Alexander J. McNeil

Publication Activity (10 Years)

Years Active: 2010-2022
Publications (10 Years): 3

Top Topics

Multivariate Time Series

Collaborative Filtering

Top Venues

J. Multivar. Anal.

Comput. Stat. Data Anal.

Publications

Alexander J. McNeil, Johanna Neslehová, Andrew D. Smith
On attainability of Kendall's tau matrices and concordance signatures. J. Multivar. Anal. 191 (2022)
Johanna Neslehová, Anne-Laure Fougères, Alexander J. McNeil, Matthias Scherer
Editorial for the Special Issue on dependence models. J. Multivar. Anal. 172 (2019)
Emanuele Giorgi, Alexander J. McNeil
On the computation of multivariate scenario sets for the skew-t and generalized hyperbolic families. Comput. Stat. Data Anal. 100 (2016)
Marius Hofert, Martin Mächler, Alexander J. McNeil
Likelihood inference for Archimedean copulas in high dimensions under known margins. J. Multivar. Anal. 110 (2012)
Alexander J. McNeil, Johanna Neslehová
From Archimedean to Liouville copulas. J. Multivar. Anal. 101 (8) (2010)