Empirical and sequential empirical copula processes under serial dependence A Bücher, S Volgushev Journal of Multivariate Analysis 119, 61-70, 2013 | 98 | 2013 |

A note on bootstrap approximations for the empirical copula process A Bücher, H Dette Statistics & probability letters 80 (23-24), 1925-1932, 2010 | 89 | 2010 |

New estimators of the Pickands dependence function and a test for extreme-value dependence A Bücher, H Dette, S Volgushev | 86 | 2011 |

A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing A Bücher, I Kojadinovic | 84 | 2016 |

On the maximum likelihood estimator for the generalized extreme-value distribution A Bücher, J Segers Extremes 20, 839-872, 2017 | 79 | 2017 |

Detecting changes in cross-sectional dependence in multivariate time series A Bücher, I Kojadinovic, T Rohmer, J Segers Journal of Multivariate Analysis 132, 111-128, 2014 | 69 | 2014 |

When uniform weak convergence fails: Empirical processes for dependence functions and residuals via epi-and hypographs A Bücher, J Segers, S Volgushev | 52 | 2014 |

A note on conditional versus joint unconditional weak convergence in bootstrap consistency results A Bücher, I Kojadinovic Journal of Theoretical Probability 32 (3), 1145-1165, 2019 | 51 | 2019 |

Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique A Bücher, M Ruppert Journal of Multivariate Analysis 116, 208-229, 2013 | 49 | 2013 |

Extreme value copula estimation based on block maxima of a multivariate stationary time series A Bücher, J Segers Extremes 17, 495-528, 2014 | 48 | 2014 |

Weak convergence of a pseudo maximum likelihood estimator for the extremal index B Berghaus, A Bücher | 43 | 2018 |

A horse race between the block maxima method and the peak–over–threshold approach A Bücher, C Zhou Statistical Science 36 (3), 360-378, 2021 | 41 | 2021 |

Weak convergence of the empirical copula process with respect to weighted metrics B Berghaus, A Bücher, S Volgushev Bernoulli 23 (1), 743-772, 2017 | 39 | 2017 |

Nonparametric tests for constant tail dependence with an application to energy and finance A Bücher, S Jäschke, D Wied Journal of Econometrics 187 (1), 154-168, 2015 | 35 | 2015 |

Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series A Bücher, J Segers | 34 | 2018 |

A note on weak convergence of the sequential multivariate empirical process under strong mixing A Bücher Journal of Theoretical Probability 28, 1028-1037, 2015 | 34 | 2015 |

Multiplier bootstrap of tail copulas with applications A Bücher, H Dette | 34 | 2013 |

Minimum distance estimators of the Pickands dependence function and related tests of multivariate extreme-value dependence B Berghaus, A Bücher, H Dette Journal de la Société Française de Statistique 154 (1), 116-137, 2013 | 34 | 2013 |

A test for Archimedeanity in bivariate copula models A Bücher, H Dette, S Volgushev Journal of Multivariate Analysis 110, 121-132, 2012 | 34 | 2012 |

Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series A Bücher, JD Fermanian, I Kojadinovic Journal of Time Series Analysis 40 (1), 124-150, 2019 | 28 | 2019 |