Concepedia

Karl Friedrich Siburg

KF

Statistics

Publications

19

Citations

534

H-Index

13

Active since

1993

Affiliations

TU Dortmund University(Current)

Ruhr University Bochum

Karl Friedrich Siburg is an author at TU Dortmund University specializing in engineering, statistics, and copulas.

Top concepts

EngineeringStatisticsCopulasFinanceBusinessGeometryRisk ManagementFunctional AnalysisProbabilityEconometrics

Publications per year

1993–2016

19

Publications

19

A Copula‐Based Non‐parametric Measure of Regression Dependence

Holger Dette, Karl Friedrich Siburg, Pavel A. Stoimenov · Scandinavian Journal of Statistics · 2012 · 90 citations · Full text

New Measure, Business, Econometrics +11

A measure of mutual complete dependence

Karl Friedrich Siburg, Pavel A. Stoimenov · Metrika · 2009 · 55 citations · Full text

Measure Theory, Mutual Complete Dependence, Engineering +6

Karl Friedrich Siburg, Pavel A. Stoimenov · Communication in Statistics- Theory and Methods · 2008 · 51 citations

Geometrical grounds of mean field solutions for normal grain growth

Reza Darvishi Kamachali, Alberto Abbondandolo, Karl Friedrich Siburg et al. · Acta Materialia · 2015 · 47 citations

Normal Grain Growth, Engineering, Physics +4

Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates

Karl Friedrich Siburg, Pavel A. Stoimenov, Gregor Weiß · Journal of Banking & Finance · 2015 · 39 citations

Portfolio Optimization, Engineering, Asset Pricing +5

1–5 of 19