61 citations · 259 across the 17 of their papers we have counts for
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math.ST2013
Extreme value copula estimation based on block maxima of a multivariate stationary time series
Axel Bücher, Johan Segers
The core of the classical block maxima method consists of fitting an extreme value distribution to a sample of maxima over blocks extracted from an underlying series. In asymptotic…
math.ST2013★ 57 cited
A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing
Axel Bücher, Ivan Kojadinovic
Two key ingredients to carry out inference on the copula of multivariate observations are the empirical copula process and an appropriate resampling scheme for the latter. Among th…
math.ST2013★ 28 cited
When uniform weak convergence fails: Empirical processes for dependence functions and residuals via epi- and hypographs
Axel Bücher, Johan Segers, Stanislav Volgushev
In the past decades, weak convergence theory for stochastic processes has become a standard tool for analyzing the asymptotic properties of various statistics. Routinely, weak conv…