Publications of Prof. Dr. Michael Falk

Books:

  • Angewandte Statistik Angewandte Statistik. Eine Einführung mit Programmbeispielen in SAS. Springer Reihe Statistik und ihre Anwendungen, Springer, Heidelberg, 393 S. (2004); gemeinsam mit R. Becker und F. Marohn.
     
  • Statistical Analyses with SAS Foundations of Statistical Analyses and Applications with SAS. Birkhäuser, Basel, 412 p. (2002); joint with F. Marohn and B. Tewes.
  • Angewandte Statistik mit SAS Angewandte Statistik mit SAS. Eine Einführung. Springer-Lehrbuch Mathematik, Springer, Heidelberg, 393 S. (1995); gemeinsma mit R. Becker und F. Marohn.
  • Laws of Small Numbers Laws of Small Numbers: Extremes and Rare Events. DMV Seminar Bd. 23, Birkhäuser, Basel, 294 p. (1994); joint with J. Hüsler und R.-D. Reiss.

Articles:

  • On max-stable processes and the functional D-norm. Extremes 16 (2013), Opens external link in new window255-283; joint with Stefan Aulbach and Martin Hofmann. 
  • Testing for a generalized Pareto process. Electronic Journal of Statistics 6 (2012), Opens external link in new window1779-1802; joint with Stefan Aulbach.
  • The multivariate Piecing-Together approach revisited. Journal of Multivariate Analysis 110 (2012), Opens external link in new window161-170; 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).