Oliver Grothe

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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
Modelling fuel injector spray characteristics in jet engines by using vine copulas Journal of the Royal Statistical Society. Series C. Applied Statistics	2024-11-21	Paper
Decomposition and graphical correspondence analysis of checkerboard copulas Dependence Modeling	2024-11-20	Paper
Nonparametric estimation of multivariate quantiles Environmetrics	2024-10-28	Paper
Smooth bootstrapping of copula functionals Electronic Journal of Statistics	2022-05-11	Paper
Smooth bootstrapping of copula functionals Electronic Journal of Statistics	2022-05-11	Paper
The Gibbs sampler with particle efficient importance sampling for state-space models Econometric Reviews	2022-03-04	Paper
On the length of copula level curves Journal of Multivariate Analysis	2018-08-16	Paper
Construction and sampling of Archimedean and nested Archimedean Lévy copulas Journal of Multivariate Analysis	2015-06-18	Paper
Estimating correlation and covariance matrices by weighting of market similarity Quantitative Finance	2015-04-08	Paper
Ranking ranks: a ranking algorithm for bootstrapping from the empirical copula Computational Statistics	2015-02-18	Paper
Modeling multivariate extreme events using self-exciting point processes Journal of Econometrics	2014-08-06	Paper
A higher order correlation unscented Kalman filter Applied Mathematics and Computation	2014-06-06	Paper
Measuring association and dependence between random vectors Journal of Multivariate Analysis	2014-01-13	Paper
Vine constructions of Lévy copulas Journal of Multivariate Analysis	2014-01-10	Paper
Jump tail dependence in Lévy copula models Extremes	2013-12-02	Paper
Kendall's \(\mathcal W\) reconsidered Communications in Statistics. Simulation and Computation	2011-03-31	Paper

Research outcomes over time

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