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researcher

N. Nolde

11 papers hereh-index 12572 citations34 works total

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

author position
  • first author3
  • last author8

Across the 11 of 11 papers where every author was matched, so the position is known.

fields
  • stat.ME4
  • math.PR2
  • math.ST2
  • q-fin.RM2
  • stat.AP1

identity via Semantic Scholar / OpenAlex

activity
20092026
most citedAn extreme value approach to CoVaR estimation

3 citations · 5 across the 11 of their papers we have counts for

collaborators
Showing 2020Show all

1 paper · 1 filter

math.ST2020

Linking representations for multivariate extremes via a limit set

Natalia Nolde, Jennifer L. Wadsworth

The study of multivariate extremes is dominated by multivariate regular variation, although it is well known that this approach does not provide adequate distinction between random…

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