List of publications
   
  Monographs
 
8. Mathematische Statistik
Springer-Lehrbuch Masterclass.
Springer 2014
7. Mathematical Risk Analysis
Dependence, Risk Bounds, Optimal Allocations and Portfolios.
Springer 2013
6. Mass Transportation Problems.
Vol. II: Applications.
Coauthor: S. T. Rachev.
Springer 1998
5. Mass Transportation Problems.
Vol. I: Theory
Coauthor: S. T. Rachev.
Springer 1998
4. Distributions with Fixed Marginals and Related Topics.
Coauthors: B. Schweizer, D. Taylor.
IMS Lecture Notes - Monograph Series Vol. 28 (1996)
3. Asymptotische Statistik.
Skripten zur Mathematischen Statistik 13, Univ. Münster 1987.
Neuauflage: Teubner Skripten zur Mathematischen Stochastik, 1988
2. Vergleich von Zufallsvariablen bzgl. integralinduzierter Anordnungen.
Habilitationsschrift, RWTH Aachen, 1980
1. Verteilungskonvergenz in Φ-mischenden Prozessen mit Anwendungen für Order- und Rangstatistiken.
Dissertation 1974, Hamburg
   
  Articles
 
196. Cost-effciency in multivariate Lévy models. Coauthor: V. Wolf. Preprint (November 2014). Submitted to: Dependence and Risk Modelling. (pdf)
195. On the method of optimal portfolio choice by cost-efficiency. Coauthor: V. Wolf. Preprint (2014). (pdf)
194. How robust is the Value-at-Risk of credit risk portfolios? Coauthors: C. Bernard, S. Vanduffel and J. Yao. Preprint (Septermber 2014) (pdf)
193. Reducing model risk via positive and negative dependence assumptions. Coauthors: V. Bignozzi and G. Puccetti. To appear in: Insurance: Mathematics and Economics (2014). (pdf)
192. Conditional limit theorems for random excursions. Coauthor: J.Kühn. (April 2014). (pdf)
191. Comparison of time-inhomogeneous Markov processes. Coauthors: A. Schnurr and V. Wolf. Preprint (2014). (pdf)
190. Portfolio optimization for heavy-tail assets: Extreme Risk Index vs. Markowitz. Coauthors: G. Mainik and G. Mitov. Preprint (2013). (pdf)
189. Construction of cost-efficient self-quanto calls and puts in exponential Lévy models. Coauthors: E.A.v. Hammerstein, E. Lütkebohmert and V. Wolf. Proceedings AFMATH Conference 2014. (pdf)
188. An Academic Response to Basel 3.5. Coauthors: P. Embrechts, G. Puccetti, R. Wang and A. Beleraj. Risks 2 (1) (2014), 25-48. (doi:10.3390/risks2010025)
187. Value-at-Risk bounds with variance constraints. Coauthors: C. Bernard and S. Vanduffel. Preprint (October 2013). (pdf)
186. Optimal claims with fixed payoff structure. Coauthors: C. Bernard and S. Vanduffel. Preprint (2013; version: May 2014) (pdf). To appear in: Journal Appl.Probab.
185. Optimal payoffs under state-dependent constraints. Coauthors: C. Bernard, F. Moraux and S. Vanduffel. Preprint (June 2014) (pdf). To appear in: Quantiative Finance.
184. Optimality of payoffs in Lévy models. Coauthors: E. A. v. Hammerstein, E. Lütkebohmert and V. Wolf. Preprint (May 2013) (pdf). International Journal of Theoretical and Applied Finance 17 (6), 1450041 (2014). (doi: 10.1142/S0219024914500411)
183. Optimal risk allocation for convex risk functionals in general domains. Coauthor: S. Kiesel. Preprint (2013) (pdf). To appear in: Statistics & Risk Modelling (2014).
182. On the optimal reinsurance problem. Coauthor: S. Kiesel. Preprint (2013) (pdf). Applicationes Mathematicae 40 (3) (2013), 259-280. (doi:10.4064/am40-3-1)
181. Computation of sharp bounds on the expected value of a supermodular function of risks with given marginals. Coauthor: G. Puccetti. Preprint (2012; version: March 2013) (pdf). Communications in Statistics-Simulation and Computation 44 (2015), 705-718. (DOI:10.1080/03610918.2013.791368)
180. Asymptotic equivalence of conservative VaR- and ES-based capital charges. Coauthor: G. Puccetti. Preprint (2012; version: July 2013). Journal of Risk 15 (2014), 1-19. (pdf)
179. Model uncertainty and VaR aggregation. Coauthors: P. Embrechts and G. Puccetti. Preprint (2012). Journal Banking and Finance 37 (8) (2013), 2750–2764 (pdf)
178. Sharp bounds for sums of dependent risks. Coauthor: G. Puccetti. Preprint (2011). J. Appl. Probab. 50 (1) (2013), 42-53 (pdf)
177. Risk bounds, worst case dependence and optimal claims and contracts. Preprint (2011). Proceedings of the AFMATH Conference, Brussels (2012), 23-36 (pdf)
176. Optimal multiple stopping with sum-payoff. Coauthor: A. Faller. ТВП 57 (2) (2012), 384–395. (Teor. Veroyatnost. i Primenen. 57 (2) (2012), 384–395). (pdf)
DOI: 10.4213/tvp4455, Mi tvp4455
175. Bounds for joint portfolios of dependent risks. Coauthor: G. Puccetti. Statistics & Risk Modeling 29 (2) (2012), 107-132 (pdf)
174. Approximative solutions of best choice problems. Coauthor: A. Faller. Electronic J. Probab. 17 (54) (2012), 1-22 (pdf)
173. Computation of sharp bounds on the distribution of a function of dependent risks. Coauthor: G. Puccetti. J. Comp. Appl. Math. 236 (7) (2012), 1833-1840 (pdf)
172. On optimal stationary couplings between stationary processes. Coauthor: T. Sei. Electronic J. Probab. 17 (2012) 1-20 (pdf)
171. Ordering of multivariate probability distributions with respect to extreme portfolio losses. Coauthor: G. Mainik. Statistics & Risk Modeling 29 (2012), 73-105 (pdf)
Oldenbourg Verlag.
170. Comparison of Markov processes via infinitesimal generators. Coauthor: V. Wolf. Statistics & Decisions, 28 (2) (2011), 151-168 (pdf)
169. On approximative solutions of multistopping problems. Coauthor: A. Faller. Annals Appl. Probability 21 (2011), 1965-1993 (pdf)
168. Limit theorems for depths and distances in weighted random b-ary recursive trees. Coauthor: G. O. Munsonius. Journal Appl. Probab. 48 (2011), 1060-1089 (pdf)
167. On optimal allocation of risk vectors. Coauthor: S. Kiesel. (pdf), Insurance: Mathematics and Economics 47 (2010), 167-175, (DOI 10.1016/j.insmatheco.2010.05.005)
166. On approximative solutions of optimal stopping problems. Coauthor: A. Faller. Advances Appl. Probab. 43 (2011), 1086-1108 (pdf)
165. Worst case portfolio vectors and diversification effects. Preprint (March 2010; version: Sept. 2009), Finance and Stochastics 16 (2012), 155-175. (pdf)
164. On the perception of time. Coauthor: F. T. Bruss. Gerontology 56, 2010, 361-370
163. On optimal portfolio diversification with respect to extreme risks. Coauthor: G. Mainik. Finance and Stochastics 14 (2010), 593-623, DOI: 10.1007/s00780-010-0122-z
162. Characterization of optimal risk allocations for convex risk functionals. Coauthor: S. Kiesel. Statistics and Decisions 26 (2008), 303-319, (DOI 10.1524/stnd.2008.1001)
161. Optimal stopping of integral functionals and a "no-loss" free boundary formulation. Coauthors: D. Belomestny and M. Urusov. Theory Probab. Appl. 54 (2010), 14-28, DOI 10.1137/S0040585X97983961
160. Note on the weighted internal path length of b-ary trees. Coauthor: E.-M. Schopp. Discrete Mathematics and Theoretical Computer Science 9 (2007), 1-6
159. On convex risk measures on Lp-spaces. Coauthor: M. Kaina. Mathematical Methods in Operations Research (MMR) 69 (2009), 475-495, DOI 10.1007/s00186-008-0248-3
158. On the distributional transform, Sklar's Theorem, and the empirical copula process. Journal of Statistical Planning and Inference 139 (2009), 3921-3927 (pdf)
157. On a comparison result for Markov processes. Journal Applied Probability 45 (2008), 279-286
156. On comonotonicity of Pareto optimal risk sharing. Coauthor: M. Ludkovski. Statistics and Probability Letters 78 (2008), 1181-1188
155. Comparison results for path-dependent options. Coauthor: J. Bergenthum. Statistics and Decisions 26 (2008), 53-72
154. On a class of optimal stopping problems for diffusions with discontinuous coefficients. Coauthor: M. Urusov. Ann. Appl. Probability 18 (2008), 847-878
153. Some convex ordering criteria for Lévy processes. Coauthor: J. Bergenthum. Advances Data Analysis Classification 1 (2007), 143-173
152. Ordering of insurance risk. In: Encyclopedia of Quantitative Risk Analysis and Assessment Vol. 3, Eds.: Edward L. Melnick, Brian S. Everitt, Wiley (2008)
151. Monge-Kantorovich transportation problem and optimal couplings. Jahresbericht der DMV 109 (2007), 113-137
150. Risk measures for portfolio vectors and allocation of risk. Preprint (2005). In: Risk Assessment: Decisions in Banking and Finance, Eds: G. Bol, S. T. Rachev, R. Würth, Springer/Physica-Verlag (2009), 153-164
149. A limit theorem for recursively defined processes in Lp. Coauthor: K. Eickmeyer. Statistics and Decisions 25 (2007), 217-236
148. Exponential bounds and tails for additive random recursive sequences. Coauthor: E.-M. Schopp. Discrete Mathematics and Theoretical Computer Science 9 (2007), 333-352
147. Exponential tail bounds for max-recursive sequences. Coauthor: E.-M. Schopp. Electronic Comm. Probab. 11 (2006), 266-277
146. Law invariant convex risk measures for portfolio vectors. Statistics & Decisions 24 (2006), 97-108
145. On the optimal risk allocation problem. Coauthor: C. Burgert. Statistics & Decisions 24 (2006), 153-171
144. Consistent risk measures for portfolio vectors. Coauthor: C. Burgert. Insurance: Mathematics and Economics 38 (2006), 289-297
143. Allocation of risks and equilibrium in markets with finitely many traders. Coauthor: C. Burgert. Preprint (2005). Insurance: Mathematics and Economics 42 (2008), 177-188
142. Comparison of Semimartingales and Lévy Processes. Coauthor: J. Bergenthum. Annals of Probability 35(1) (2007), 228-254
141. On stochastic recursive equations of sum- and max-type. Journal Appl. Probab. 43 (2006), 687-703
140. Optimal consumption strategies under model uncertainty. Coauthor: C. Burgert. Statistics & Decisions 23 (2005), 1-14
139. Comparison of option prices in semimartingale models. Coauthor: J. Bergenthum. Finance and Stochastics 10 (2006), 222-249
138. A Markov chain algorithm for Eulerian orientations of planar triangular graphs. Coauthor: J. Fehrenbach. In: Mathematics and Computer Science III Algorithms, Trees, Combinatorics and Probabilities. Eds: M. Drmota et al., Birkhäuser (2004), 429-440
137. Analysis of Markov chain algorithms on spanning trees, rooted forests and connected subgraphs. Coauthor: J. Fehrenbach. Applicationes Mathematicae 37 (2005), 341-365
136. Comparison of multivariate risks and positive dependence. Journal of Applied Probability 41 (2004), 391-406
135. Markov chain algorithms for Eulerian orientations and 3-colourings of 2-dimensional Cartesian grids. Coauthor: J. Fehrenbach. Statistics & Decisions 22 (2004), 109-130
134. Analysis of algorithms by the contraction method: additive and max-recursive sequences. Coauthor: R. Neininger. In: Interacting Stochastic Systems, Eds. J. Deuschel, A. Greven, Springer (2005), 435-449
133. Multivariate aspects of the contraction method. Coauthor: R. Neininger. Discrete Mathematics & Theoretical Computer Science 8 (2006), 31-56
132. Optimal stopping and cluster point processes. Coauthor: R. Kühne. Statistics & Decisions 21 (2003),  261-282
131. Stochastic ordering of risks, influence of dependence and a.s. constructions. In: Advances on Models, Characterizations and Applications. Eds: N. Balakrishnan, I. G. Bairamov, O. L. Gebizlioglu, Chapman & Hall/CRC Press (2005), 19-56
130. Nonparametric estimation of regression functions in point process models. Coauthor: S. Döhler. Statistical Inference for Stochastic Processes 6 (2003), 291-307
129. On the contraction method with degenerate limit equation. Coauthor: R. Neininger. Annals of Probability 32 (2004), 2838-2856
128. A consistency result in general censoring models. Coauthor: S. Döhler. Statistics 37 (2003), 205-216
127. A general limit theorem for recursive algorithms and combinatorial structures. Coauthor: R. Neininger. Annals of Applied Probability 14 (2004), 378-418
126. On adaptive estimation by neural net type estimators. Coauthor: S. Döhler. In: Nonlinear Estimation and Classification, Lecture Notes in Statistics, Vol. 171 (2003), 381-392, Springer, Ed: D. D. Denison, M. H. Hansen, C. C. Holmes, B. Mallick, and B. Yu
125. Rates of convergence for Quicksort. Coauthor: R. Neininger. Journal of Algorithms 44 (2002), 52-62
124. On upper and lower prices in discrete time models. Proc. Steklov Math. Inst. 237 (2002), 134-139
123. On the optimal stopping values induced by general dependence structures. Coauthor: A. Müller. J. Appl. Probab. 38 (2001), 672-684
122. Minimal distance martingale measures and optimal portfolios consistent with observed market prices. Coauthor: T. Goll. In: Stoch. Processes and Related Topics (2002), 141-154, Taylor & Francis, Stochastics Monographs. Eds: R. Buckdahn, H.J. Engelbert, and M. Yor
121. Approximate optimal stopping of dependent sequences. Coauthor: R. Kühne. Theory of Probability and Its Applications 48(3) (2003), 465-480
120. Adaptive estimation of hazard functions. Coauthor: S. Döhler. Probability and Math. Statistics 22 (2002), 355-379
119. An approximation result for nets in functional estimation. Coauthor: S. Döhler. Statistics & Probability Letters 52 (2001), 373-380
118. Wie schnell verfliegt die Zeit. Coauthor: T. Bruss. Spektrum der Wissenschaft 5 (2001), 110-113
117. Variance minimization and random variables with constant sum. Coauthor: L. Uckelmann. Distributions with given marginals. Eds.: Cuadras, et al., Kluwer (2002), 211-222
116. Expansion of transition distributions of Lévy processes in small time. Coauthor: J. H. C. Woerner. Bernoulli 8 (2002), 81-96
115. On the weighted Euclidean matching problem in R d dimensions. Coauthor: B. Anthes. Applicationes Mathematicae 28 (2001), 181-190
114. Minimax and minimal distance martingale measures and their relationship to portfolio optimization. Coauthor: T. Goll. Finance and Stochastics 5 (2001), 557-581
113. Limit laws for partial match queries in quadtrees. Coauthor: R. Neininger. Annals Appl. Probability 11 (2001), 452-469
112. Numerical and analytical results for the transportation problem of Monge-Kantorovich. Coauthor: L. Uckelmann. Metrika 51 (2000), 245-258
111. The switching problem and conditionally specified distributions. Coauthor: T. Bruss. Mathem. Scientist 25 (2000), 47-53
110. Selfsimilar fractals and selfsimilar random fractals. Coauthor: J. R. Hutchinson. Fractal Geometry and Stochastics II. Eds: C. Bandt, S. Graf, M. Zähle. Birkhäuser (1999), 109-124
109. On optimal two-stopping problems. Coauthor: R. Kühne. In: Limit Theorems in Probability and Statistics II. Eds.: Berkes, et al. (1999), 261-271.
108. The contraction method for recursive algorithms. Coauthor: U. Rösler. Algorithmica 29 (2001), 3-33
107. On the n-coupling problem. Coauthor: L. Uckelmann. Journal Mult. Anal. 81 (2002), 242-258
106. On a best choice problem for discounted sequences. Coauthor: R. Kühne. Theory Probab. Appl. 45 (2000), 673-677
105. Convergence of two-dimensional branching recursions. Coauthor: M. Cramer. Journal Computational Appl. Math. 130 (2001), 53-73
104. On the internal path length of d-dimensional quadtrees. Coauthor: R. Neininger. Random Structures and Algorithms 15 (1999), 25-41
103. Optimal stopping with discount and observation costs. Coauthor: R. Kühne. Journ. Appl. Probab. 37 (2000), 64-72
102. Approximation of optimal stopping problems. Coauthor: R. Kühne. Stochastic Processes Appl. 90 (2000), 301-325
101. Test on association of multivariate stable vectors. Coauthors: S. Mittnik, S. T. Rachev. Mathematical and Computer Modelling 29 (1999), 181-195
100. Stochastic analysis of partitioning algorithms for matching problems. Coauthor: G. Sachs. Journal Appl. Probab. 37 (2000), 494-503
99. Random fractals and probability metrics. Coauthor: J. Hutchinson. Advances of Appl. Probab. 32 (2000), 925-947
98. Random fractal measures via the contraction method. Coauthor: J. Hutchinson. Indiana Univ. Math J. 47 (1998), 471-488
97. Stochastik - eine interdisziplinäre Wissenschaft. In: Überblicke Mathematik (1998), 108-127, Vieweg-Verlag
96. Comparison of estimators in stable models. Coauthor: R. Höpfner. Mathematical and Computer Modelling 29 (1999), 145-160 (DOI: 10.1016/S0895-7177(99)00098-9)
95. On the Monge-Kantorovich duality theorem. Coauthor: D. Ramachandran. Theory of Probability and Its Applications 45 (2000), 350-356
94. Assignment models for constrained marginals and restricted markets. Coauthor: D. Ramachandran. Distributions with given marginals. Eds: Cuadras, et al., Kluwer (2002), 195-209
93. An extension of the nonatomic assignment model. Coauthor: D. Ramachandran. In: Alkan, Aliprantes, and Yannelis. Current Trends in Economics. Studies in Economic Theory 8 (1999), 405-412
92. On optimal multivariate couplings. Coauthor: L. Uckelmann. In Proceedings of Prague 1996 conference on marginal problems. Eds.: V. Benes, I. Stepan. Kluwer (1997), 261-274
91. Duality theorems for assignments with upper bounds. Coauthor: D. Ramachandran. In Proceedings of Prague 1996 conference on marginal problems. Eds.: V. Benes, I. Stepan. Kluwer (1997), 283-290
90. Karhunen class processes forming a basis. Coauthor: J. Michalek. Transactions of the 12th Prague Conference (1994), 158-160
89. Analysis of recursive algorithms by the contraction method. Coauthor: M. Cramer. In: Athen's conference on Appl. Probability and Time Series. Eds.: Heyde, et al., Lecture Notes in Statistics 114 (1996), 18-33
88. Mass transportation problems in probability theory. Coauthors: J. Cuesta, C. Matran, S. T. Rachev. Mathematical Scientist 21 (1996), 34-72
87. Duality and perfect probability spaces. Coauthor: D. Ramachandran. Trans. Amer. Math. Soc. 124 (1996), 2223-2228
86. Convergence of a branching type recursion. Coauthor: M. Cramer. Ann. Institute Henri Poincaré: 32 (1996), 725-741
85. On c-optimal random variables. Statistics and Prob. Letters 27 (1996), 267-270
84. A general duality theorem for marginal problems. Coauthor: D. Ramachandran. Prob. Theory Rel. Fields 101 (1995), 311-319
83. Optimal solutions of multivariate coupling problems. Applicationes Mathematicae 23 (1995), 325-338
82. On constrained transportation problems. Coauthor: S. T. Rachev. Proceedings of 32 IEEE Conference Decision and Control, Vol. 3 (1994), 2896-2900
81. Developments on Fréchet bounds. IMS Lecture Notes 28 (1996), 273-296
80. Closedness of sum spaces and the generalized Schrödinger problem. Coauthor: W. Thomsen. Theory Probab. Appl. 42 (1998), 483-494. (pdf)
79. Convergence of the iterative proportional fitting procedure. Ann. Statist 23 (4) (1995), 1160-1174. (pdf)
78. Propagation of chaos and contraction of stochastic mappings. Coauthor: S. T. Rachev. Siberian Advances in Mathematics 1 (1994), 114-150 (ps, pdf)  
77. Models for option pricing. Coauthor: S. T. Rachev. Theory Probab. Applications 39 (1994), 150-199
76. Limit theorems for recursive algorithms. Coauthors: P. Feldmann, S. T. Rachev. J. Comp. Appl. Mathematics 56 (1995), 169-182
75. On solutions of stochastic differential equations and probability metrics. Coauthor: S. T. Rachev. Angew. Math. Inform. 9 (1992), 14 pg.
74. A remark on the spectral domain of nonstationary processes. Coauthor: J. Michalek. Stochastic Processes Applications 53 (1994), 55-64
73. Note on the Schrödinger equation and I-projections. Coauthor: W. Thomsen. Statistics and Prob. Letters 17 (1993), 369-375 (pdf)
72. Optimal coupling of multivariate distributions and stochastic processes. Coauthors: J. A. Cuesta-Albertos, A. Tuero-Diaz. J. Multivariate Analysis 46 (1993), 335-361 (http://dx.doi.org/10.1006/jmva.1993.1064)
71. On regression representation of stochastic processes. Coauthor: de Valk. Stoch. Processes and its Applications 46 (1993), 183-198
70. Limiting distribution of the collision resolution interval. Coauthors: P. Feldman, S. T. Rachev. Statistica Neerlandica 51 (1997), 1-22
69. On the rate of convergence in the CLT w.r.t. the Kantorovich metric. Coauthor: S. T. Rachev. In: Proceedings on Probability on Banach spaces. Eds.: J. Kuelbs, M. Marcus. Aarhus (1994), 193-208
68. Differentiability of point process models and asymptotic efficiency of differentiable functionals. Coauthor: R. Holtrode. Statistics 24 (1993), 17-42 (Preprint 1991 (pdf), DOI: 10.1080/02331888308802387)
67. A new ideal metric with applications to stable limit theorems, summability methods and compound Poisson approximation. Coauthor: S. T. Rachev. Prob. Theory Rel. Fields 94 (1992), 163-188
66. Probability metrics and recursive algorithms. Coauthor: S. T. Rachev. Adv. Appl. Prob. 27 (1995), 770-799
65. Fréchet bounds and their applications. In: Advances in Probab. Distributions with given Marginals. Eds.: G. Dall'Aglio, Kotz and Salinetti, (1991), 151-188
64. Stochastic ordering of likelihood ratios and partial sufficiency. Statistics 21 (1991), 551-558
63. On the Cox, Ross and Rubinstein model for option prices. Coauthor: S. T. Rachev. In: Proceeding of Conference in Financial Mathematics, Mexico (1994), 25 pg.
62. Solution of some transportation problems with relaxed and additional constraints. Coauthor: S. T. Rachev. SIAM Control and Optimization  32 (1994), 673-689 (pdf)
61. Completeness in location and point process models. In: Proc. of 11th Prague Conference (1990), 323-329
60. Completeness in location families. Coauthor: M. Isenbeck. Probability and Math. Statistics 13 (1992), 321-343 (pdf)
59. Uniformities for the convergence in law and in Probability. Coauthors: S. T. Rachev, A. Schief. J. Theor. Prob. 5 (1992), 33-44 (pdf)
58. Recent results in the theory of probability metrics. Coauthor: S. T. Rachev. Statistics and Decisions 9 (1991), 327-373
57. Identifiability of transformed observations. Statistics and Decisions 9 (1991), 139-150
56. Conditional variability orderings of distributions. Coauthor: C. Metzger. Ann. O. R. 32 (1991), 127-140
55. On conditional stochastic ordering of distributions. Adv. Appl. Prob. 23 (1991), 46-63 (DOI: 10.2307/1427511)
54. Bounds for distributions with multivariate marginals. In: Stochastic Orders and Decisions, Eds.: K. Mosler, M. Scarsini. IMS Lecture Notes 19 (1991), 285-310
53. A characterization of random variables with minimum L2-distance. Coauthor: S. T. Rachev. J. Mult. Analysis 32 (1990), 48-54
52. On the construction of almost surely convergent random variables. Coauthors: S. T. Rachev, A. Schief. Angewandte Mathematik und Informatik 10 (1988)
51. Rate of convergence for sums and maxima and doubly ideal metrics. Coauthor: S. T. Rachev. Theory Prob. Appl. 37 (1992), 276-289 (pdf)
50. Approximate independence of distributions on spheres and their stability properties. Coauthor: S. T. Rachev. Ann. Probability 19 (1991), 1311-1337 (pdf)
49. Approximation of sums by compound Poisson distributions w.r.t. stop loss distances. Coauthor: S. T. Rachev. Adv. Appl. Probab. 22 (1990), 350-374
48. A counterexample to a.s. constructions. Coauthor: S. T. Rachev. Statistics and Prob. Letters 9 (1990), 307-309
47. Statistical inference for random sampling processes. Stochastic Processes and its Appl. 32 (1989), 129-140
46. Statistical models defined by sufficiency. Prob. and Math. Statist. 10 (1989), 179-189
45. Estimation in random translation models. Statistics 21 (1990), 45-55
44. On random translation models. Statistics and Prob. Letters 7 (1989), 361-367
43. Maximintests for neighbourhoods caused by dependence. In: Proceedings of the first world congress of the Bernoulli Society in Tashkent, 1986, 5 pg.
42. A transformation property of minimal metrics. Coauthor: S. T. Rachev. Theory Prob. Appl. 35 (1990), 131-137
41. On symmetric funtions of k-variables. Stud. Scient. Math. Hungarica 23 (1988), 203-213
40. Unbiased estimation of von Mises functionals. Statistics and Prob. Letters 5 (1987), 287-292
39. Complete and symmetrically complete families of distributions. Coauthor: A. Mandelbaum. Ann. Statist. 15 (1987), 1229-1244
38. Estimation in the presence of nuisance parameters. In: Contributions to Stochastics, Ed.: W. Sendler (1987), 190-201
37. On attainable distribution and classification vectors. J. Stat. Planning and Inference 15 (1987), 259-265
36. Projection of probability measures. Statistics 18 (1987), 123-129
35. Unbiased estimation and local structure. Proceedings of the 5th Pannonian Symposium in Visegrad (1985), 295-306
34. Unbiased estimation in nonparametric classes of distributions. Statistics & Decisions 5 (1987), 89-104
33. Monotonicity and unbiasedness of tests via a.s. constructions. Statistics 17 (1986), 221-230
32. Construction of multivariate distribution with given marginals. Ann. Inst. Stat. Math. 37 (1985), 225-232
31. The Wasserstein metric and strong approximation. Zeitschrift W.-theorie 70 (1985), 117-129
30. Two remarks on order statistcs. J. Stat. Planning and Inference 11 (1985), 71-74
29. Robust tests against dependence. Probability and Math. Statistics 6 (1985), 1-10
28. On the existence of probability measures with given marginals. Coauthor: N. Gaffke. Statistics & Decisions 2 (1984), 163-174 (pdf)
27. On the minimum discrimination information theorem. In: Statistics & Decisions, Supplement Issue 1 (1984), 263-283. (pdf)  
Oldenbourg Wissenschaftsverlag, München (http://statistics-international.de)
26. Conservation of UMP-resp. maximin property of statistical tests under extensions of probability measures. Coauthor: D. Plachky. Proceedings of the Colloquium on Goodness of Fit, Debrecen (1984), 439-457
25. Projections and iterative procedures. In: Proceedings Sixth Intern. Symp. on Multivariate Analysis, Pittsburgh. Ed.: P. R. Krishnaiah (1985), 485-493 (pdf)
24. Essential completeness of monotone tests and estimators. Math. Operationsforschung, Series Stat. 14 (1983), 243-250
23. On the multidimensional assignment problem. Zeitschrift für Operations Research, Serie A 47 (1983), 107-113 (pdf)  
22. Solution of a statistical optimization problem by rearrangement methods. Metrika 30 (1983), 55-61 (pdf)
21. Comparison of percolation probabilities. J. Appl. Prob. 19 (1982), 864-868
20. Random variables with maximum sums. Adv. Appl. Prob. 14 (1982), 623-632 (JSTOR)
19. On the gain in power when using additional observations. Coauthor: O. Krafft. Communications in Stat., Theor. Meth. 11 (1982), 787-800
18. Characterization of dependence concepts for the normal distribution. Ann. Inst. Stat. Math. 33 (1981), 347-359 (pdf)
17. Sharpness of Fréchet-bounds. Zeitschrift für Wahrscheinlichkeitstheorie 57 (1981), 293-302 (pdf)
16. The equivalence of two node-conditions in bipartite graphs. Zeitschrift für Operations Research, Ser. A, Vol. 45 (1981), 175-177
15. Weak association of random variables. J. Mult. Anal. 11 (1981), 448-451
14. On a class of extremal problems in statistics. Coauthor: N. Gaffke. Math. Operationsforschung Statist., Series Optimization, Vol. 12 (1981), 123-135 (pdf)
13. Stochastically ordered distributions and monotonicity of the OC of an SPRT. Math. Operationsforschung, Series Statistics, Vol. 12 (1981), 327-338
12. Note on semicontinuous functions. Studia Sci. Math. Hung. 15 (1980), 147-149
11. Ordering of distributions and rearrangement of functions. Ann. of Prob. 9 (1980), 276-283 (pdf)
10. Weak convergence of multiparameter weighted empirical processes. In: ''Statistique non Paramétrique Asymptotique''. Ed. J. P. Raoult. Lecture Notes in Mathematics (1980), 86-94
9. Inequalities for the expectation of Δ-monotone functions. Zeitschrift für Wahrscheinlichkeitstheorie 54 (1980), 341-349 (pdf)  
8. On generalizations of the marriage theorem and balancing of block designs. Calcutta Statistical Association Bulletin 29 (1980), 95-97
7. Consistency of estimators for multivariate density functions and for the mode. Sankhya, Serie A, Vol. 39 (1977), 243-250
6. On two marked point processes. J. Appl. Prob. 14 (1977), 320-327
5. On Wilks' distribution-free confidence intervals for quantile intervals. Coauthor: R. D. Reiss. J. Am. Stat. Ass. 71 (1976), 940-944
4. Asymptotic distributions of multivariate rank order statistics. Ann. Statist. 4 (1976), 912-923 (pdf)
3. Hypotheses generating groups for testing multivariate symmetry. Ann. Statist. 4 (1976), 791-795
2. On one sample rank order statistics for dependent random variables. Transact. 7th Prague Conference (1974), 449-456
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