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researcher

Jan-Frederik Mai

13 papers hereh-index 15867 citations93 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author5
  • first author6
  • middle author2

Across the 13 of 13 papers where every author was matched, so the position is known.

fields
  • math.PR5
  • stat.ME3
  • math.ST2
  • q-fin.RM2
  • q-fin.PR1

identity via Semantic Scholar / OpenAlex

activity
20132023
most citedExchangeable exogenous shock models

28 citations · 65 across the 13 of their papers we have counts for

collaborators
Showing 2019Show all

2 papers · 1 filter

math.ST2019★ 3 cited

On the structure of exchangeable extreme-value copulas

Jan-Frederik Mai, Matthias Scherer

We show that the set of d-variate symmetric stable tail dependence functions, uniquely associated with exchangeable d-dimensional extreme-value copulas, is a simplex and determ…

math.PR2019★ 7 cited

The infinite extendibility problem for exchangeable real-valued random vectors

Jan-Frederik Mai

We survey known solutions to the infinite extendibility problem for (necessarily exchangeable) probability laws on Rd, which is: Can a given random vector $\vec{X} = (X…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.