The following pages link to Johanna G. Nešlehová (Q391601):
Displaying 50 items.
- Extremal attractors of Liouville copulas (Q110549) (← links)
- On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data (Q391603) (← links)
- On the empirical multilinear copula process for count data (Q396007) (← links)
- (Q443775) (redirect page) (← links)
- Beyond simplified pair-copula constructions (Q443776) (← links)
- Discussion: Statistical models and methods for dependence in insurance data (Q458106) (← links)
- On tests of radial symmetry for bivariate copulas (Q465637) (← links)
- (Q482080) (redirect page) (← links)
- Using B-splines for nonparametric inference on bivariate extreme-value copulas (Q482081) (← links)
- A goodness-of-fit test for bivariate extreme-value copulas (Q637100) (← links)
- Asymptotics of joint maxima for discontinuous random variables (Q650682) (← links)
- Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions (Q834372) (← links)
- Analytical proofs of classical inequalities between Spearman's \(\rho\) and Kendall's \(\tau \) (Q840733) (← links)
- On rank correlation measures for non-continuous random variables (Q873621) (← links)
- From Archimedean to Liouville copulas (Q979231) (← links)
- Additivity properties for value-at-risk under archimedean dependence and heavy-tailedness (Q1017759) (← links)
- The class of multivariate max-id copulas with \(\ell_{1}\)-norm symmetric exponent measure (Q1750101) (← links)
- Detection of block-exchangeable structure in large-scale correlation matrices (Q1755136) (← links)
- Inference in multivariate Archimedean copula models (Q1761523) (← links)
- Rejoinder on: Inference in multivariate Archimedean copula models (Q1761525) (← links)
- Tests of symmetry for bivariate copulas (Q1926005) (← links)
- Asymptotic behavior of the empirical multilinear copula process under broad conditions (Q2011519) (← links)
- On the asymptotic covariance of the multivariate empirical copula process (Q2178945) (← links)
- Inference for Archimax copulas (Q2196206) (← links)
- A moment-based test for extreme-value dependence (Q2392731) (← links)
- Multivariate Archimax copulas (Q2438634) (← links)
- Stein's lemma for elliptical random vectors (Q2482135) (← links)
- Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines (Q2688192) (← links)
- 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) (Q2802916) (← links)
- Assessing and Modeling Asymmetry in Bivariate Continuous Data (Q2849526) (← links)
- Simultaneous fixed and random effects selection in finite mixture of linear mixed-effects models (Q2870711) (← links)
- ESTIMATORS BASED ON KENDALL'S TAU IN MULTIVARIATE COPULA MODELS (Q2892457) (← links)
- Pricing American Options in an Infinite Activity Lévy Market: Monte Carlo and Deterministic Approaches Using a Diffusion Approximation (Q2917436) (← links)
- Extremal behavior of Archimedean copulas (Q2996576) (← links)
- Spearman's footrule and Gini's gamma: a review with complements (Q3068114) (← links)
- On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence (Q3651428) (← links)
- Vorkurs Mathematik (Q4643766) (← links)
- (Q4820385) (← links)
- A Conversation with James O. Ramsay (Q4968588) (← links)
- Modelling hierarchical clustered censored data with the hierarchical Kendall copula (Q5107579) (← links)
- Vorkurs Mathematik (Q5457634) (← links)
- Modeling and Generating Dependent Risk Processes for IRM and DFA (Q5490569) (← links)
- A Primer on Copulas for Count Data (Q5505913) (← links)
- Testing for independence in arbitrary distributions (Q5742769) (← links)
- Vorkurs Mathematik (Q5891045) (← links)
- Vorkurs Mathematik (Q5902181) (← links)
- A Conversation With Paul Embrechts (Q6064127) (← links)
- Orthogonal decomposition of multivariate densities in Bayes spaces and relation with their copula-based representation (Q6074743) (← links)
- Limiting Behavior of Maxima under Dependence (Q6533311) (← links)
- Principal stratification for quantile causal effects under partial compliance (Q6560457) (← links)
