Dr. Axel Bücher


Ruhr-Universität Bochum
Fakultät für Mathematik
Lehrstuhl für Stochastik
Wasserstrasse 223, Raum 1.39
D-44799 Bochum

Tel.: +49(0)234 / 32 23286
Fax: +49(0)234 / 32 14559

E-Mail: axel.buecher@ruhr-uni-bochum.de


nach Vereinbarung


  • Nichtparametrische Statistik
  • Copulas
  • Mehrdimensionale Extremwerttheorie
  • Empirische Prozesse


Associate Editor für Journal of Statistical Planning and Inference



Bücher, A. and Kojadinovic, I. (2018+). A note on conditional versus joint unconditional weak convergence in bootstrap consistency results. arXiv:1706.01031. Erscheint in Journal of Theoretical Probability.

Berghaus, B. and Bücher, A. (2018+). Weak convergence of a pseudo maximum likelihood estimator for the extremal index. Erscheint in Annals of Statistics.

Bücher, A. and Segers, J. (2018). Inference for heavy tailed stationary time series based on sliding blocks. Electronic Journal of Statistics, Vol. 12(1), 1098-1125.

Bücher, A. and Segers, J. (2017). On the maximum likelihood estimator for the Generalized Extreme-Value distribution. Extremes, Vol. 20(4), 839-872.

Bücher, A., Kinsvater, P. and Kojadinovic, I. (2017). Detecting breaks in the dependence of multivariate extreme-value distributions. Extremes, Vol. 20(1), 53-89.

Berghaus, B. and Bücher, A. (2017). Goodness-of-fit tests for multivariate copula-based time series models. Econometric Theory, Vol. 33(2), 292-330.

Bücher, A., Hoffmann, M., Vetter, M. and Dette, H. (2017). Nonparametric tests for detecting breaks in the jump behaviour of a time-continuous process. Bernoulli, Vol. 23(2), 1335-1364.

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

Bücher, A., Irresberger, F. und Weiß, G. (2017): Testing asymmetry in dependence with copula-coskewness. North American Actuarial Journal, Vol. 21(2), 267-280.

Bücher, A. and Segers, J. (2017+). Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series. Erscheint in Bernoulli

Bücher, A. and Kojadinovic, I. (2016). Dependent multiplier bootstraps for non-degenerate U-statistics under mixing conditions with applications. Journal of Statistical Planning and Inference, Vol. 170, 83-105.

Bücher, A. und Kojadinovic, I.(2016). A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing. Bernoulli, Vol. 22(2), 927-968.

Bücher, A. und Kojadinovic, I. (2016). An overview of nonparametric tests of extreme-value dependence, in: Dey, D. and Yan, J: Extreme Value Modeling and Risk Analysis: Methods and Applications. Crc Press Inc, 2016, pages 377–398.

Bücher, A. (2015). A note on weak convergence of the sequential multivariate empirical process under strong mixing. Journal of Theoretical Probability, Vol. 28(3), 1028-1037.

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

Bücher, A., Kojadinovic, I., Rohmer, T. and Segers, J. (2014). Detecting changes in cross-sectional dependence in multivariate time series. Journal of Multivariate Analysis, Vol. 132, 111-128.

Bücher, A. und Segers, J. (2014). Extreme value copula estimation based on block maxima of a multivariate stationary time series. Extremes, Vol. 17(3), 495-528.

Bücher, A., Segers, J. und Volgushev, S. (2014). When uniform weak convergence fails: Empirical processes for dependence functions and residuals via epi- and hypographs. Annals of Statistics, Vol. 42(4), 1598-1634.

Bücher, A. (2014). A note on nonparametric estimation of bivariate tail dependence. Statistics & Risk Modeling, Vol. 31(2), 151-162.

Berghaus, B. und Bücher, A. (2014). Nonparametric tests for tail monotonicity. Journal of Econometrics, Vol. 180(2), 117-126.

Bücher, A. und Dette, H. (2013). Multiplier bootstrap of tail copulas – with applications. Bernoulli, Vol. 5(A), 1655-1687.

Bücher, A. und Vetter, M. (2013). Nonparametric inference on Lévy measures and copulas. Annals of Statistics, Vol. 41, 1485-1515.

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

Bücher, A. und Volgushev, S. (2013). Empirical and sequential empirical copula processes under serial dependence. Journal of Multivariate Analysis, Vol. 119, 61-70.

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

Bücher, A., Dette, H. und Volgushev, S. (2012). A test for Archimedeanity in bivariate copula models. Journal of Multivariate Analysis, Vol. 110, 121-132.

Bücher, A., Dette, H. und Wieczorek, G. (2011). Testing model assumptions in functional regression models. Journal of Multivariate Analysis , Vol. 102, 1472-1488.

Bücher, A., Dette, H. und Volgushev, S. (2011). New estimators of the Pickands dependence function and a test for extreme-value dependence. Annals of Statistics, Vol. 39, No. 4, 1963-2006.

Bücher, A. und Dette, H. (2010). A note on bootstrap approximations for the empirical copula process. Statistics and Probability Letters, Vol. 80, 1925-1932.

Bücher, A. und Dette, H. (2010). Some comments on goodness-of-fit tests for the parametric form of the copula based on L2-distances. Journal of Multivariate Analysis, Vol. 101, 749-763.


Bücher, A., Fermanian, J.-D. and Kojadinovic, I. (2017). Combining cumulative sum change-point detection tests for assessing the stationarity of univariate time series. arXiv:1709.02673

Bücher, A., El Ghouch, A. and Van Keilegom, I. (2014). Single-index quantile regression models for censored data. (PDF)


Bücher, A. (2011). Statistical Inference for Copulas and Extremes. (PDF)