Aleksey Min

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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!

PublicationDate of PublicationType
Testing for equality between conditional copulas given discretized conditioning events
The Canadian Journal of Statistics
2024-01-22Paper
A corrected Clarke test for model selection and beyond
Journal of Econometrics
2023-06-09Paper
Stationary vine copula models for multivariate time series
Journal of Econometrics
2022-04-01Paper
Stationary vine copula models for multivariate time series
Journal of Econometrics
2022-03-16Paper
On tests for symmetry and radial symmetry of bivariate copulas towards testing for ellipticity
Computational Statistics
2021-11-23Paper
Detecting departures from meta-ellipticity for multivariate stationary time series
Dependence Modeling
2021-10-22Paper
Maximum likelihood estimation of mixed C-vines with application to exchange rates
Statistical Modelling
2020-10-08Paper
Testing for equality between conditional copulas given discretized conditioning events
The Canadian Journal of Statistics
2020-08-21Paper
SCOMDY models based on pair-copula constructions with application to exchange rates
Computational Statistics and Data Analysis
2018-11-23Paper
A simple non-parametric goodness-of-fit test for elliptical copulas
Dependence Modeling
2018-06-27Paper
Model selection strategies for identifying most relevant covariates in homoscedastic linear models
Computational Statistics and Data Analysis
2014-04-14Paper
A mixed copula model for insurance claims and claim sizes
Scandinavian Actuarial Journal
2013-12-13Paper
Bayesian model selection for D-vine pair-copula constructions
The Canadian Journal of Statistics
2011-08-16Paper
Testing for zero-modification in count regression models2010-02-10Paper
A central limit theorem for measurements on the logarithmic scale and its application to dimension estimates
Journal of Multivariate Analysis
2008-04-23Paper
scientific article; zbMATH DE number 2188053 (Why is no real title available?)2005-07-25Paper
Almost sure limit theorems for \(U\)-statistics
Statistics & Probability Letters
2005-04-21Paper


Research outcomes over time


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