Publications
- On the specification of multivariate association measures and their behaviour with increasing dimension2021 | Faculty of Mathematics and Physics
- Multivariate Tail Coefficients: Properties and Estimation2020 | Faculty of Mathematics and Physics
- Multivariate association measures +32019 | Faculty of Mathematics and Physics
- Multivariate Association Measures: A Review +12018 | Faculty of Mathematics and Physics
- Copula-based multivariate association measures and tail coefficientsPublication without faculty affiliation
- Choice of smoothing parameter in multivariate copula-based tail coefficients2022 | Faculty of Mathematics and Physics
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