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- 2024
-
Mark
On approximating dependence function and its derivatives
2024) In Extremes(
- Contribution to journal › Article
- 2018
-
Mark
A general approach to generate random variates for multivariate copulae
(
- Contribution to journal › Article
- 2015
-
Mark
Behavior of Extreme Dependence between Stock Markets when the Regime Shifts
(
- Contribution to specialist publication or newspaper › Specialist publication article
- 2010
-
Mark
On Prediction of Bivariate Extremes
(
- Contribution to journal › Article
- 2009
-
Mark
Predicting future values of a random function
(
- Contribution to journal › Article
- 2006
-
Mark
Multivariate generalized Pareto distributions
(
- Contribution to journal › Article
- 2004
-
Mark
Prediction regions for bivariate extreme events
(
- Contribution to journal › Article
-
Mark
A peaks over threshold model for change-point detection by wavelets
(
- Contribution to journal › Article
- 2002
-
Mark
Effect of extrapolation on coverage accuracy of prediction intervals computed from Pareto-type data
(
- Contribution to journal › Article
-
Mark
Permutation tests for equality of distributions in high-dimensional settings
(
- Contribution to journal › Article