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 |
|---|---|---|
| Stress testing correlation matrix: a maximum empirical likelihood approach Journal of Statistical Computation and Simulation | 2020-04-01 | Paper |
| The use of Jeffreys priors for the Student-tdistribution Journal of Statistical Computation and Simulation | 2013-06-28 | Paper |
| A matching prior for extreme quantile estimation of the generalized Pareto distribution Journal of Statistical Planning and Inference | 2010-03-18 | Paper |
| Level-crossing probabilities and first-passage times for linear processes Advances in Applied Probability | 2004-09-24 | Paper |
Research outcomes over time
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