| Publication | Date of Publication | Type |
|---|
| Modelling extreme rain accumulation with an application to the 2011 Lake Champlain flood | 2024-11-21 | Paper |
| Causal inference for quantile treatment effects | 2024-10-28 | Paper |
| On the Mai-Wang stochastic decomposition for \(\ell_p\)-norm symmetric survival functions on the positive orthant | 2024-09-02 | Paper |
| Principal stratification for quantile causal effects under partial compliance | 2024-06-23 | Paper |
| Hypothesis Tests for Structured Rank Correlation Matrices | 2024-01-08 | Paper |
| A Conversation With Paul Embrechts | 2023-12-12 | Paper |
| Orthogonal decomposition of multivariate densities in Bayes spaces and relation with their copula-based representation | 2023-09-19 | Paper |
| Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines | 2023-03-02 | Paper |
| Clustered Archimax Copulas | 2022-10-27 | Paper |
| Inference for Archimax copulas | 2020-08-28 | Paper |
| On the asymptotic covariance of the multivariate empirical copula process | 2020-05-12 | Paper |
| Modelling hierarchical clustered censored data with the hierarchical Kendall copula | 2020-04-28 | Paper |
| A Conversation with James O. Ramsay | 2019-07-16 | Paper |
| Testing for independence in arbitrary distributions | 2019-05-08 | Paper |
| Detection of block-exchangeable structure in large-scale correlation matrices | 2019-01-04 | Paper |
| Vorkurs Mathematik | 2018-05-28 | Paper |
| The class of multivariate max-id copulas with \(\ell_{1}\)-norm symmetric exponent measure | 2018-05-18 | Paper |
| Extremal attractors of Liouville copulas | 2017-09-08 | Paper |
| Asymptotic behavior of the empirical multilinear copula process under broad conditions | 2017-08-03 | Paper |
| Extremal attractors of Liouville copulas | 2017-08-01 | Paper |
| Vorkurs Mathematik | 2016-11-23 | Paper |
| Book review of: A. J. McNeil et al., Quantitative risk management. Concepts, techniques and tools. | 2016-05-03 | Paper |
| Using B-splines for nonparametric inference on bivariate extreme-value copulas | 2014-12-19 | Paper |
| On tests of radial symmetry for bivariate copulas | 2014-10-24 | Paper |
| Discussion: Statistical models and methods for dependence in insurance data | 2014-09-30 | Paper |
| On the empirical multilinear copula process for count data | 2014-08-08 | Paper |
| Multivariate Archimax copulas | 2014-03-06 | Paper |
| Simultaneous fixed and random effects selection in finite mixture of linear mixed-effects models | 2014-01-21 | Paper |
| On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data | 2014-01-10 | Paper |
| Assessing and Modeling Asymmetry in Bivariate Continuous Data | 2013-09-20 | Paper |
| A moment-based test for extreme-value dependence | 2013-08-02 | Paper |
| Tests of symmetry for bivariate copulas | 2012-12-27 | Paper |
| Inference in multivariate Archimedean copula models | 2012-11-15 | Paper |
| Rejoinder on: Inference in multivariate Archimedean copula models | 2012-11-15 | Paper |
| Pricing American Options in an Infinite Activity Lévy Market: Monte Carlo and Deterministic Approaches Using a Diffusion Approximation | 2012-09-28 | Paper |
| Beyond simplified pair-copula constructions | 2012-08-13 | Paper |
| Estimators based on Kendall's tau in multivariate copula models | 2012-06-18 | Paper |
| Asymptotics of joint maxima for discontinuous random variables | 2011-11-26 | Paper |
| A goodness-of-fit test for bivariate extreme-value copulas | 2011-09-02 | Paper |
| Extremal behavior of Archimedean copulas | 2011-05-03 | Paper |
| Spearman's footrule and Gini's gamma: a review with complements | 2011-01-13 | Paper |
| From Archimedean to Liouville copulas | 2010-06-25 | Paper |
| On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence | 2009-12-10 | Paper |
| Vorkurs Mathematik | 2009-10-30 | Paper |
| Analytical proofs of classical inequalities between Spearman's \(\rho\) and Kendall's \(\tau \) | 2009-09-14 | Paper |
| Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions | 2009-08-19 | Paper |
| Additivity properties for value-at-risk under archimedean dependence and heavy-tailedness | 2009-05-12 | Paper |
| A Primer on Copulas for Count Data | 2009-01-28 | Paper |
| Stein's lemma for elliptical random vectors | 2008-04-16 | Paper |
| Vorkurs Mathematik | 2008-04-14 | Paper |
| On rank correlation measures for non-continuous random variables | 2007-03-29 | Paper |
| Modeling and Generating Dependent Risk Processes for IRM and DFA | 2006-10-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4820385 | 2004-10-15 | Paper |
| Limiting Behavior of Maxima under Dependence | N/A | Paper |
