Jan-Frederik Mai

Publication Activity (10 Years)

Years Active: 2009-2021
Publications (10 Years): 3

Top Topics

Random Variables

Stochastic Processes

Conditionally Independent

Top Venues

J. Multivar. Anal.

Publications

Jan-Frederik Mai, Ruodu Wang
Stochastic decomposition for ℓp-norm symmetric survival functions on the positive orthant. J. Multivar. Anal. 184 (2021)
Jan-Frederik Mai, Matthias Scherer
On the structure of exchangeable extreme-value copulas. J. Multivar. Anal. 180 (2020)
Jan-Frederik Mai
Extreme-value copulas associated with the expected scaled maximum of independent random variables. J. Multivar. Anal. 166 (2018)
Jan-Frederik Mai, Matthias Scherer, Natalia Shenkman
Multivariate geometric distributions, (logarithmically) monotone sequences, and infinitely divisible laws. J. Multivar. Anal. 115 (2013)
Jan-Frederik Mai, Matthias Scherer
H-extendible copulas. J. Multivar. Anal. 110 (2012)
Jan-Frederik Mai, Matthias Scherer, Natalia Shenkman
An Analytical Characterization of the Exchangeable Wide-Sense Geometric Law. SMPS (2012)
Fabrizio Durante, Jan-Frederik Mai
Representation of Exchangeable Sequences by Means of Copulas. SMPS (2010)
Christian Hering, Marius Hofert, Jan-Frederik Mai, Matthias Scherer
Constructing hierarchical Archimedean copulas with Lévy subordinators. J. Multivar. Anal. 101 (6) (2010)
Jan-Frederik Mai, Matthias Scherer
Efficiently sampling exchangeable Cuadras-Augé copulas in high dimensions. Inf. Sci. 179 (17) (2009)
Jan-Frederik Mai, Matthias Scherer
Lévy-frailty copulas. J. Multivar. Anal. 100 (7) (2009)