B. Abdous
Finance · 2005–2006
A researcher in the Science corpus: 3 papers; trusts 1 researcher and is trusted by 8 researchers here, as inferred from the citation graph.
Subfields
- Finance — 14 citations into it; #5,130 of 10,518 by trust here, #4,039 by citations
Whom B. Abdous trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Filip Lindskog
- Gabriel Frahm
- Christian Genest
- Alexander J. McNeil
- Janet E. Heffernan
- Krishanu Maulik
- Henrik Hult
Who trusts B. Abdous overall
- Aristidis K. Nikoloulopoulos
- Christian Genest
- Friedrich Schmid
- Annie Poulin
- Gabriel Frahm
- Gordon Gudendorf
- Rafael Schmidt
- Anne-Catherine Favre
- Johan Segers
- Claudia Klüppelberg
Papers from B. Abdous's perspective
Ordered by how strongly the researchers B. Abdous trusts endorse each paper. Same corpus, a different order for every researcher.
- Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
- Elliptical copulas: applicability and limitations
- Characterizations and Examples of Hidden Regular Variation
- A conditional approach for multivariate extreme values (with discussion)
- KENDALL'S TAU FOR ELLIPTICAL DISTRIBUTIONS ∗
- The Meta-elliptical Distributions with Given Marginals
- A Martingale Approach to the Copula-Graphic Estimator for the Survival Function under Dependent Censoring
- Testing Quasi-Independence of Failure and Truncation Times via Conditional Kendall's Tau
- On blest's measure of rank correlation
- Fonctions de repartition a n dimensions et leurs marges
Their papers
- Extreme behaviour for bivariate elliptical distributions (2005) — 66 citations
- Dependence Properties of Meta-Elliptical Distributions (2005) — 82 citations
- Estimating survival under a dependent truncation (2006) — 70 citations