad, C. (2022+): Testing for independence in high dimensions based on empirical copulas.

In referierten Zeitschriften:

  1. Bücher, A. und Zanger, L. (2021+): On the Disjoint and Sliding Block Maxima method for piecewise stationary time series. Erscheint in: Annals of Statistics.
  2. Bücher, A., Dette, H. und Heinrichs, F. (2022+): A Portmanteau-type test for detecting serial correlation in locally stationary functional time series. Erscheint in: Statistical Inference for Stochastic Processes.
  3. Bücher, A. und Jennessen T. (2022+): Statistics for Heteroscedastic Time Series Extremes. Erscheint in: Bernoulli.
  4. Bücher, A., Genest, C., Lockhart, R., und Nešlehová, J. (2022): Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines. Erscheint in: Extremes.
  5. Lilienthal, J., Zanger, L., Bücher, A. und Fried, R. (2022): A note on statistical tests for homogeneities in multivariate extreme value models for block maxima. Environmetrics, e2746.
  6. Bücher, A. und Rosenstock, A. (2022+): Micro-level Prediction of Outstanding Claim Counts using Neural Networks. Erscheint in: European Actuarial Journal.
  7. Bücher, A. und Jennessen T. (2022): Statistical analysis for stationary time series at extreme levels: new estimators for the limiting cluster size distribution. Stochastic Processes and their Applications, Vol. 149, 75-106.
  8. Bücher, A., Dette, H. und Heinrichs, F. (2021): Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators. Annals of Statistics, Vol. 49, No. 6, 3583-3617.
  9. Bücher A. Jaser, M. und Min, A. (2021): Detecting departures from meta-ellipticity for multivariate stationary time series. Dependence Modeling, Vol. 9, No. 1, 121-140.
  10. Bücher, A. und Zhou, C. (2021): A horse race between the block maxima method and the peak-over-threshold approach. Statistical Science, Vol. 36, No. 3, 360-378.
  11. Bücher, A., Fried, R., Kinsvater, P. und Lilienthal, J. (2021): Penalized Quasi-Maximum-Likelihood Estimation for Extreme Value Models with Application to Flood Frequency Analysis. Extremes, Vol. 24, 325–348.
  12. Bücher, A., Volgushev, S. und Zou, N. (2021): Multiple block sizes and overlapping blocks for multivariate time series extremes. Annals of Statistics, Vol. 49, No. 1, 295-320.
  13. Bücher, A. und Jennessen T. (2020): Method of moments estimators for the extremal index of a stationary time series. Electronic Journal Of Statistics, Vol. 14, No. 2, 3103-3156.
  14. Bücher, A., Dette, H. und Heinrichs, F. (2020): Detecting deviations from second-order stationarity in locally stationary functional time series. Annals of the Institute of Statistical Mathematics, Vol. 72(4), 1055-1094.
  15. Bücher, A., Posch, P. N. und Schmidtke, P. (2020): Using the Extremal Index for Value-at-Risk Backtesting. Journal of Financial Econometrics, Vol. 18 (3), 556–584.
  16. Bücher, A., Volgushev, S. und Zou, N. (2019): On second order conditions in the multivariate block maxima and peak over threshold method. Journal of Multivariate Analysis, Vol. 173, 604-619.
  17. Bücher, A., Fermanian, J.-D. und Kojadinovic, I. (2019): Combining cumulative sum change-point detection tests for assessing the stationarity of univariate time series. Journal of Time Series Analysis 40, 124-150.
  18. Bücher, A. und Kojadinovic, I. (2019): A note on conditional versus joint unconditional weak convergence in bootstrap consistency results. Journal of Theoretical Probability, Vol. 32(3), 1145-1165.
  19. Berghaus, B. und Bücher, A. (2018): Weak Convergence of a Pseudo Maximum Likelihood Estimator for the Extremal Index. Annals of Statistics, Vol. 46(5), 2307-2335.
  20. Bücher, A. und Segers, J. (2018): On the maximum likelihood estimator for the Generalized Extreme-Value distribution. Extremes, Vol. 20(4), 839–872.
  21. Bücher, A. und Segers, J. (2018): Inference for heavy tailed stationary time series based on sliding blocks. Electronic Journal of Statistics, Vol. 12(1), 1098–1125.
  22. Bücher, A. und Segers, J. (2018): Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series. Bernoulli Vol. 24(2), 1427–1462.
  23. Bücher, A., Irresberger, F. und Weiß, G. (2017): Testing Asymmetry in Dependence with Copula-Coskewness. North American Actuarial Journal, Vol. 21, 267–280.
  24. Bücher, A., Kinsvater, P. und Kojadinovic, I. (2017): Detecting breaks in the dependence of multivariate extreme-value distributions. Extremes, Vol. 20(1), 53-89.
  25. Berghaus, B. und Bücher, A. (2017): Goodness-of-fit tests for multivariate copula-based time series models. Econometric Theory, Vol. 33(2), 292–330.
  26. Berghaus, B., Bücher, A. und Volgushev, S. (2017): Weak convergence of the empirical copula process with respect to weighted metrics. Bernoulli, Vol. 23(1), 743–772.
  27. Bücher, A., Hoffmann, M., Vetter, M. und Dette, H. (2017): Nonparametric tests for detecting breaks in the jump behaviour of a time-continuous process. Bernoulli, Vol. 23(2), 1335–1364.
  28. Bücher, A. und Kojadinovic, I. (2016): A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing. Bernoulli, Vol. 22(2), 927–968.
  29. Bücher, A., Jaschke, S. und Wied, D. (2015): Nonparametric tests for constant tail dependence with an application to energy and finance. Journal of Econometrics, Vol. 187(1), 154–168.
  30. Bücher, A. (2015): A note on weak convergence of the sequential multivariate empirical process under strong mixing. Journal of Theoretical Probability, Vol. 28(3), 1028–1037.
  31. Bücher, A. und Kojadinovic, I. (2015): Dependent multiplier bootstraps for nondegenerate U-statistics under mixing conditions with applications. Journal of Statistical Planning and Inference, Vol. 170, 83–105.
  32. Bücher, A., Segers, J. und Volgushev, S. (2014): When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs.
    Annals of Statistics, Vol. 42, 1598–1634.
  33. Bücher, A. und Segers, J. (2014): Extreme value copula estimation based on block maxima of a multivariate stationary time series. Extremes, Vol. 13, 495–528.
  34. Bücher, A. (2014): A note on nonparametric estimation of bivariate tail dependence. Statistics & Risk Modeling, Vol. 31, 151–162.
  35. Bücher, A., Kojadinovic, I., Rohmer, T. und Segers, J. (2014): Detecting changes in cross-sectional dependence in multivariate time series. Journal of Multivariate Analysis, Vol. 132, 111–128.
  36. Berghaus, B. und Bücher, A. (2014): Nonparametric tests for tail monotonicity. Journal of Econometrics, Vol. 180(2), 117–126.
  37. Bücher, A. und Vetter, M. (2013): Nonparametric Inference on Lévy measures and copulas. Annals of Statistics, Vol. 41, 1485–1515.
  38. Bücher, A. und Dette, H. (2013): Multiplier bootstrap of tail copulas – with applications. Bernoulli, Vol. 5(A), 1655–1687.
  39. Bücher, A. und Ruppert, M. (2013): Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique. Journal of Multivariate Analysis, Vol. 116, 208–229.
  40. Bücher, A. und Volgushev, S. (2013): Empirical and sequential empirical copula processes under serial dependence. Journal of Multivariate Analysis, Vol. 119, 61–70.
  41. Berghaus, B., Bücher, A. und Dette H. (2013): Minimum distance estimators of the Pickands dependence function and related tests of multivariate extreme-value dependence. Journal de la Societé Francaise de Statistique, Vol. 154, 116– 137.
  42. Bücher, A., Dette, H. und Volgushev, S. (2012): A test for Archimedeanity in bivariate copula models. Journal of Multivariate Analysis, Vol. 110, 121–132.
  43. Bücher, A., Dette, H. und Volgushev, S. (2011): New estimators of the Pickands dependence function and a test for extreme-value dependence. Annals of Statistics, Vol. 39, No. 4, 1963–2006.
  44. Bücher, A., Dette, H. und Wieczorek, G. (2011): Testing model assumptions in functional regression models. Journal of Multivariate Analysis, Vol. 102, 1472– 1488.
  45. Bücher, A. und Dette, H. (2010): A note on bootstrap approximations for the empirical copula process. Statistics and Probability Letters, Vol. 80, 1925–1932.
  46. Bücher, A. und Dette, H. (2010): Some comments on goodness-of-fit tests for the parametric form of the copula based on L2-distances. Journal of Multivariate Analysis, Vol. 101, 749–763.

Referierte Buchkapitel:

  1. Bücher, A., El Ghouch, A. und Van Keilegom, I. (2021): Single-index quantile regression models for censored data. In: Daouia A., Ruiz-Gazen A. (eds) Advances in Contemporary Statistics and Econometrics. Springer, Cham, 177–196.
  2. Bücher, A. und Kojadinovic, I. (2015): An overview of nonparametric tests of extremevalue dependence. In: Dey, D. and Yan, J: Extreme Value Modeling and Risk Analysis: Methods and Applications. Crc Press Inc, 2015, 377–398.