Melanie Frick

Available identifiers

Publication	Date of Publication	Type
Expansions and penultimate distributions of maxima of bivariate normal random vectors	2014-03-05	Paper
Measures of multivariate asymptotic dependence and their relation to spectral expansions	2012-10-29	Paper
Some notes on extremal discriminant analysis	2011-10-25	Paper
Limiting distributions of maxima under triangular schemes	2010-11-10	Paper
Event risk—Parametrization and estimation in a generalized Pareto model with time-varying thresholds	2010-06-16	Paper
Expansions of multivariate Pickands densities and testing the tail dependence	2009-04-21	Paper
Testing the tail-dependence based on the radial component	2009-02-28	Paper

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