| Statistics of extremes: theory and applications J Beirlant, Y Goegebeur, J Segers, JL Teugels John Wiley & Sons, 2006 | 3149 | 2006 |
| 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 | 951 | 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 | 851 | 2004 |
| Tail index estimation and an exponential regression model J Beirlant, G Dierckx, Y Goegebeur, G Matthys Extremes 2, 177-200, 1999 | 480 | 1999 |
| Practical analysis of extreme values J Beirlant, JL Teugels, P Vynckier (No Title), 1996 | 475 | 1996 |
| 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 | 428 | 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 | 328 | 2015 |
| Reinsurance: actuarial and statistical aspects H Albrecher, J Beirlant, JL Teugels John Wiley & Sons, 2017 | 249 | 2017 |
| Excess functions and estimation of the extreme-value index J Beirlant, P Vynckier, JL Teugels | 217 | 1996 |
| Actuarial statistics with generalized linear mixed models K Antonio, J Beirlant Insurance: Mathematics and Economics 40 (1), 58-76, 2007 | 198 | 2007 |
| Estimating the extreme value index and high quantiles with exponential regression models G Matthys, J Beirlant Statistica Sinica, 853-880, 2003 | 180 | 2003 |
| 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 | 162 | 2012 |
| On exponential representations of log-spacings of extreme order statistics J Beirlant, G Dierckx, A Guillou, C Staăricaă Extremes 5, 157-180, 2002 | 159 | 2002 |
| Estimation of the extreme-value index and generalized quantile plots J Beirlant, G Dierckx, A Guillou Bernoulli 11 (6), 949-970, 2005 | 140 | 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 | 116 | 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 | 113 | 2007 |
| Estimation of the extreme value index and extreme quantiles under random censoring J Beirlant, A Guillou, G Dierckx, A Fils-Villetard Extremes 10, 151-174, 2007 | 112 | 2007 |
| Modeling large claims in non-life insurance J Beirlant, JL Teugels Insurance: Mathematics and Economics 11 (1), 17-29, 1992 | 110 | 1992 |
| Mean-of-order p reduced-bias extreme value index estimation under a third-order framework F Caeiro, MI Gomes, J Beirlant, T de Wet Extremes 19, 561-589, 2016 | 109 | 2016 |
| Heavy-tailed distributions and rating J Beirlant, G Matthys, G Dierckx ASTIN Bulletin: The Journal of the IAA 31 (1), 37-58, 2001 | 106 | 2001 |
