Melanie Frick
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Person:604349
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 |
|---|---|---|
| Expansions and penultimate distributions of maxima of bivariate normal random vectors Statistics & Probability Letters | 2014-03-05 | Paper |
| Measures of multivariate asymptotic dependence and their relation to spectral expansions Metrika | 2012-10-29 | Paper |
| Some notes on extremal discriminant analysis Journal of Multivariate Analysis | 2011-10-25 | Paper |
| Limiting distributions of maxima under triangular schemes Journal of Multivariate Analysis | 2010-11-10 | Paper |
| Event risk—Parametrization and estimation in a generalized Pareto model with time-varying thresholds Quantitative Finance | 2010-06-16 | Paper |
| Expansions of multivariate Pickands densities and testing the tail dependence Journal of Multivariate Analysis | 2009-04-21 | Paper |
| Testing the tail-dependence based on the radial component Extremes | 2009-02-28 | Paper |
Research outcomes over time
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