M. Falk

activity

20112019

most citedA multivariate piecing-together approach with an application to operational loss data

17 citations · 88 across the 18 of their papers we have counts for

collaborators

Showing 2017 · math.PRShow all

3 papers · 2 filters

math.PR2017

On Multivariate Records from Random Vectors with Independent Components

M. Falk, A. Khorrami, S. A. Padoan

Let $X_{1}, X_{2}, \dots$ be independent copies of a random vector $X$ with values in $R^{d}$ and with a continuous distribution function. T…

math.PR2017★ 1 cited

Some Results on Joint Record Events

M. Falk, A. Khorrami Chokami, S. A. Padoan

Let $X_{1}, X_{2}, \dots$ be independent and identically distributed random variables on the real line with a joint continuous distribution function $F$ . The stochastic behavior of the s…

math.PR2017

On generalized max-linear models in max-stable random fields

Michael Falk, Maximilian Zott

In practice, it is not possible to observe a whole max-stable random field. Therefore, a way how to reconstruct a max-stable random field in $C ([0, 1]^{k})$ by interpolatin…