Jan Beirlant
Jan Beirlant
Verified email at wis.kuleuven.be
Title
Cited by
Cited by
Year
Statistics of extremes: theory and applications
J Beirlant, Y Goegebeur, J Segers, JL Teugels
John Wiley & Sons, 2006
25192006
Nonparametric entropy estimation: An overview
J Beirlant, EJ Dudewicz, L Györfi, EC Van der Meulen
International Journal of Mathematical and Statistical Sciences 6 (1), 17-39, 1997
8161997
A conditional approach for multivariate extreme values (with discussion)
JE Heffernan, JA Tawn
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2004
6502004
Practical analysis of extreme values
J Beirlant, JL Teugels, P Vynckier
Leuven University Press, 1996
4361996
Tail index estimation and an exponential regression model
J Beirlant, G Dierckx, Y Goegebeur, G Matthys
Extremes 2 (2), 177-200, 1999
4191999
Tail index estimation, pareto quantile plots regression diagnostics
J Beirlant, P Vynckier, JL Teugels
Journal of the American statistical Association 91 (436), 1659-1667, 1996
3951996
Obg and membrane depolarization are part of a microbial bet-hedging strategy that leads to antibiotic tolerance
N Verstraeten, WJ Knapen, CI Kint, V Liebens, B Van den Bergh, ...
Molecular cell 59 (1), 9-21, 2015
2302015
Excess functions and estimation of the extreme-value index
J Beirlant, P Vynckier, JL Teugels
Bernoulli, 293-318, 1996
1961996
Estimating the extreme value index and high quantiles with exponential regression models
G Matthys, J Beirlant
Statistica Sinica, 853-880, 2003
1602003
Actuarial statistics with generalized linear mixed models
K Antonio, J Beirlant
Insurance: Mathematics and Economics 40 (1), 58-76, 2007
1512007
On exponential representations of log-spacings of extreme order statistics
J Beirlant, G Dierckx, A Guillou, C Staăricaă
Extremes 5 (2), 157-180, 2002
1442002
An overview and open research topics in statistics of univariate extremes
J Beirlant, F Caeiro, MI Gomes
Revstat 10 (1), 1-31, 2012
1292012
Reinsurance: actuarial and statistical aspects
H Albrecher, J Beirlant, JL Teugels
John Wiley & Sons, 2017
1212017
Estimation of the extreme-value index and generalized quantile plots
J Beirlant, G Dierckx, A Guillou
Bernoulli 11 (6), 949-970, 2005
1112005
Universal smoothing factor selection in density estimation: theory and practice
D Devroye, J Beirlant, R Cao, R Fraiman, P Hall, MC Jones, G Lugosi, ...
Test 6 (2), 223-320, 1997
1101997
A robust estimator for the tail index of Pareto-type distributions
B Vandewalle, J Beirlant, A Christmann, M Hubert
Computational Statistics & Data Analysis 51 (12), 6252-6268, 2007
982007
Adaptive threshold selection in tail index estimation
G Matthys, J Beirlant
Extremes and Integrated Risk Management, 37-49, 2000
892000
Estimation of the extreme value index and extreme quantiles under random censoring
J Beirlant, A Guillou, G Dierckx, A Fils-Villetard
Extremes 10 (3), 151-174, 2007
882007
Modeling large claims in non-life insurance
J Beirlant, JL Teugels
Insurance: Mathematics and Economics 11 (1), 17-29, 1992
881992
Estimating catastrophic quantile levels for heavy-tailed distributions
G Matthys, E Delafosse, A Guillou, J Beirlant
Insurance: Mathematics and Economics 34 (3), 517-537, 2004
852004
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