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Results: 7
Number of items: 7
  • Open Access
    Can, S. U., Einmahl, J. H. J., & Laeven, R. J. A. (2024). Two-Sample Testing for Tail Copulas with an Application to Equity Indices. Journal of Business and Economic Statistics, 42(1), 147-159. https://doi.org/10.1080/07350015.2023.2166050
  • Can, U., Einmahl, J. H. J., & Laeven, R. J. A. (2023). Two-Sample Testing for Tail Copulas with an Application to Equity Indices [Data set]. Taylor & Francis. https://doi.org/10.6084/m9.figshare.21841934.v2
  • van Heerwaarden, A. E., Can, S. U., Vellekoop, M. H., van Berkum, F., Laeven, R. J. A., van Meurs, R. G. M., & de Koning, Y. (2023). De evolutie van de actuaris: Van kasuaris tot vogelbekdier en verder. De Actuaris, 30(4), 8-11. https://www.actuarieelgenootschap.nl/kennisbank/de-evolutie-van-de-actuaris-1
  • Open Access
    Can, S. U., Einmahl, J. H. J., & Laeven, R. J. A. (2020). Goodness-of-fit testing for copulas: A distribution-free approach. Bernoulli, 26(4), 3163–3190. https://doi.org/10.3150/20-BEJ1219
  • Can, S. U., Einmahl, J. H. J., Khmaladze, E. V., & Laeven, R. J. A. (2015). Asymptotically distribution-free goodness-of-fit testing for tail copulas. The Annals of Statistics, 43(2), 878-902. https://doi.org/10.1214/14-AOS1304
  • Umut Can, S., & Laeven, R. J. A. (2015). Determining the right tail dependence model using R. Actuaris, 22(5), 40-41.
  • Can, S. U. (2014). A class of asymptotically self-similar stable processes with stationary increments. Stochastic Processes and their Applications, 124(12), 3986-4011. https://doi.org/10.1016/j.spa.2014.07.014
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