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Multivariate Harmonic New Better than Used in Expectation Distributions

Scandinavian journal of statistics, 1983-01, Vol.10 (1), p.19-25

1983

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A Strong Representation for Linear Combinations of Order Statistics with Application to Fixed-Width Confidence Intervals for Location and Scale Parameters

Scandinavian journal of statistics, 1983-01, Vol.10 (2), p.97-115

1983

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Evaluating Correlation with Proper Bounds

Biometrics, 1992-12, Vol.48 (4), p.1207-1213

1992

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Existence of Optimal Controls for Stochastic Jump Processes

SIAM journal on control and optimization, 1979-07, Vol.17 (4), p.511-524

1979

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Stable Central Limit Theorems for Super Ornstein-Uhlenbeck Processes, II

Acta mathematica Sinica. English series, 2022-03, Vol.38 (3), p.487-498

2022

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André Dabrowski's work on limit theorems and weak dependence

Canadian journal of statistics, 2009-09, Vol.37 (3), p.307-326

Dehling, Herold

2009

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On relative stability and weighted laws of large numbers

Extremes (Boston), 2017-03, Vol.20 (1), p.1-31

2017

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Probability and Moment Inequalities for Additive Functionals of Geometrically Ergodic Markov Chains

Journal of theoretical probability, 2024, Vol.37 (3), p.2184-2233

2024

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Geometry of the Expected Value Set and the Set-Valued Sample Mean Process

Set-valued and variational analysis, 2018-12, Vol.26 (4), p.769-788

Pichler, Alois

2018

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Multivariate subexponential distributions and their applications

Extremes (Boston), 2016-06, Vol.19 (2), p.171-196

2016

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Taylor’s Law for Some Infinitely Divisible Probability Distributions from Population Models

Journal of statistical physics, 2022-09, Vol.188 (3), Article 33

2022

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Canonical spectral representation for exchangeable max-stable sequences

Extremes (Boston), 2020-03, Vol.23 (1), p.151-169

Mai, Jan-Frederik

2020

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IDENTIFYING TREATMENT EFFECTS UNDER DATA COMBINATION

Econometrica, 2014-03, Vol.82 (2), p.811-822

2014

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Extreme values of linear processes with heavy-tailed innovations and missing observations

Extremes (Boston), 2020-12, Vol.23 (4), p.547-567

2020

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Mass distributions of two-dimensional extreme-value copulas and related results

Extremes (Boston), 2016-09, Vol.19 (3), p.405-427

2016

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Exact simulation of Brown-Resnick random fields at a finite number of locations

Extremes (Boston), 2015-06, Vol.18 (2), p.301-314

2015

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Exchangeable min-id sequences: Characterization, exponent measures and non-decreasing id-processes

Extremes (Boston), 2023-03, Vol.26 (1), p.183-239

2023

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Convex duality for partial hedging of American options: continuous price processes

Positivity : an international journal devoted to the theory and applications of positivity in analysis, 2023-07, Vol.27 (3), p.40, Article 40

2023

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Anna Karenina and the two envelopes problem

Australian & New Zealand journal of statistics, 2021-03, Vol.63 (1), p.201-218

Gill, R. D.

2021

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Extremes of subexponential Lévy-driven random fields in the Gumbel domain of attraction

Extremes (Boston), 2022-03, Vol.25 (1), p.79-105

2022

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Limit distributions of the upper order statistics for the Lévy-frailty Marshall-Olkin distribution

Extremes (Boston), 2020-12, Vol.23 (4), p.603-628

2020

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Sequential block bootstrap in a Hilbert space with application to change point analysis

Canadian journal of statistics, 2016-09, Vol.44 (3), p.300-322

2016

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Functional weak convergence of partial maxima processes

Extremes (Boston), 2016-03, Vol.19 (1), p.7-23

Krizmanic, Danijel

2016

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Limit Theorems for Cylindrical Martingale Problems Associated with Lévy Generators

Journal of theoretical probability, 2020-06, Vol.33 (2), p.866-905

Criens, David

2020

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Extreme values for characteristic radii of a Poisson-Voronoi Tessellation

Extremes (Boston), 2014-09, Vol.17 (3), p.359-385

2014

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Multivariate Harmonic New Better than Used in Expectation Distributions

A Strong Representation for Linear Combinations of Order Statistics with Application to Fixed-Width Confidence Intervals for Location and Scale Parameters

Evaluating Correlation with Proper Bounds

Existence of Optimal Controls for Stochastic Jump Processes

Stable Central Limit Theorems for Super Ornstein-Uhlenbeck Processes, II

André Dabrowski's work on limit theorems and weak dependence

On relative stability and weighted laws of large numbers

Probability and Moment Inequalities for Additive Functionals of Geometrically Ergodic Markov Chains

Geometry of the Expected Value Set and the Set-Valued Sample Mean Process

Multivariate subexponential distributions and their applications

Taylor’s Law for Some Infinitely Divisible Probability Distributions from Population Models

Canonical spectral representation for exchangeable max-stable sequences

IDENTIFYING TREATMENT EFFECTS UNDER DATA COMBINATION

Extreme values of linear processes with heavy-tailed innovations and missing observations

Mass distributions of two-dimensional extreme-value copulas and related results

Exact simulation of Brown-Resnick random fields at a finite number of locations

Exchangeable min-id sequences: Characterization, exponent measures and non-decreasing id-processes

Convex duality for partial hedging of American options: continuous price processes

Anna Karenina and the two envelopes problem

Extremes of subexponential Lévy-driven random fields in the Gumbel domain of attraction

Limit distributions of the upper order statistics for the Lévy-frailty Marshall-Olkin distribution

Sequential block bootstrap in a Hilbert space with application to change point analysis

Functional weak convergence of partial maxima processes

Limit Theorems for Cylindrical Martingale Problems Associated with Lévy Generators

Extreme values for characteristic radii of a Poisson-Voronoi Tessellation

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