Jan-Frederik Mai

According to our database, Jan-Frederik Mai authored at least 10 papers between 2009 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2021

Stochastic decomposition for ℓp-norm symmetric survival functions on the positive orthant.

Jan-Frederik Mai, Ruodu Wang

J. Multivar. Anal., 2021

2020

On the structure of exchangeable extreme-value copulas.

Jan-Frederik Mai, Matthias Scherer

J. Multivar. Anal., 2020

2018

Extreme-value copulas associated with the expected scaled maximum of independent random variables.

Jan-Frederik Mai

J. Multivar. Anal., 2018

2013

Multivariate geometric distributions, (logarithmically) monotone sequences, and infinitely divisible laws.

Jan-Frederik Mai, Matthias Scherer, Natalia Shenkman

J. Multivar. Anal., 2013

2012

H-extendible copulas.

Jan-Frederik Mai, Matthias Scherer

J. Multivar. Anal., 2012

An Analytical Characterization of the Exchangeable Wide-Sense Geometric Law.

Jan-Frederik Mai, Matthias Scherer, Natalia Shenkman

Proceedings of the Synergies of Soft Computing and Statistics for Intelligent Data Analysis, 2012

2010

Constructing hierarchical Archimedean copulas with Lévy subordinators.

Christian Hering, Marius Hofert, Jan-Frederik Mai, Matthias Scherer

J. Multivar. Anal., 2010

Representation of Exchangeable Sequences by Means of Copulas.

Fabrizio Durante, Jan-Frederik Mai

Proceedings of the Combining Soft Computing and Statistical Methods in Data Analysis, 2010

2009

Lévy-frailty copulas.

Jan-Frederik Mai, Matthias Scherer

J. Multivar. Anal., 2009

Efficiently sampling exchangeable Cuadras-Augé copulas in high dimensions.

Jan-Frederik Mai, Matthias Scherer

Inf. Sci., 2009