Jakob Stöber

Statistics and Probability · 2014

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Statistics and Probability — 9 citations into it
• Finance — 7 citations into it; #9,771 of 10,518 by trust here, #10,047 by citations

Whom Jakob Stöber trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Peter X.-K. Song

Who trusts Jakob Stöber overall

1. David Lopez-Paz

Papers from Jakob Stöber's perspective

Ordered by how strongly the researchers Jakob Stöber trusts endorse each paper. Same corpus, a different order for every researcher.

1. Maximization by Parts in Likelihood Inference
2. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
3. Robust estimation in generalized linear mixed models
4. The stochastic conditional duration model: a latent variable model for the analysis of financial durations
5. Efficient Algorithms for Robust Estimation in Linear Mixed-Effects Models Using the Multivariate t Distribution
6. Double hierarchical generalized linear models (with discussion)
7. Dependence structures for multivariate high-frequency data in finance
8. Fonctions de repartition a n dimensions et leurs marges
9. On Default Correlation: A Copula Function Approach
10. Risk Management: Value at Risk and Beyond

Their papers

• Derivatives and Fisher information of bivariate copulas (2014) — 78 citations