Concepedia

Aleksey Min

AM

21

Publications

1.3K

Citations

16

H-Index

2004

Active since

Affiliations

Technical University of Munich(Current)

Aleksey Min is an author at Technical University of Munich specializing in statistics, business, and statistical inference.

Top concepts

StatisticsBusinessStatistical InferenceCopulasFinanceEngineeringEconometricsMultivariate AnalysisEconomicsData Science

Publications per year

2004–2022

21

Publications

21

Maximum likelihood estimation of mixed C-vines with application to exchange rates

Claudia Czado, Ulf Schepsmeier, Aleksey Min · Statistical Modelling · 2012 · 199 citations

Mixed C-vines, Engineering, Applied Economics +19

Modeling Longitudinal Data Using a Pair-Copula Decomposition of Serial Dependence

Michael S. Smith, Aleksey Min, Carlos Almeida et al. · Journal of the American Statistical Association · 2010 · 173 citations

Bayesian Inference for Multivariate Copulas Using Pair-Copula Constructions

Aleksey Min, Claudia Czado · Journal of Financial Econometrics · 2010 · 159 citations

Bayesian Statistic, Pair-copula Constructions, Engineering +13

A mixed copula model for insurance claims and claim sizes

Claudia Czado, Rainer Kastenmeier, Eike Christian Brechmann et al. · Scandinavian Actuarial Journal · 2011 · 126 citations

Engineering, Mixed Copula Approach, Business +10

Bayesian Inference for Multivariate Copulas Using Pair-Copula Constructions

Aleksey Min, Claudia Czado · Journal of Financial Econometrics · 2010 · 124 citations

Bayesian Statistic, Pair-copula Constructions, Engineering +13

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