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Michael Falk · Study
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Author
Michael Falk
8 works
· latest 2010
· 3 institutions
cluster: provisional
ORCID 0000-0003-1423-7503
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Citations
737
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Most cited in this library
Laws of Small Numbers: Extremes and Rare Events
2004 · 338 citations
Laws of Small Numbers: Extremes and Rare Events
2010 · 177 citations
A note on domains of attraction of p-max stable laws
1996 · 40 citations
On Pickands coordinates in arbitrary dimensions
2004 · 40 citations
Testing for Tail Independence in Extreme Value models
2006 · 39 citations
Works
8 shown
Laws of Small Numbers: Extremes and Rare Events
Springer eBooks
·
2010
·
3 authors
·
book
177
citations
Peaks-over-threshold stability of multivariate generalized Pareto distributions
Journal of Multivariate Analysis
·
2007
·
2 authors
·
Open access
32
citations
Testing for Tail Independence in Extreme Value models
Annals of the Institute of Statistical Mathematics
·
2006
·
2 authors
39
citations
On Pickands coordinates in arbitrary dimensions
Journal of Multivariate Analysis
·
2004
·
2 authors
·
Open access
40
citations
Laws of Small Numbers: Extremes and Rare Events
Birkhäuser Basel eBooks
·
2004
·
3 authors
·
book
338
citations
A note on domains of attraction of p-max stable laws
Statistics & Probability Letters
·
1996
·
2 authors
40
citations
On testing the extreme value index via the pot-method
The Annals of Statistics
·
1995
·
1 author
32
citations
Von Mises Conditions Revisited
The Annals of Probability
·
1993
·
2 authors
·
Open access
39
citations