Johanna G. Neslehova
Title
Cited by
Cited by
Year
Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions
AJ McNeil, J Nešlehová
The Annals of Statistics 37 (5B), 3059-3097, 2009
6522009
A primer on copulas for count data
C Genest, J Neslehova
ASTIN Bulletin 37, 475-515, 2007
4382007
A primer on copulas for count data
C Genest, J Neslehova
Astin Bulletin 37 (2), 475, 2007
4332007
Quantitative models for operational risk: extremes, dependence and aggregation
V Chavez-Demoulin, P Embrechts, J Nešlehová
Journal of Banking & Finance 30 (10), 2635-2658, 2006
3742006
Infinite mean models and the LDA for operational risk
J Nešlehová, P Embrechts, V Chavez-Demoulin
Journal of Operational Risk 1 (1), 3-25, 2006
2572006
Beyond simplified pair-copula constructions
EF Acar, C Genest, J NešLehová
Journal of Multivariate Analysis 110, 74-90, 2012
1422012
On rank correlation measures for non-continuous random variables
J Nešlehová
Journal of Multivariate Analysis 98 (3), 544-567, 2007
1132007
A goodness-of-fit test for bivariate extreme-value copulas
C Genest, I Kojadinovic, J Nešlehová, J Yan
Bernoulli 17 (1), 253-275, 2011
1022011
Additivity properties for Value-at-Risk under Archimedean dependence and heavy-tailedness
P Embrechts, J Nešlehová, MV Wüthrich
Insurance: Mathematics and Economics 44 (2), 164-169, 2009
1002009
Tests of symmetry for bivariate copulas
C Genest, J Nešlehová, JF Quessy
Annals of the Institute of Statistical Mathematics 64 (4), 811-834, 2012
962012
Estimators based on Kendall's tau in multivariate copula models
C Genest, J Nešlehová, N Ben Ghorbal
Australian & New Zealand Journal of Statistics 53 (2), 157-177, 2011
962011
From archimedean to liouville copulas
AJ McNeil, J Nešlehová
Journal of Multivariate Analysis 101 (8), 1772-1790, 2010
822010
Inference in multivariate Archimedean copula models
C Genest, J Nešlehová, J Ziegel
Test 20 (2), 223, 2011
682011
On the Ghoudi, Khoudraji, and Rivest test for extreme‐value dependence
N Ben Ghorbal, C Genest, J Nešlehová
Canadian Journal of Statistics 37 (4), 534-552, 2009
662009
Modeling and generating dependent risk processes for IRM and DFA
D Pfeifer, J Nešlehová
ASTIN Bulletin: The Journal of the IAA 34 (2), 333-360, 2004
632004
Stein's Lemma for elliptical random vectors
Z Landsman, J Nešlehová
Journal of Multivariate Analysis 99 (5), 912-927, 2008
522008
Multivariate archimax copulas
A Charpentier, AL Fougčres, C Genest, JG Nešlehová
Journal of Multivariate Analysis 126, 118-136, 2014
492014
On the empirical multilinear copula process for count data
C Genest, JG Nešlehová, B Rémillard
Bernoulli 20 (3), 1344-1371, 2014
442014
Extremal behavior of Archimedean copulas
M Larsson, J Nešlehová
Advances in Applied Probability 43 (1), 195-216, 2011
442011
Copulas and copula models
C Genest, J Nešlehová
Wiley StatsRef: Statistics Reference Online, 2014
412014
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