//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Fermanian, Jean-David"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Multivariate distribution"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Multivariate Verteilung
9
Multivariate distribution
9
Theorie
8
Theory
8
Bootstrap approach
2
Bootstrap-Verfahren
2
Core
2
Estimation theory
2
Mathematics
2
Mathematik
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Probability theory
2
Schätztheorie
2
Statistical test
2
Statistischer Test
2
Time series analysis
2
Wahrscheinlichkeitsrechnung
2
Zeitreihenanalyse
2
Bootstrap
1
Conditional copulae
1
Copulas
1
Credit risk
1
Default Probability
1
Insolvency
1
Insolvenz
1
Jumps
1
Kreditrisiko
1
Non-convex regularizer
1
Recovery Rate
1
Risiko
1
Risikomaß
1
Risk
1
Risk measure
1
Stochastic process
1
Stochastischer Prozess
1
Structural Models
1
bootstrap
1
conditional copula
1
copula
1
more ...
less ...
Online availability
All
Free
4
Undetermined
1
Type of publication
All
Book / Working Paper
8
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Amtsdruckschrift
2
Government document
2
Article in journal
1
Aufsatz in Zeitschrift
1
more ...
less ...
Language
All
English
9
Author
All
Fermanian, Jean-David
Okhrin, Ostap
53
Tiwari, Aviral Kumar
22
Smith, Michael S.
21
Härdle, Wolfgang
20
Reboredo, Juan Carlos
19
Okhrin, Yarema
18
Prokhorov, Artem
18
Einmahl, John H. J.
17
Kim, Jong-Min
17
Manner, Hans
17
Patton, Andrew J.
17
Segers, Johan
17
Songsak Sriboonchitta
17
Anatolyev, Stanislav
15
Cherubini, Umberto
15
Hammoudeh, Shawkat
15
Lucas, André
15
Zimmer, David M.
15
Weiß, Gregor
14
Chen, Xiaohong
13
Czado, Claudia
13
Fischer, Matthias
13
Hamori, Shigeyuki
13
Koopman, Siem Jan
13
Ning, Cathy Q.
13
Fantazzini, Dean
12
Nguyen, Duc Khuong
12
Romagnoli, Silvia
12
Ghorbel, Ahmed
11
Heinen, Andréas
11
Trivedi, Pravin K.
11
Weigert, Florian
11
Wied, Dominik
11
Allen, David E.
10
Bouri, Elie
10
Embrechts, Paul
10
Ji, Qiang
10
Oh, Dong Hwan
10
Shi, Peng
10
Uddin, Mohammed Gazi Salah
10
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
Série des documents de travail
3
Annals of economics and statistics
1
Research paper / International Center for Financial Asset Management and Engineering
1
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The finite sample properties of sparse M-estimators with pseudo-observations
Poignard, Benjamin
;
Fermanian, Jean-David
-
2019
Persistent link: https://www.econbiz.de/10012237251
Saved in:
2
About tests of the "simplifying" assumption for conditional copulas
Derumigny, Alexis
;
Fermanian, Jean-David
-
2017
Persistent link: https://www.econbiz.de/10012196359
Saved in:
3
On the dependence between default risk and recovery rates in structural models
Fermanian, Jean-David
- In:
Annals of economics and statistics
140
(
2020
),
pp. 45-82
Persistent link: https://www.econbiz.de/10012602600
Saved in:
4
Single-index copulae
Fermanian, Jean-David
;
Lopez, Olivier
-
2015
Persistent link: https://www.econbiz.de/10011854699
Saved in:
5
A asymptotic total variation test for copulas
Fermanian, Jean-David
;
Radulović, Dragan
;
Wegkamp, …
-
2013
Persistent link: https://www.econbiz.de/10010342718
Saved in:
6
Nonparametric estimation of copulas for time series
Fermanian, Jean-David
;
Scaillet, Olivier
-
2002
Persistent link: https://www.econbiz.de/10001732499
Saved in:
7
Copulas of a vector-valued stationary weakly dependent process
Doukhan, Paul
;
Fermanian, Jean-David
;
Lang, Gabriel
-
2004
Persistent link: https://www.econbiz.de/10003435092
Saved in:
8
Goodness of fit tests for copulas
Fermanian, Jean-David
-
2003
Persistent link: https://www.econbiz.de/10001812439
Saved in:
9
Weak convergence of empirical copula processes
Fermanian, Jean-David
;
Radulovic, Dragan
;
Wegkamp, Marten H.
-
2002
Persistent link: https://www.econbiz.de/10001660114
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->