Jürg Hüsler
2003–2007
A researcher in the Science corpus: 5 papers; trusts 5 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Whom Jürg Hüsler trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Jürg Hüsler overall
- Yogesh Virkar
- Velayoudoum Marimoutou
- Zdravko I. Botev
- S. Chen
- Aaron Clauset
- Andreas Neuenkirch
- Bechir Raggad
- M. Ivette Gomes
- R. Katz
- Frederico Caeiro
Papers from Jürg Hüsler's perspective
Ordered by how strongly the researchers Jürg Hüsler trusts endorse each paper. Same corpus, a different order for every researcher.
- On maximum likelihood estimation of the extreme value index
- Approximations to the tail empirical distribution function with application to testing extreme value conditions
- Shocks, runs and random sums (Journal of Applied Probability)
- Law of Large Numbers (The SAGE Encyclopedia of Research Design)
- Mixed shock models
- Statistical Inference Using Extreme Order Statistics
- Spline Models for Observational Data
- Goodness-of-Fit Tests for the Generalized Pareto Distribution (Technometrics)
- A Directory of Coefficients of Tail Dependence
- TWO LIKELIHOOD-BASED SEMIPARAMETRIC ESTIMATION METHODS FOR PANEL COUNT DATA WITH COVARIATES
Their papers
- ON CONVERGENCE OF THE UNIFORM NORMS FOR GAUSSIAN PROCESSES AND LINEAR APPROXIMATION PROBLEMS (2003) — 53 citations
- On multivariate Gaussian tails (2003) — 58 citations
- Statistical Analysis of Extreme Values with Applications to Insurance, Finance, Hydrology and Other Fields (2007) — 362 citations
- On testing extreme value conditions (2006) — 70 citations
- Realistic variation of shock models (2005) — 103 citations