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. Annals of Statistics, Vol. 46(5), 2307-2335.

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., Volgushev, S. and Zou, N. (2018). On second order conditions in the multivariate block maxima and peak over threshold method. arXiv:1808.10828

Bücher, A., Dette, H. and Heinrichs, F. (2018). Detecting deviations from second-order stationarity in locally stationary functional time series. (PDF)

Bücher, A. and Zhou, C. (2018). A horse racing between the block maxima method and the peak-over-threshold approach. arXiv:1709.02673

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)