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A. Janßen

13 papers hereh-index 9259 citations18 works total

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

author position
  • sole author1
  • first author7
  • middle author3
  • last author2

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

fields
  • math.PR9
  • math.ST2
  • stat.ME2

identity via Semantic Scholar / OpenAlex

activity
20112024
most citedOn a minimum distance procedure for threshold selection in tail analysis

23 citations · 48 across the 9 of their papers we have counts for

collaborators
Showing 2015Show all

1 paper · 1 filter

math.PR2015

Joint exceedances of random products

Anja Janßen, Holger Drees

We analyze the joint extremal behavior of n random products of the form ∏j=1m​Xjaij​​,1≤i≤n, for non-negative, independent regularly varying random vari…

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