The following pages link to Miriam Isabel Seifert (Q488090):
Displaying 10 items.
- On conditional extreme values of random vectors with polar representation (Q488091) (← links)
- A conditional limit theorem for a bivariate representation of a univariate random variable and conditional extreme values (Q508708) (← links)
- Financial risk measures for a network of individual agents holding portfolios of light-tailed objects (Q2274222) (← links)
- Weakening the independence assumption on polar components: limit theorems for generalized elliptical distributions (Q2804419) (← links)
- Explicit results on conditional distributions of generalized exponential mixtures (Q5139901) (← links)
- Monitoring mean changes in persistent multivariate time series (Q5163039) (← links)
- Control charts for measurement error models (Q6120615) (← links)
- Characterization of valid auxiliary functions for representations of extreme value distributions and their max-domains of attraction (Q6460829) (← links)
- Testing for parameter changes in linear state space models (Q6579702) (← links)
- Sample and realized minimum variance portfolios: estimation, statistical inference, and tests (Q6602369) (← links)
