Sklar’s theorem, copula products, and ordering results in factor models J Ansari, L Rüschendorf Dependence Modeling 9 (1), 267-306, 2021 | 15 | 2021 |
A simple extension of Azadkia Chatterjee's rank correlation to a vector of endogenous variables J Ansari, S Fuchs arXiv preprint arXiv:2212.01621, 2022 | 12 | 2022 |
Ordering results for elliptical distributions with applications to risk bounds J Ansari, L Rüschendorf Journal of Multivariate Analysis 182, 104709, 2021 | 8 | 2021 |
Improved robust price bounds for multi-asset derivatives under market-implied dependence information J Ansari, E Lütkebohmert, A Neufeld, J Sester Finance and Stochastics 28 (4), 911-964, 2024 | 7 | 2024 |
Supermodular and directionally convex comparison results for general factor models J Ansari, L Rüschendorf Journal of Multivariate Analysis 201, 105264, 2024 | 7 | 2024 |
Ordering risk bounds in factor models J Ansari, L Rüschendorf Dependence Modeling 6 (1), 259-287, 2018 | 7 | 2018 |
Ordering risk bounds in partially specified factor models J Ansari Dissertation, Universität Freiburg, 2019, 2019 | 6 | 2019 |
Upper risk bounds in internal factor models with constrained specification sets J Ansari, L Rüschendorf Probability, Uncertainty and Quantitative Risk 5, 1-30, 2020 | 5 | 2020 |
Ordering results for risk bounds and cost-efficient payoffs in partially specified risk factor models J Ansari, L Rüschendorf Methodology and Computing in Applied Probability 20 (3), 817-838, 2018 | 5 | 2018 |
Dependence properties of bivariate copula families J Ansari, M Rockel Dependence Modeling 12 (1), 20240002, 2024 | 4 | 2024 |
On a version of a multivariate integration by parts formula for Lebesgue integrals J Ansari arXiv preprint arXiv:2203.06772, 2022 | 4 | 2022 |
Quantifying and estimating dependence via sensitivity of conditional distributions J Ansari, PB Langthaler, S Fuchs, W Trutschnig arXiv preprint arXiv:2308.06168, 2023 | 2 | 2023 |
Comparison results for Markov tree distributions J Ansari, M Ritter arXiv preprint arXiv:2404.17441, 2024 | 1 | 2024 |
Up-and down-correlations in normal variance mixture models J Ansari, T Shushi, S Vanduffel Statistics & Probability Letters 205, 109949, 2024 | 1 | 2024 |
Robust Bernoulli mixture models for credit portfolio risk J Ansari, E Lütkebohmert arXiv preprint arXiv:2411.11522, 2024 | | 2024 |
Package ‘didec’ Y Wang, S Fuchs, J Ansari | | 2024 |
An Empirical Study on New Model-Free Multi-output Variable Selection Methods J Ansari, E Lütkebohmert, M Rockel International Conference on Soft Methods in Probability and Statistics, 9-17, 2024 | | 2024 |
Constructing Measures of Dependence Via Sensitivity of Conditional Distributions PB Langthaler, J Ansari, S Fuchs, W Trutschnig International Conference on Soft Methods in Probability and Statistics, 234-240, 2024 | | 2024 |
Dependence modeling: Dependence properties of bivariate copula families J Ansari, M Rockel De Gruyter, Versita, 2024 | | 2024 |
Combining, Modelling and Analyzing Imprecision, Randomness and Dependence J Ansari Springer Nature, 2024 | | 2024 |