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Axel Bücher
Researcher at University of Düsseldorf
Publications - 78
Citations - 1411
Axel Bücher is an academic researcher from University of Düsseldorf. The author has contributed to research in topics: Estimator & Weak convergence. The author has an hindex of 20, co-authored 75 publications receiving 1227 citations. Previous affiliations of Axel Bücher include Ruhr University Bochum & University of Toronto.
Papers
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A note on bootstrap approximations for the empirical copula process
Axel Bücher,Holger Dette +1 more
TL;DR: An alternative approach which circumvents the problem of the partial derivatives of the unknown copula is proposed and a simulation study is presented in order to compare the different bootstrap approximations.
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Empirical and sequential empirical copula processes under serial dependence
Axel Bücher,Stanislav Volgushev +1 more
TL;DR: In this paper, a unified approach to the analysis of empirical and sequential empirical copula processes is provided. But the usual assumptions under which these processes have been studied so far are too restrictive.
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New estimators of the Pickands dependence function and a test for extreme-value dependence
TL;DR: In this article, a new class of estimators for Pickands dependence function is proposed, based on the best L 2 -approximation of the logarithm of the copula by log-arithms of extreme value copulas.
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New estimators of the Pickands dependence function and a test for extreme-value dependence
TL;DR: In this article, a new class of estimators for Pickands dependence function based on the concept of minimum distance estimation is proposed, which are obtained by replacing the unknown copula by its empirical counterpart and weak convergence of the corresponding process.
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Detecting changes in cross-sectional dependence in multivariate time series
TL;DR: A test is introduced based on a recently studied variant of the sequential empirical copula process that detects distributional changes in multivariate time series better and proposes a multiplier resampling scheme that takes the serial dependence into account.