| Statistics of extremes: theory and applications J Beirlant, Y Goegebeur, J Segers, JL Teugels John Wiley & Sons, 2004 | 2778 | 2004 |
| Nonparametric entropy estimation: An overview J Beirlant, EJ Dudewicz, L Györfi, EC Van der Meulen International Journal of Mathematical and Statistical Sciences 6 (1), 17-39, 1997 | 873 | 1997 |
| A conditional approach for multivariate extreme values (with discussion) JE Heffernan, JA Tawn Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2004 | 725 | 2004 |
| Practical analysis of extreme values J Beirlant, JL Teugels, P Vynckier Leuven University Press, 1996 | 445 | 1996 |
| Tail index estimation and an exponential regression model J Beirlant, G Dierckx, Y Goegebeur, G Matthys Extremes 2, 177-200, 1999 | 443 | 1999 |
| Tail index estimation, pareto quantile plots regression diagnostics J Beirlant, P Vynckier, JL Teugels Journal of the American statistical Association 91 (436), 1659-1667, 1996 | 406 | 1996 |
| Obg and membrane depolarization are part of a microbial bet-hedging strategy that leads to antibiotic tolerance N Verstraeten, WJ Knapen, CI Kint, V Liebens, B Van den Bergh, ... Molecular cell 59 (1), 9-21, 2015 | 271 | 2015 |
| Excess functions and estimation of the extreme-value index J Beirlant, P Vynckier, JL Teugels Bernoulli, 293-318, 1996 | 209 | 1996 |
| Reinsurance: actuarial and statistical aspects H Albrecher, J Beirlant, JL Teugels John Wiley & Sons, 2017 | 174 | 2017 |
| Estimating the extreme value index and high quantiles with exponential regression models G Matthys, J Beirlant Statistica Sinica, 853-880, 2003 | 171 | 2003 |
| Actuarial statistics with generalized linear mixed models K Antonio, J Beirlant Insurance: Mathematics and Economics 40 (1), 58-76, 2007 | 166 | 2007 |
| On exponential representations of log-spacings of extreme order statistics J Beirlant, G Dierckx, A Guillou, C Staăricaă Extremes 5, 157-180, 2002 | 154 | 2002 |
| An overview and open research topics in statistics of univariate extremes J Beirlant, F Caeiro, MI Gomes REVSTAT-Statistical Journal 10 (1), 1–31-1–31, 2012 | 146 | 2012 |
| Estimation of the extreme-value index and generalized quantile plots J Beirlant, G Dierckx, A Guillou Bernoulli 11 (6), 949-970, 2005 | 124 | 2005 |
| Universal smoothing factor selection in density estimation: theory and practice D Devroye, J Beirlant, R Cao, R Fraiman, P Hall, MC Jones, G Lugosi, ... Test 6, 223-320, 1997 | 117 | 1997 |
| A robust estimator for the tail index of Pareto-type distributions B Vandewalle, J Beirlant, A Christmann, M Hubert Computational Statistics & Data Analysis 51 (12), 6252-6268, 2007 | 104 | 2007 |
| Modeling large claims in non-life insurance J Beirlant, JL Teugels Insurance: Mathematics and Economics 11 (1), 17-29, 1992 | 99 | 1992 |
| Estimation of the extreme value index and extreme quantiles under random censoring J Beirlant, A Guillou, G Dierckx, A Fils-Villetard Extremes 10 (3), 151, 2007 | 96 | 2007 |
| Estimating catastrophic quantile levels for heavy-tailed distributions G Matthys, E Delafosse, A Guillou, J Beirlant Insurance: Mathematics and Economics 34 (3), 517-537, 2004 | 91 | 2004 |
| Adaptive threshold selection in tail index estimation G Matthys, J Beirlant Extremes and Integrated Risk Management, 37-49, 2000 | 88 | 2000 |
