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~person:"Hou, Yanxi"
~person:"Kumar, Dilip"
~source:"econis"
~subject:"Multivariate distribution"
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Multivariate distribution
Ausreißer
12
Outliers
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Estimation theory
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7
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Volatility
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Hou, Yanxi
Kumar, Dilip
Einmahl, John H. J.
7
Bormann, Carsten
6
Schienle, Melanie
6
Krajina, Andrea
4
Schaumburg, Julia
4
Segers, Johan
4
Chabi-Yo, Fousseni
3
Fischer, Matthias
3
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3
Ghorbel, Ahmed
3
Hua, Lei
3
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3
Hussain, Saiful Izzuan
3
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3
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3
Trabelsi, Abdelwahed
3
Weigert, Florian
3
Zitikis, Ričardas
3
Bax, Karoline
2
Bayer, Verena
2
Belkacem, Lotfi
2
Berger, Theo
2
Bolancé, Catalina
2
Boukef Jlassi, Nabila
2
Bücher, Axel
2
Chen Zhou
2
Czado, Claudia
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Jeribi, Ahmed
2
Jäschke, Stefan
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Kiriliouk, Anna
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Lahiani, Amine
2
Li, Lujun
2
Paraschiv, Florentina
2
Paterlini, Sandra
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Pelster, Matthias
2
Peng, Liang
2
Sahin, Özge
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2
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Insurance / Mathematics & economics
2
Journal of econometrics
1
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ECONIS (ZBW)
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1
Nonparametric inference for distortion risk measures on tail regions
Hou, Yanxi
;
Wang, Xing
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 92-110
Persistent link: https://www.econbiz.de/10012133516
Saved in:
2
Tail dependence measure for examining financial extreme co-movements
Asimit, Alexandru V.
;
Gerrard, Russell
;
Hou, Yanxi
; …
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 330-348
Persistent link: https://www.econbiz.de/10011705189
Saved in:
3
Interval estimation for a measure of tail dependence
Liu, Aiai
;
Hou, Yanxi
;
Peng, Liang
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 294-305
Persistent link: https://www.econbiz.de/10011398079
Saved in:
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