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Johanna Nešlehová · Study
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Author
Johanna Nešlehová
25 works
· latest 2017
· 2 institutions
cluster: provisional
ORCID 0000-0001-9634-4796
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Citations
2,987
Works here
25
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Most cited in this library
Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions
2009 · 510 citations
A Primer on Copulas for Count Data
2007 · 339 citations
A Primer on Copulas for Count Data
2007 · 305 citations
Quantitative models for operational risk: Extremes, dependence and aggregation
2006 · 265 citations
Infinite-mean models and the LDA for operational risk
2006 · 195 citations
Works
25 shown
Asymptotic behavior of the empirical multilinear copula process under broad conditions
Journal of Multivariate Analysis
·
2017
·
3 authors
·
Open access
62
citations
Copulas and Copula Models
Wiley StatsRef: Statistics Reference Online
·
2014
·
2 authors
·
other
33
citations
Using B-splines for nonparametric inference on bivariate extreme-value copulas
Extremes
·
2014
·
2 authors
24
citations
On the empirical multilinear copula process for count data
Bernoulli
·
2014
·
3 authors
·
Open access
59
citations
Multivariate Archimax copulas
Journal of Multivariate Analysis
·
2014
·
4 authors
·
Open access
63
citations
On tests of radial symmetry for bivariate copulas
Statistical Papers
·
2013
·
2 authors
38
citations
On the estimation of Spearman’s rho and related tests of independence for possibly discontinuous multivariate data
Journal of Multivariate Analysis
·
2013
·
3 authors
·
Open access
40
citations
Assessing and Modeling Asymmetry in Bivariate Continuous Data
Lecture notes in statistics
·
2013
·
2 authors
·
chapter
48
citations
Beyond simplified pair-copula constructions
Journal of Multivariate Analysis
·
2012
·
3 authors
·
Open access
140
citations
Tests of symmetry for bivariate copulas
Annals of the Institute of Statistical Mathematics
·
2011
·
3 authors
113
citations
Inference in multivariate Archimedean copula models
Test
·
2011
·
3 authors
72
citations
ESTIMATORS BASED ON KENDALL'S TAU IN MULTIVARIATE COPULA MODELS
Australian & New Zealand Journal of Statistics
·
2011
·
3 authors
104
citations
Extremal behavior of Archimedean copulas
Advances in Applied Probability
·
2011
·
2 authors
·
Open access
41
citations
A goodness-of-fit test for bivariate extreme-value copulas
Bernoulli
·
2011
·
4 authors
·
Open access
97
citations
From Archimedean to Liouville copulas
Journal of Multivariate Analysis
·
2010
·
2 authors
·
Open access
83
citations
On the Ghoudi, Khoudraji, and Rivest test for extreme‐value dependence
Canadian Journal of Statistics
·
2009
·
3 authors
53
citations
Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions
The Annals of Statistics
·
2009
·
2 authors
·
Open access
510
citations
Analytical proofs of classical inequalities between Spearman's and Kendall's
Journal of Statistical Planning and Inference
·
2009
·
2 authors
16
citations
Additivity properties for Value-at-Risk under Archimedean dependence and heavy-tailedness
Insurance Mathematics and Economics
·
2008
·
3 authors
93
citations
A Primer on Copulas for Count Data
Astin Bulletin
·
2007
·
2 authors
339
citations
A Primer on Copulas for Count Data
Astin Bulletin
·
2007
·
2 authors
·
Open access
305
citations
Quantitative models for operational risk: Extremes, dependence and aggregation
Journal of Banking & Finance
·
2006
·
3 authors
265
citations
Infinite-mean models and the LDA for operational risk
The Journal of Operational Risk
·
2006
·
3 authors
195
citations
On rank correlation measures for non-continuous random variables
Journal of Multivariate Analysis
·
2006
·
1 author
·
Open access
145
citations
Modeling and Generating Dependent Risk Processes for IRM and DFA
Astin Bulletin
·
2004
·
2 authors
·
Open access
49
citations