1 citations · 1 across the 3 of their papers we have counts for
3 papers
math.ST2016
Finite sample bounds for expected number of false rejections under martingale dependence with applications to FDR
Julia Benditkis, Arnold Janssen
Much effort has been made to improve the famous step up test of Benjamini and Hochberg given by linear critical values . It is pointed out by Gavrilov, Benjamini and…
math.ST2014★ 1 cited
Exponent dependence measures of survival functions and correlated frailty models
Jens Bendel, Dennis Dobler, Arnold Janssen
The present article studies survival analytic aspects of semiparametric copula dependence models with arbitrary univariate marginals. The underlying survival functions admit a repr…
math.ST2012
Applications of the Likelihood Theory in Finance: Modelling and Pricing
Arnold Janssen, Martin Tietje
This paper discusses the connection between mathematical finance and statistical modelling which turns out to be more than a formal mathematical correspondence. We like to figure o…