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Jonathan Ansari
Jonathan Ansari
PostDoc University of Salzburg
Verified email at plus.ac.at
Title
Cited by
Cited by
Year
Sklar’s theorem, copula products, and ordering results in factor models
J Ansari, L Rüschendorf
Dependence Modeling 9 (1), 267-306, 2021
112021
A simple extension of Azadkia Chatterjee's rank correlation to a vector of endogenous variables
J Ansari, S Fuchs
arXiv preprint arXiv:2212.01621, 2022
82022
Ordering risk bounds in factor models
J Ansari, L Rüschendorf
Dependence Modeling 6 (1), 259-287, 2018
72018
Ordering results for elliptical distributions with applications to risk bounds
J Ansari, L Rüschendorf
Journal of Multivariate Analysis 182, 104709, 2021
62021
Ordering risk bounds in partially specified factor models
J Ansari
Dissertation, Universität Freiburg, 2019, 2019
62019
Improved robust price bounds for multi-asset derivatives under market-implied dependence information
J Ansari, E Lütkebohmert, A Neufeld, J Sester
arXiv preprint arXiv:2204.01071, 2022
52022
Ordering results for risk bounds and cost-efficient payoffs in partially specified risk factor models
J Ansari, L Rüschendorf
Methodology and Computing in Applied Probability 20 (3), 817-838, 2018
52018
Upper risk bounds in internal factor models with constrained specification sets
J Ansari, L Rüschendorf
Probability, Uncertainty and Quantitative Risk 5, 1-30, 2020
42020
On a version of a multivariate integration by parts formula for Lebesgue integrals
J Ansari
arXiv preprint arXiv:2203.06772, 2022
32022
Supermodular and directionally convex comparison results for general factor models
J Ansari, L Rüschendorf
Journal of Multivariate Analysis 201, 105264, 2024
22024
Quantifying and estimating dependence via sensitivity of conditional distributions
J Ansari, PB Langthaler, S Fuchs, W Trutschnig
arXiv preprint arXiv:2308.06168, 2023
12023
Up-and down-correlations in normal variance mixture models
J Ansari, T Shushi, S Vanduffel
Statistics & Probability Letters 205, 109949, 2024
2024
Dependence properties of bivariate copula families
J Ansari, M Rockel
arXiv preprint arXiv:2310.17307, 2023
2023
Ordering results in classes of elliptical distributions with applications to risk bounds
J Ansari, L Rüschendorf
2019
A model-free and dependence-based forward feature selection for multi-response data and a tool for identifying networks between variables
S Fuchs, J Ansari
bstracts, 33, 0
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