Lehrstuhlinhaber 2002 - 2020

Juli 30, 2018

Curriculum Vitae
Prof. Dr. Michael Falk
Institut für Mathematik
Universitat Würzburg, Deutschland

Geboren am 17. Juni 1954 in Essen (Deutschland)
verheiratet mit Gabriele Falk, zwei Kinder

Private Adresse: Forststrasse 5, D-85122 Hitzhofen, Deutschland

Extremwert-Theorie und ihre Anwendungen mit einem Fokus auf multivariate Extremwert-Theorie und multivariate peaks-over-threshold Modellierung

Redaktionelle Arbeiten

• Mitherausgeber von TEST, 2009-2016
• Mitherausgeber von EXTREMES, 2010-2014

Konferenzen

• Member of the Scientific Program Committee and organizer of the section Multivariate Extremes at the 9th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2016), 9-11 December 2016, University of Seville, Spain.
• Organizer of the section Multivariate Extremes at the 8th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2015), 12-14 December 2015, Senate House, University of London, UK.  Tutorial and the CRoNoS Winter Course on An Offspring of Multivariate Extreme Value Theory: D-Norms  given 9-11 December 2015.
• Invited organizer of the section Multivariate Extremes at the 9th EVA conference on Extreme Value Analysis, June 15-19, 2015, Ann Arbor, USA
• Member of the Scientific Program Committee of the 7th international conference of the ERCIM WG on Computing & Statistics (ERCIM'14), 6-8 December 2014, University of Pisa, Italy
• Member of the Scientific Program Committee of the 6th international conference of the ERCIM WG on Computing & Statistics (ERCIM'13), 14-16 December 2013, Senate House, University of London, UK
• Invited organizer of the section Multivariate Extremes at the workshop  EVT 2013 in honour of Ivette Gomes, 8-11 September 2013, Vimeiro, Portugal
• Invited organizer of the section Extremes and Dependence at the 5th international conference of the ERCIM WG on Computing & Statistics (ERCIM'12), 1-3 December 2012, Conference Centre, Oviedo, Spain
• Invited organizer of the section Extreme Value Theory and Applications at the 4th international conference of the ERCIM WG on Computing & Statistics (ERCIM'11), 17-19 December 2011, Senate House, University of London, UK
• Co-organizer of the training week Statistics for Teachers, October 31 – November 6 2010, at the Mathematisches Forschungsinstitut Oberwolfach (MFO), ID 1044 b.
• Organizer of the Workshop on Economathematics 2009, Würzburg, Germany, October 16, 2009
• Co-organizer of the section on Stochastics at the 2003 annual meeting of the DMV, Rostock, Germany, September 14-20, 2003
• Organizer of the Invited Paper Session Laws of Small Numbers: Extremes and Rare Events at the 1992 Joint Annual Meeting of IMS, JASA, ENAR & WNAR, Boston, USA, August 09-13, 1992
• Co-organizer of the DMV Seminar on Laws of Small Numbers: Extremes and Rare Events, Catholic University of Eichstätt, Germany, October 20-27, 1991

Funktionen an der Universität

• Dekan der Fakultät für Mathematik und Indormatik, Universität Würzburg, October 1, 2013 - September 30, 2015
• Prodekan der Fakultät für Mathematik und Indormatik, Universität Würzburg,, 2011-2013
• Vorsitzender der Prüfungskomission für Finanzmathematik, Universität Würzburg, 2003-2020
• Vorsitzender des Instituts für Angewandte Mathematik und Statistik, Universität Würzburg, Germany, 2003
• Mitglied der Kollegialen Leitung, Institut für Mathematik, 2001-2020
• Verschiedene Male Mitglied des Kollegiums der Fakultät für Mathematik und Geographie, Katholische Universität Eichstätt, Deutschland und der Fakultät für Mathematik und Informatik, Universität Würzburg, Deutschland
• Prodekan der Fakultät für Mathematik und Geographie, Katholische Universität Eichstätt, Deutschland, 1998-1999

• Generalized Pareto copulas: a key to multivariate extremes. Invited External Seminar talk given at the School of Mathematical Sciences, The University of Nottingham, UK, 26 July 2018.
• Generalized Pareto copulas: a key to multivariate extremes. Invited talk given at the 49th scientific meeting of the Italian statistical society (SIS2018); 20-22 June 2018, University of Palermo, Italy.
• An offspring of multivariate extreme value theory: the max-characteristic function. Invited talk given at the 9th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2016), 9-11 December 2016, University of Seville, Spain.
• D-norms: a leisurely look at multivariate extreme value theory. Invited talk give at the Institute for Mathematical Stochastics, University Goettingen, Germany, 29 June 2016.
• A relaxed tour through multivariate extreme value theory via D-norms. Invited talk given at the University of Oldenburg, Germany, 18 May 2016, in the framework of the project Robust Risk Estimation.
• An offspring of multivariate extreme value theory: D-norms. Invited talk given at the  workshop on extreme value and time series analysis, 21-23 March 2016, Karlsruhe Institute of Technology, Germany.
• An offspring of multivariate extreme value theory: D-norms. Invited talk given at the Department of Decision Sciences, Bocconi University of Milan, Italy, October 1, 2015.  
• The space of D-norms – an offspring of multivariate EVT.  Invited talk given at the Workshop on Extreme Value Theory with an emphasis on spatial and temporal aspects, 3-5 November 2014, Laboratoire de Mathématique Besançon, France.
• On idempotent D-norms. Invited talk given at the section Dependence Modelling: Theory and Practice at the 6th international conference of the ERCIM WG on Computing & Statistics (ERCIM'13), 14-16 December 2013, Senate House, University of London, UK.
• The functional D-norm revisited. Invited talk given at the section Generalized Pareto Process and Applications at the 8th Conference on Extreme Value Analysis (EVA 2013), 8-12 July 2013, Fudan University, Shanghai, China.
• Testing for a delta-neighborhood of a generalized Pareto copulas.  Invited talk given at the section Multivariate Extremes and Regression Analysis at the 5th international conference of the ERCIM WG on Computing & Statistics (ERCIM'12), 1-3 December 2012, Conference Centre, Oviedo, Spain.
• On generalized Pareto copulas.  Invited talk given at ISAM-TopMath Summer School on 'Dependence Modeling', July 30 to August 3, 2012, Technical University Munich, Germany.
• On max-domain of attraction for stochastic processes and the sojourn time transformation. Invited talk given at IWAP 2012 - International Workshop on Applied Probability, June 11-14, 2012, Jerusalem, Israel.
• The multivariate piecing-together approach revisited. Invited talk and invited discussion given at the workshop 'Copula Models and Dependence', hosted by the Centre de Recherches Mathematiques (CRM), Montreal, Canada, June 6-9, 2011.
• On extreme value processes and the functional D-norm. Invited talk given at the meeting 'On Some Current Research Topics in Extreme Value Theory', organized by the FCT/MCTES Research Project Spatial Extremes and CEAUL on December 13, 2010, University of Lisbon, Portugal.
• Asymptotic conditional distribution of exceedance counts (ACDEC) with application to the fragility index. Invited talk given at the retirement ceremony of  Prof. Dr. Rolf-Dieter Reiss on March 18, 2010, University of Siegen, Germany.
• It was 30 years ago today when Laurens de Haan went the multivariate way. Invited lecture given on the occasion of Laurens de Haan's 70th birthday at the 5th International Symposium on Extreme Value Analysis: Probabilistic and Statistical Models and their Applications (EVA2007), Bern, Switzerland, July 23-27, 2007.
• Characterization of Bivariate Extreme Value Distributions via Norms on R². Lecture delivered at the Department of Mathematical Statistics and Actuarial Science, University of Bern, Switzerland, December 10, 2004.
• Testing for Tail Independence in Multivariate Extreme Value Models. Lecture delivered at the VEXTRA meeting on Extremes, Risk and Resampling Techniques, Tomar, Portugal, November 20-23, 2003.
• On the Use of Pickands Coordinates in Multivariate Extreme Value Theory. Seminar lecture delivered at the Technical University of Munich, Chair of Mathematical Statistics, June 16, 2003.
• On Pickands Coordinates in Arbitrary Dimensions. Lecture delivered at the workshop on Dependence in Extreme Value Theory, EURANDOM, Eindhoven, the Netherlands, January 23-25, 2003.
• Estimation of the Dependence Function in Bivariate EV and GP Models. Lecture delivered at the workshop on Recent Developments in Non- and Semiparametric Statistics, Université Catholique de Louvain, Belgium, May 8, 2001.
• Efficient Estimators and LAN in Canonical Bivariate POT Models. Lecture delivered at the International Conference on Order Statistics & Extreme Values, University of Mysore, India, December 18-20, 2000.
• On the Loss of Information due to Thinning. Lecture delivered at the 10th INFORMS Applied Probability Conference, University of Ulm, Germany, July 26-28, 1999.

Michael Falk hat an verschiedenen Universitäten Kurse zu den folgenden Thematiken angeboten:

• Einführende und fortgeschrittene Wahrscheinlichkeitstheorie, Stochastische Porzesse und mathematische Statistik
• Asymptotische Statistiken
• Angewandte Statistik
• Multivariate Statistik
• Zeitreihenanalyse
• Markov-Ketten
• Stochastische Modelle im Bereich Operations Research
• Analysis
• Lineare Algebra
• Mathematik für Wirtschaftswissenschaftler

• Exceedance counts and GOD's order statistics. Sankhya Series A (2023)
• New characterizations of multivariate max-domain of attraction and D-norms. Extremes 24 (2021), 849-879; joint with Timo Fuller.
• The min-characteristic function: characterizing distributions by their min-linear projections.  Sankhya Series A 83 (2021),  254-282; joint with Gilles Stupfler.
• Strong convergence of multivariate maxima. Journal of Applied Probability 57 (2020),  314-331; joint with Simone Padoan and Stefano Rizzelli. 
• Records for time-dependent stationary Gaussian sequences. Journal of Applied Probability 57 (2020), 78-96 ; joint with Amir Khorrami Chokami and Simone Padoan. 
• Generalized Pareto Copulas: A Key to Multivariate Extremes. Journal of Multivariate Analysis 174 (2019); joint with Simone Padoan and Florian Wisheckel.
• Conditional tail independence in Archimedean copula models. Journal of Applied Probability  56 (2019), 858-869; joint with Simone Padoan and Florian Wisheckel.
• On a class of norms generated by nonnegative integrable distributions. Dependence Modeling 7 (2019); joint with Gilles Stupfler.
• Testing for a δ-neighborhood of a generalized Pareto copula. Annals of the Institute of Statistical Mathematics 71 (2019), 599-626; joint with Stefan Aulbach and Timo Fuller.
• On functional records and champions. Journal of Theoretical Probability 32 (2019),  1252-1277; joint with Clément Dombry and Maximilian Zott.
• Some results on joint record events. Statistics and Probability Letters 135 (2018), 11-19; joint with Amir Khorrami Chokami and Simone Padoan.  
• On multivariate records from random vectors with independent components.  Journal of Applied Probability 55 (2018), 43-53; joint with Amir Khorrami Chokami and Simone Padoan.
• Multivariate order statistics: The intermediate case. Sankhya 80 (2018); 110-120; joint with Florian Wisheckel. 
• On generalized max-linear models in max-stable random fields. Advances in Applied Probability 54 (2017),  797-810; joint with Maximilian Zott.
• Asymptotic independence of bivariate order statistics. Statistics and Probability Letters 125 (2017); 91-98; joint with Florian Wisheckel. 
• An offspring of multivariate extreme-value theory: the max-characteristic function. Journal of Multivariate Analysis 154 (2017); 85-95; joint with Gilles Stupfler.
• On idempotent D-norms. Journal of Multivariate Analysis 139 (2015); 283-294.
• Max-stable processes and the functional D-norm revisited. Extremes 18  (2015); 191-212; joint with Stefan Aulbach, Martin Hofmann and Maximilian Zott.
• On generalized max-linear models and their statistical interpolation. Journal of Applied Probability 52 (2015); 736-751; joint with Martin Hofmann and Maximilian Zott.
• The space of D-norms revisited. Extremes 18  (2015); 85-97; joint with Stefan Aulbach and Maximilian Zott.
• On max-stable processes and the functional D-norm. Extremes 16 (2013), 255-283; joint with Stefan Aulbach and Martin Hofmann. 
• Testing for a generalized Pareto process. Electronic Journal of Statistics 6 (2012), 1779-1802; joint with Stefan Aulbach.
• The multivariate Piecing-Together approach revisited. Journal of Multivariate Analysis 110 (2012), 161-170; joint with Stefan Aulbach and Martin Hofmann.
• Asymptotic conditional distribution of exceedance counts: Fragility index with different margins. Annals of the Institute of Statistical Mathematics 64 (2012), 1071-1085; joint with Diana Tichy.
• A multivariate piecing-together approach with an application to operational loss data. Bernoulli 18 (2012), 455-475; joint with Stefan Aulbach and Verena Bayer.
• Local asymptotic normality in delta-neighborhoods of standard generalized Pareto processes. Journal of Statistical Planning and Inference 142 (2012), 1339-1347; joint with Stefan Aulbach.
• Sojourn times and the fragility index. Stochastic Processes and their Applications 122 (2012), 1110-1128; joint with Martin Hofmann.
• Asymptotic conditional distribution of exceedance counts. Advances in Applied Probability 44 (2012), 1-22; joint with Diana Tichy.
• Local asymptotic normality in a stationary model for spatial extremes. Journal of Multivariate Analysis 102 (2011), 48-60.
• Testing for a multivariate generalized Pareto distribution. Extremes 12 (2009), 33-51; joint with R. Michel.
• A LAN based Neyman smooth test for Pareto distributions. Journal of Statistical Planning and Inference 138 (2008), 2867–2886; joint with A. Guillou and G. Toulemonde.
• It was 30 years ago today when Laurens de Haan went the multivariate way. Extremes 11 (2008), 55-80.
• Peaks-over-threshold stability of multivariate generalized Pareto distributions. Journal of Multivariate Analysis 99 (2008), 715-734; joint with A. Guillou.
• A new detection algorithm for image analysis of single, fluorescence-labelled proteins in living cells. Microscopy Research and Technique 70 (2007), 763-770; joint with R. Michel, R. Steinmeyer and G. S. Harms.
• Precise protein quantification based on peptide quantification using iTRAQ. BMC Bioinformatics 2007, 8:214; joint with A. Böhm, S. Pütz, D. Altenhöfer, A. Sickmann.
• On the excess distribution of sums of random variables in bivariate EV models. REVSTAT - Statistical Journal 5 (2007), 137–161.
• Verification of rod safety via confidence intervals for a binomial proportion. Nuclear Engineering and Design 237 (2007), 1055-1059; joint with L. Heins and A. Wensauer.
• A representation of bivariate extreme value distributions via norms on R^2. Extremes 9 (2006), 63-68.
• Safety assessment of fuel rods via generalized Bernoulli chains. IEEE Transactions on Reliability 55 (2006), 393-396; joint with L. Heins and A. Wensauer.
• Testing for tail independence in extreme value models. Annals of the Institute of Statistical Mathematics 58 (2006), 261-290; joint with R. Michel.
• On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix. Statistics and Probability Letters 75 (2005), 307-314.
• On the distribution of Pickands coordinates in bivariate EV and GP models. J. Multivariate Analysis 93 (2005), 267-295; joint with R.-D. Reiss.
• On Pickands coordinates in arbitrary dimensions. J. Multivariate Analysis 92 (2005), 426-453; joint with R.-D. Reiss.
• Efficient estimation of the canonical dependence function. Extremes 6 (2003), 61-82; joint with R.-D. Reiss.
• A characterization of the Marshall-Olkin dependence function and a goodness-of-fit test. Sankhya Series A 65 (2003), 807-820; joint with R.-D. Reiss.
• Domain of multivariate attraction via angular decomposition. Comm. Statist. - Theor. Meth. 32 (2003), 2109-2116.
• Efficient estimators and LAN in canonical bivariate POT models. J. Multivariate Analysis 84 (2003), 190-207; joint with R.-D. Reiss.
• A characterization of the rate of convergence in bivariate extreme value models. Statistics and Probability Letters 59 (2002), 341-351; joint with R.-D. Reiss.  
• The sample covariance is not efficient for elliptical distributions. J. Multivariate Analysis 80 (2002), 358-377.
• Estimation of canonical dependence parameters in a class of bivariate peaks-over-threshold models. Statistics and Probability Letters 52 (2001), 233-242; joint with R.-D. Reiss.
• Efficient estimation in local parametric regression analysis. Comm. Statist. - Theor. Meth. 29 (2000), 2363-2389; joint with F. Marohn.
• On the loss of information due to nonrandom truncation. J. Multivariate Analysis 72 (2000), 1-21; joint with F. Marohn.
• A simple approach to the generation of uniformly distributed random variables with prescribed correlations. Comm. Statist. - Simulation Comp. 28 (1999), 785-791.
• Elementare Eigenschaften lokaler-Polynom-Schätzer. Ein Streifzug durch die lineare Algebra. Mathematische Semesterberichte 46 (1999), 47-57; joint with W. Hauner.
• LAN of thinned empirical processes with an application to fuzzy set density estimation. Extremes 1 (1998), 323-349; joint with F. Liese.
• Local asymptotic normality of intermediate and central order statistics. Comm. Statist. - Theor. Meth. 27 (1998), 1729-1755.
• A note on the comedian for elliptical distributions. J. Multivariate Analysis 67 (1998), 306-317.
• Local asymptotic normality of truncated empirical processes. Ann. Statist. 26 (1998), 692-718.
• On MAD and comedians. Ann. Inst. Statist. Math. 49 (1997), 615-644.
• Efficient estimation of the shape parameter in Pareto models with partially known scale. Statist. Decisions. 15 (1997), 229-239; joint with F. Marohn.
• Asymptotic independence of median and MAD. Statistics and Probability Letters 34 (1997), 341-345.
• A note on domains of attraction of p-max stable laws. Statistics and Probability Letters 28 (1996), 279-284; joint with G. Christoph.
• On testing the extreme value index via the POT-method. Ann. Statist. 23 (1995), 2013-2035.
• Some best parameter estimates for distributions with finite endpoint. Statistics 27 (1995), 115-125.
• LAN of extreme order statistics. Ann. Inst. Statist. Math. 47 (1995), 693-717.
• Functional laws of small numbers. Extreme Value Theory and its Applications (J. Galambos et al. ed.), Vol. 1, Kluwer Academic Publishers (1994), 337-354; joint with R.-D. Reiss.
• Efficiency of convex combinations of Pickands estimator of the extreme value index. Nonparametric Statistics 4 (1994), 133-147.
• Extreme quantile estimation in d-neighborhoods of generalized Pareto distributions. Statistics and Probability Letters 20 (1994), 9-21.
• Asymptotically optimal estimators of general regression functionals. J. Multivariate Analysis 47 (1993), 59-81.
• A Hellinger distance bound for the nearest neighbor approach in conditional curve estimation. Statist. Decisions, Supplement Issue No. 3 (1993), 55-68; joint with R.-D. Reiss.
• Von Mises conditions revisited. Ann. Probab. 21(1993), 1310-1328; joint with F. Marohn.
• Asymptotically optimal tests for conditional distributions. Ann. Statist. 21 (1993), 45-60; joint with F. Marohn.
• Laws of small numbers: Some applications to conditional curve estimation. In: Probability Theory and Applications (J. Galambos und I. Kátai eds.). Kluwer Academic Publishers (1992), 257-278; joint with F. Marohn.
• Statistical inference of conditional curves: Poisson process approach. Ann. Statist. 20 (1992), 779-796; joint with R.-D. Reiss.
• Warteschlangentheorie. In: Lexikon der Betriebswirtschaftslehre (H. Corsten ed.), Oldenbourg Verlag (1992), 909-913.
• Lineare Optimierung. In: Lexikon der Betriebswirtschaftslehre (H. Corsten ed.), Oldenbourg Verlag (1992), 532-535.
• Poisson approximation of empirical processes. Statistics and Probability Letters 14 (1992), 39-48; joint with R.-D. Reiss.
• Edgeworth expansions for studentized and prepivoted sample quantiles. Statistics and Probability Letters 14 (1992), 13-24; joint with D. Janas.
• Bootstrap optimal bandwidth selection for kernel density estimates. Journal of Statistical Planning and Inference 30 (1992), 13-22.
• Bootstrapping the sample quantile: A survey. In: Bootstrapping and Related Techniques (K.H. Jöckel, W. Sendler, G. Rothe ed.). Lecture Notes in Economics and Mathematical Systems, Springer (1992), 165-172.
• Bootstrapping conditional curves. In: Bootstrapping and Related Techniques (K.H. Jöckel, W. Sendler, G. Rothe ed.). Lecture Notes in Economics and Mathematical Systems, Springer (1992), 173-180; joint with R.-D. Reiss.
• Über eine statistische Analyse der Zufallszahlen-Generatoren in der Turbo-Pascal Familie. In: Eichstätter EDV Kolloquium 1991 (W.A. Slaby ed.), 63-71.
• A note on the accuracy of the inverse bootstrap process for large quantiles. Stochastic Processes and their Applications 38 (1991), 359-363.
• The random number generators of the Turbo Pascal family. Statistical Software Newsletter (in Computational Statistics & Data Analysis) 12 (1991), 129-132; joint with B. Dohmann und K. Lessenich.
• Functional limit theorems for inverse bootstrap processes of sample quantiles. Statistics and Probability Letters 11 (1991), 529-536.
• Coverage probabilities of bootstrap confidence intervals for quantiles. Ann. Statist. 19 (1991), 485-495; joint with E. Kaufmann.
• Weak convergence of the maximum error of the bootstrap quantile estimate. Statistics and Probability Letters 10 (1990), 301-305.
• A note on generalized Pareto distributions and the k upper extremes. Probab. Theory Related Fields 85 (1990), 499-503.
• Die Bootstrap-Idee: Statistik per Computer. Eichstätter Kolloquium zur Didaktik der Mathematik, Juni 1990, 21/01-21/11.
• Weak convergence of the remainder term in the Bahadur representation of extreme quantiles. Statistics and Probability Letters 8 (1990), 47-50.
• Bootstrapping the distance between smooth bootstrap and sample quantile distribution. Probab. Theory Related Fields 82 (1989), 177-186; joint with R.-D. Reiss.
• A note on uniform asymptotic normality of intermediate order statistics. Ann. Inst. Statist. Math. A. 41 (1989), 19-29.
• Weak convergence of smoothed and nonsmoothed bootstrap quantile estimates. Ann. Probab. 17 (1989), 362-371; joint with R.-D. Reiss.
• Best attainable rate of joint convergence of extremes. In: Extreme Value Theory (J. Hüsler and R.-D. Reiss ed.). Lecture Notes in Statistics, Springer. (1989), 1-9.
• Weak convergence of the bootstrap process for large quantiles. Statist. Decisions 6 (1989), 385-396.
• Independence of order statistics. Ann. Probab. 16 (1988), 854-862; joint with R.-D. Reiss.
• Geglättete und nichtgeglättete Bootstrap-Schätzungen auf dem PC. In: Fortschritte der Statistik-Software 1 (F. Faulbaum und H.-M. Ühlinger ed.). G. Fischer (1988), Stuttgart, 309-318.
• Bootstrap: Eine aktuelle statistische Idee. Mitteilungen der Mathematischen Gesellschaft in Hamburg 11 (1987), 475-486.
• A quick global measure of performance of kernel density estimators. South African Statist. J. 20 (1986), 165-172.
• On the accuracy of the bootstrap approximation of the joint distribution of sample quantiles. Comm. Statist. - Theor. Meth.  15 (1986), 2867-2876.
• Rates of uniform convergence of extreme order statistics. Ann. Inst. Statist. Math. A 38 (1986), 245-262.
• On the estimation of the quantile density function. Statistics and Probability Letters 4 (1986), 69-73.
• On the rate at which the sample extremes become independent. Ann. Probab. 14 (1986), 1339-1346; joint with W. Kohne.
• Uniform convergence of extreme order statistics. Habilitationsschrift, Siegen (1985).
• Rates of convergence for a global measure of performance of kernel density estimators. South African Statist. J. 19 (1985), 1-19.
• Asymptotic normality of the kernel quantile estimator. Ann. Statist. 13 (1985), 428-433.
• On the convergence of spectral densities of arrays of weakly stationary processes. Ann. Probab. 12 (1984), 918-921.
• Inequalities for the relative sufficiency between sets of order statistics. In: Statistical Extremes and Applications. (J. Tiago de Oliveira ed.). D. Reidel Publishing Company (1984), 597-610; joint with R.-D. Reiss und M. Weller.
• A robustification of the sign test under mixing conditions. Ann. Statist. 12 (1984), 716-729; joint with W. Kohne.
• Kernel estimation of a density in an unknown endpoint of its support. South African Statist. J. 18 (1984), 91-96.
• Relative deficiency of kernel type estimators of quantiles. Ann. Statist. 12 (1984), 261-268.
• Relative efficiency and deficiency of kernel type estimators of smooth distribution functions. Statist. Neerlandica 37 (1983), 73-83.
• Approximation der Summanden linearer Rangstatistiken. Dissertation, Siegen (1981).

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