61 - 70 out of 146Page size: 10
Publications
2017
- Published
Edgeworth expansions for profiles of lattice branching random walks
Grübel, R. & Kabluchko, Z., Nov 2017, In: Annales de l'institut Henri Poincare (B) Probability and Statistics. 53, 4, p. 2103-2134 32 p.Research output: Contribution to journal › Article › Research › peer review
- Published
The joint impact of bankruptcy costs, fire sales and cross-holdings on systemic risk in financial networks
Weber, S. & Weske, K., Jun 2017, In: Probability, Uncertainty and Quantitative Risk. 2, 9.Research output: Contribution to journal › Article › Research › peer review
- Published
Doob-Martin boundary of Rémy's tree growth chain
Evans, S. N., Grübel, R. & Wakolbinger, A., Jan 2017, In: Annals of Probability. 45, 1, p. 225-277 53 p.Research output: Contribution to journal › Article › Research › peer review
- Published
Measures of Systemic Risk
Feinstein, Z., Rudloff, B. & Weber, S., Jan 2017, In: SIAM Journal on Financial Mathematics. 8, 1, p. 672-708 37 p.Research output: Contribution to journal › Article › Research › peer review
- Published
Hotelling’s T2 test in a special paired sample case
Baringhaus, L. & Gaigall, D., 2017, In: Communications in Statistics - Theory and Methods. 2017, 144, p. 1 - 11Research output: Contribution to journal › Article › Research
- Published
Hotelling’s T² tests in paired and independent survey samples: An efficiency comparison
Baringhaus, L. & Gaigall, D., 2017, In: Journal of Multivariate Analysis. 2017, 144, p. 177 - 198Research output: Contribution to journal › Article › Research
2016
- Published
A functional central limit theorem for branching random walks, almost sure weak convergence and applications to random trees
Grübel, R. & Kabluchko, Z., Dec 2016, In: Annals of Applied Probability. 26, 6, p. 3659-3698 40 p.Research output: Contribution to journal › Article › Research › peer review
- Published
Vergleich von statistischen Tests im verbundenen und unabhängigen Stichprobenfall
Gaigall, D., 2016Research output: Thesis › Doctoral thesis
2015
- Published
The Axiomatic Approach to Risk Measures for Capital Determination
Föllmer, H. & Weber, S., 7 Dec 2015, In: Annual Review of Financial Economics. 7, p. 301-337 37 p.Research output: Contribution to journal › Review article › Research › peer review
- Published
On an independence test approach to the goodness-of-fit problem
Baringhaus, L. & Gaigall, D., 2015, In: Journal of Multivariate Analysis. 2015, 140, p. 193 - 208Research output: Contribution to journal › Article › Research