Jan Beirlant
Jan Beirlant
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Statistics of extremes: theory and applications
J Beirlant, Y Goegebeur, J Segers, JL Teugels
John Wiley & Sons, 2006
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
A conditional approach for multivariate extreme values (with discussion)
JE Heffernan, JA Tawn
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2004
Tail index estimation and an exponential regression model
J Beirlant, G Dierckx, Y Goegebeur, G Matthys
Extremes 2, 177-200, 1999
Practical analysis of extreme values
J Beirlant, JL Teugels, P Vynckier
(No Title), 1996
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
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
Reinsurance: actuarial and statistical aspects
H Albrecher, J Beirlant, JL Teugels
John Wiley & Sons, 2017
Excess functions and estimation of the extreme-value index
J Beirlant, P Vynckier, JL Teugels
Bernoulli, 293-318, 1996
Actuarial statistics with generalized linear mixed models
K Antonio, J Beirlant
Insurance: Mathematics and Economics 40 (1), 58-76, 2007
Estimating the extreme value index and high quantiles with exponential regression models
G Matthys, J Beirlant
Statistica Sinica, 853-880, 2003
On exponential representations of log-spacings of extreme order statistics
J Beirlant, G Dierckx, A Guillou, C Staăricaă
Extremes 5, 157-180, 2002
An overview and open research topics in statistics of univariate extremes
J Beirlant, F Caeiro, MI Gomes
REVSTAT-Statistical Journal 10 (1), 1–31-1–31, 2012
Estimation of the extreme-value index and generalized quantile plots
J Beirlant, G Dierckx, A Guillou
Bernoulli 11 (6), 949-970, 2005
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, 223-320, 1997
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
Estimation of the extreme value index and extreme quantiles under random censoring
J Beirlant, A Guillou, G Dierckx, A Fils-Villetard
Extremes 10, 151-174, 2007
Modeling large claims in non-life insurance
J Beirlant, JL Teugels
Insurance: Mathematics and Economics 11 (1), 17-29, 1992
Mean-of-order p reduced-bias extreme value index estimation under a third-order framework
F Caeiro, MI Gomes, J Beirlant, T de Wet
Extremes 19, 561-589, 2016
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
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