J. Nešlehová: search on Z-Library

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1

Quantitative Risk Management: Concepts, Techniques and Tools, by Alexander J. McNeil, Rüdiger Frey and Paul Embrechts. Revised edition. Published by Princeton University Press, 2015. Total number of pages: 720. ISBN: 978-0-691-16627-8 (Hardback)

NešLehová, Johanna G.

Journal:

Journal of Time Series Analysis

Year:

2016

Language:

english

File:

PDF, 29 KB

english, 2016

2

A Conversation with James O. Ramsay

Genest, Christian, Nešlehová, Johanna G.

Journal:

International Statistical Review

Year:

2014

Language:

english

File:

PDF, 7.09 MB

english, 2014

3

Quantitative models for operational risk: Extremes, dependence and aggregation

V. Chavez-Demoulin, P. Embrechts, J. Nešlehová

Journal:

Journal of Banking & Finance

Year:

2006

Language:

english

File:

PDF, 345 KB

english, 2006

4

Discussion: Statistical models and methods for dependence in insurance data

Christian Genest, Johanna Nešlehová, Martin Ruppert

Journal:

Journal of the Korean Statistical Society

Year:

2011

Language:

english

File:

PDF, 363 KB

english, 2011

5

Modeling dependence in finance and insurance: the copula approach

Dietmar Pfeifer, Johana Nešlehová

Journal:

Blätter der DGVFM

Year:

2003

Language:

english

File:

PDF, 871 KB

english, 2003

6

Multivariate Archimedean copulas, d -monotone functions and ℓ 1 -norm symmetric distributions

McNeil, Alexander J., Nešlehová, Johanna

Journal:

The Annals of Statistics

Year:

2009

Language:

english

File:

PDF, 497 KB

english, 2009

7

From Archimedean to Liouville copulas

Alexander J. McNeil, Johanna Nešlehová

Journal:

Journal of Multivariate Analysis

Year:

2010

Language:

english

File:

PDF, 2.71 MB

english, 2010

8

Additivity properties for Value-at-Risk under Archimedean dependence and heavy-tailedness

Paul Embrechts, Johanna Nešlehová, Mario V. Wüthrich

Journal:

Insurance: Mathematics and Economics

Year:

2009

Language:

english

File:

PDF, 1.21 MB

english, 2009

9

Inference in multivariate Archimedean copula models

Christian Genest, Johanna Nešlehová, Johanna Ziegel

Journal:

Year:

2011

Language:

english

File:

PDF, 1.09 MB

english, 2011

10

ESTIMATORS BASED ON KENDALL'S TAU IN MULTIVARIATE COPULA MODELS

Christian Genest, Johanna Nešlehová, Noomen Ben Ghorbal

Journal:

Australian & New Zealand Journal of Statistics

Year:

2011

Language:

english

File:

PDF, 573 KB

english, 2011

11

Using B-splines for nonparametric inference on bivariate extreme-value copulas

Cormier, Eric, Genest, Christian, Nešlehová, Johanna G.

Journal:

Year:

2014

Language:

english

File:

PDF, 4.06 MB

english, 2014

12

A goodness-of-fit test for bivariate extreme-value copulas

Genest, Christian, Kojadinovic, Ivan, Nešlehová, Johanna, Yan, Jun

Journal:

Year:

2011

Language:

english

File:

PDF, 492 KB

english, 2011

13

Testing for independence in arbitrary distributions

Genest, C, Nešlehová, J G, Rémillard, B, Murphy, O A

Journal:

Year:

2019

File:

PDF, 932 KB

2019

14

Actuarial and Financial Risks: Models, Statistical Inference, and Case Studies

Zitikis, Ričardas, Furman, Edward, Necir, Abdelhakim, Nešlehová, Johanna, Puri, Madan L.

Journal:

Journal of Probability and Statistics

Year:

2010

Language:

english

File:

PDF, 50 KB

english, 2010

15

A Primer on Copulas for Count Data

Genest, Christian, Nešlehová, Johanna

Journal:

Year:

2007

Language:

english

File:

PDF, 1.25 MB

english, 2007

16

Asymptotics of joint maxima for discontinuous random variables

A. Feidt, Chr. Genest, J. Nešlehová

Journal:

Year:

2010

Language:

english

File:

PDF, 434 KB

english, 2010

17

Multivariate Archimax copulas

Charpentier, A., Fougères, A.-L., Genest, C., Nešlehová, J.G.

Journal:

Journal of Multivariate Analysis

Year:

2014

Language:

english

File:

PDF, 1.61 MB

english, 2014

18

On the estimation of Spearman’s rho and related tests of independence for possibly discontinuous multivariate data

Genest, Christian, Nešlehová, Johanna G., Rémillard, Bruno

Journal:

Journal of Multivariate Analysis

Year:

2013

Language:

english

File:

PDF, 676 KB

english, 2013

19

Spearman's footrule and Gini's gamma: a review with complements

Genest, Christian, Nešlehová, Johanna, Ben Ghorbal, Noomen

Journal:

Journal of Nonparametric Statistics

Year:

2010

Language:

english

File:

PDF, 247 KB

english, 2010

20

Weibull Modelsby Prabhakar D. N. Murthy; Min Xie; Renyan Jiang

Review by: Johanna Neslehova

Journal:

Journal of the American Statistical Association

Year:

2005

Language:

english

File:

PDF, 290 KB

english, 2005

21

Stein's Lemma for elliptical random vectors

Zinoviy Landsman, Johanna Nešlehová

Journal:

Journal of Multivariate Analysis

Year:

2008

Language:

english

File:

PDF, 274 KB

english, 2008

22

On tests of radial symmetry for bivariate copulas

Genest, Christian, Nešlehová, Johanna G.

Journal:

Statistical Papers

Year:

2014

Language:

english

File:

PDF, 1.02 MB

english, 2014

23

Detection of block-exchangeable structure in large-scale correlation matrices

Perreault, Samuel, Duchesne, Thierry, Nešlehová, Johanna G.

Journal:

Journal of Multivariate Analysis

Year:

2019

Language:

english

File:

PDF, 895 KB

english, 2019

24

Editorial for the Special Issue on dependence models

Nešlehová, Johanna G., Fougères, Anne-Laure, McNeil, Alexander J., Scherer, Matthias

Journal:

Journal of Multivariate Analysis

Year:

2019

Language:

english

File:

PDF, 178 KB

english, 2019

25

Extremal behavior of Archimedean copulas

Larsson, Martin, Nešlehová, Johanna

Journal:

Advances in Applied Probability

Year:

2011

Language:

english

File:

PDF, 531 KB

english, 2011

26

Modelling hierarchical clustered censored data with the hierarchical Kendall copula

Su, Chien-Lin, Nešlehová, Johanna G., Wang, Weijing

Journal:

Canadian Journal of Statistics

Year:

2019

File:

PDF, 340 KB

2019

27

Weibull Models

Neslehova, Johanna

Journal:

Journal of the American Statistical Association

Year:

2005

Language:

english

File:

PDF, 107 KB

english, 2005

28

Vorkurs Mathematik ||

Cramer, Erhard, Nešlehová, Johanna

Year:

2018

Language:

german

File:

PDF, 5.47 MB

german, 2018

29

Extremal behavior of Archimedean copulas

Larsson, Martin, Nešlehová, Johanna

Journal:

Advances in Applied Probability

Year:

2011

Language:

english

File:

PDF, 531 KB

english, 2011

30

On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence

Noomen Ben Ghorbal, Christian Genest, Johanna Nešlehová

Journal:

Canadian Journal of Statistics

Year:

2009

Language:

english

File:

PDF, 239 KB

english, 2009

31

Tests of symmetry for bivariate copulas

Christian Genest, Johanna Nešlehová, Jean-François Quessy

Journal:

Annals of the Institute of Statistical Mathematics

Year:

2012

Language:

english

File:

PDF, 651 KB

english, 2012

32

On the empirical multilinear copula process for count data

Genest, Christian, Nešlehová, Johanna G., Rémillard, Bruno

Journal:

Year:

2014

Language:

english

File:

PDF, 271 KB

english, 2014

33

On rank correlation measures for non-continuous random variables

Johanna Nešlehová

Journal:

Journal of Multivariate Analysis

Year:

2007

Language:

english

File:

PDF, 463 KB

english, 2007

34

The class of multivariate max-id copulas with $\ell_{1}$-norm symmetric exponent measure

Genest, Christian, Nešlehová, Johanna G., Rivest, Louis-Paul

Journal:

Year:

2018

Language:

english

File:

PDF, 952 KB

english, 2018

35

Rejoinder on: Inference in multivariate Archimedean copula models

Christian Genest, Johanna Nešlehová, Johanna Ziegel

Journal:

Year:

2011

Language:

english

File:

PDF, 194 KB

english, 2011

36

Fractal-Based Point Processesby Steven Bradley Lowen; Malvin Carl Teich

Review by: Johanna Neslehova

Journal:

Journal of the American Statistical Association

Year:

2007

Language:

english

File:

PDF, 491 KB

english, 2007

37

Simultaneous fixed and random effects selection in finite mixture of linear mixed-effects models

Du, Yeting, Khalili, Abbas, Nešlehová, Johanna G., Steele, Russell J.

Journal:

Canadian Journal of Statistics

Year:

2013

Language:

english

File:

PDF, 170 KB

english, 2013

38

Beyond simplified pair-copula constructions

Elif F. Acar, Christian Genest, Johanna Nešlehová

Journal:

Journal of Multivariate Analysis

Year:

2012

Language:

english

File:

PDF, 1.21 MB

english, 2012

39

Analytical proofs of classical inequalities between Spearman's and Kendall's

Christian Genest, Johanna Nešlehová

Journal:

Journal of Statistical Planning and Inference

Year:

2009

Language:

english

File:

PDF, 109 KB

english, 2009

40

Asymptotic behavior of the empirical multilinear copula process under broad conditions

Genest, Christian, Nešlehová, Johanna G., Rémillard, Bruno

Journal:

Journal of Multivariate Analysis

Year:

2017

Language:

english

File:

PDF, 396 KB

english, 2017

41

Modeling dependence in finance and insurance: the copula approach

Dietmar Pfeifer, Johana Nešlehová

Journal:

Blätter der DGVFM

Year:

2004

Language:

english

File:

PDF, 36 KB

english, 2004

42

Fractal-Based Point Processes

Neslehova, Johanna

Journal:

Journal of the American Statistical Association

Year:

2007

Language:

english

File:

PDF, 161 KB

english, 2007

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