Johanna G. Nešlehová

Available identifiers

zbMath Open neslehova.johanna-gWikidataQ96780508 ScholiaQ96780508MaRDI QIDQ391601

List of research outcomes

Publication	Date of Publication	Type
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
Quantitative Risk Management: Concepts, Techniques and Tools, by Alexander J.McNeil, RüdigerFrey and PaulEmbrechts. Revised edition. Published by Princeton University Press, 2015. Total number of pages: 720. ISBN: 978‐0‐691‐16627‐8 (Hardback)	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

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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