Florian Griessenberger

Position: Predoc position: Team Dependence Modelling - PLUS

Datum Beginn: 01.11.2021

Datum Ende: 30.06.2022

Projekt: IDA Lab

F. Griessenberger, W. Trutschnig: Maximal asymmetry of bivariate copulas and consequences to measures of dependence. (2022) https://doi.org/ https://doi.org/10.1515/demo-2022-0115
F. Griessenberger, W. Trutschnig: qad: An R-package to detect asymmetric and directed dependence in bivariate samples. (2022) https://doi.org/https://doi.org/10.1111/2041-210X.13951
W. Trutschnig, F. Griessenberger: On Quantifying and Estimating Directed Dependence. (2022) https://doi.org/https://doi.org/10.1007/978-3-031-15509-3_50
F. Griessenberger, R.R. Junker, W. Trutschnig: On a multivariate copula-based dependence measure and its estimation. (2022) https://doi.org/https://doi.org/10.1214/22-EJS2005
F. Griessenberger, J. Fernández Sánchez, W. Trutschnig: Some properties of double shuffles of bivariate copulas and (extreme) copulas invariant with respect to Lüroth double shuffles. (2022) https://doi.org/https://doi.org/10.1016/j.fss.2021.02.014
R.R. Junker, F. Griessenberger, W. Trutschnig: Estimating scale-invariant directed dependence of bivariate distributions. (2021) https://doi.org/ https://doi.org/10.1016/j.csda.2020.107058