Research interests:

  • Statistics of Extremes
  • Asymptotic Statistics
  • Non-Parametric Statistics
  • Probabilistic forecast of extreme events


  • Parametric and non-parametric estimation of extreme earthquake event: the joint tail inference for mainshocks and aftershocks, with Phyllis Wan and Gamze Ozel, submitted.
  • Improving precipitation forecasts using extreme quantile regression, with Jasper Velthoen, Geurt Jongbloed, and Maurice Schmeits, accepted for publication in Extremes (2019).
  • Estimation of the marginal expected shortfall under asymptotic independence, with Eni Musta, Scandinavian Journal of Statistics (2019).
  • A high quantile estimator based on the log-Generalised Weibull tail limit, with C. de Valk, Econometrics and Statistics (2017).
  • Modified marginal expected shortfall under asymptotic dependence, with V. Chavez-Demoulin and A. Guillou, Biometrika 104 (2017).
  • Estimating the age of Risso’s dolphins (Grampus griseus) based on skin appearance, with K.L. Hartman, A. Wittich , F. H. van der Meulen and J.M.N. Azevedo, Journal of Mammalogy 97 (2016).
  • Estimation of MES: the mean when a related variable is extreme, with John H.J. Einmahl, Laurens de Haan and Chen Zhou, Journal of the Royal Statistical Society: Series B, 77 (2015).
  • Bias correction in extreme value statistics with index around zero, with Laurens de Haan and Chen Zhou, Extremes 16 (2013).
  • Environmental data: multivariate Extreme Value Theory in practice, with Anne-Laure Fougères and Cécile Mercadier, a Journal de la Société Française de Statistique 154 (2013).
  • Estimation of extreme risk regions under multivariate regular variation, with John H.J. Einmahl and Laurens de Haan, Annals of Statistics 39 (2011).
  • Nonlinear wavelet density estimation for truncated and dependent observations, with Han-Ying Liang, International Journal of Wavelets, Multiresolution and Information Processing 9 (2011).

  • Grant

  • NWO – TTW (open technology project) : Probabilistic forecasts of extreme weather utilizing advanced methods from extreme value theory

  • PhD Thesis

  • Estimation concerning risk under extreme value conditions, 2012.