Drton, Mathias; Massam, Hélène; Olkin, Ingram
Moments of minors of Wishart matrices
The Annals of Statistics
2008
36
5
Oct
2261-2283

Drton, Mathias
Iterative Conditional Fitting for Discrete Chain Graph Models
93-104
COMPSTAT 2008
Brito, Paula
Physica-Verlag HD
2008

Drton, Mathias
Multiple solutions to the likelihood equations in the Behrens–Fisher problem
Statistics & Probability Letters
2008
78
18
Dec
3288-3293

Drton, Mathias; Richardson, Thomas S.
Binary models for marginal independence
Journal of the Royal Statistical Society: Series B (Statistical Methodology)
2008
70
2
Apr
287-309

Drton, Mathias; Perlman, Michael D.
A SINful approach to Gaussian graphical model selection
Journal of Statistical Planning and Inference
2008
138
4
Apr
1179-1200

Endo, K., Matsui, M.
The stationarity of multidimensional generalized Ornstein-Uhlenbeck processes
Statistics & Probability Letters
2008
78
14
2265-2272

Böcker, K. and Hillebrand, M.
Interaction of market and credit risk: an analysis of inter-risk correlation and risk aggregation
Technical report
2008

Bertoin, J., Lindner, A., Maller, R.
Donati-Martin, C., Émery, M., Rouault, A. und Stricker, C. (Eds.)
On continuity properties of integrals of Lévy processes
137-159
Donati-Martin, C., Émery, M., Rouault, A. und Stricker, C.: Séminaire de Probabilités
Springer
2008

Klüppelberg, C., Kuhn, G., Peng, L.
Semi-parametric models for the multivariate tail dependence function - the asymptotically dependent case
Scand. J. Stat.
2008
35
4
701-718

Bernhardt, C.,Klüppelberg, C., Meyer-Brandis, T.
Estimating high quantiles for electricity prices by stable linear models
Journal of Energy Markets
2008
1
1
3-19