Melanie Frick
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Expansions and penultimate distributions of maxima of bivariate normal random vectors Statistics & Probability Letters | 2014-03-05 | Paper |
| Measures of multivariate asymptotic dependence and their relation to spectral expansions Metrika | 2012-10-29 | Paper |
| Some notes on extremal discriminant analysis Journal of Multivariate Analysis | 2011-10-25 | Paper |
| Limiting distributions of maxima under triangular schemes Journal of Multivariate Analysis | 2010-11-10 | Paper |
| Event risk—Parametrization and estimation in a generalized Pareto model with time-varying thresholds Quantitative Finance | 2010-06-16 | Paper |
| Expansions of multivariate Pickands densities and testing the tail dependence Journal of Multivariate Analysis | 2009-04-21 | Paper |
| Testing the tail-dependence based on the radial component Extremes | 2009-02-28 | Paper |
Research outcomes over time
This page was built for person: Melanie Frick
