Edit Profile (opens in new tab) Herrmann, Klaus Co-Author Distance Author ID: herrmann.klaus Published as: Herrmann, Klaus; Herrmann, K. Homepage: https://www.usherbrooke.ca/mathematiques/personnel/corps-professoral/professeurs... External Links: MGP Documents Indexed: 7 Publications since 2014, including 1 Additional arXiv Preprint 1 Further Contribution Co-Authors: 10 Co-Authors with 8 Joint Publications 281 Co-Co-Authors all top 5 Co-Authors 0 single-authored 4 Hofert, Marius 3 Gijbels, Irène 2 Mailhot, Mélina 1 Ahmad, Amir A. 1 Bailey, Natalia 1 Beirlant, Jan 1 Bouveyron, Charles 1 Coad, D. Stephen 1 Coblenz, Maximilian 1 Critchley, Frank 1 Dang, Wei 1 De Spiegeleer, Jan 1 Fan, Jianqing 1 Fan, Yingying 1 Farné, Matteo 1 Ferreira, Marco A. R. 1 Fine, Jason Peter 1 Frommlet, Florian 1 Fryzlewicz, Piotr 1 Gilks, Wally 1 Grothe, Oliver 1 Halawani, Sami M. 1 Hallin, Marc 1 Hashmi, Sarosh 1 Holzmann, Hajo 1 Hu, Charlie 1 Huang, Hanwen 1 Huang, Jian 1 Huang, Na 1 Jang, Woncheol 1 Jung, Sungkyu 1 Kent, John T. 1 Lam, Clifford 1 Leister, Anna 1 Liao, Yuan 1 Lim, Johan 1 Linton, Oliver Bruce 1 Liu, Han 1 Liu, Yufeng 1 Marron, James Stephen 1 Maruri-Aguilar, Hugo 1 Mateu, Jorge 1 Mincheva, Martina 1 Montanari, Angela 1 Onatski, Alexei 1 Pan, Guangming 1 Peng, Heng 1 Pesaran, M. Hashem 1 Pourahmadi, Mohsen 1 Reynkens, Tom 1 Sadr, Nahid 1 Samworth, Richard J. 1 Schoutens, Wim 1 Shen, Dan 1 Shen, Haipeng 1 Tang, Chengyong 1 Verhasselt, Anneleen 1 Viroli, Cinzia 1 Vogt, Michael P. 1 Wang, Lie 1 Won, Joongho 1 Xue, Lingzhou 1 Yamagata, Takashi 1 Yu, Keming 1 Yu, Yi 1 Zhang, Jian 1 Zhang, Wenyang 1 Zhou, Yong 1 Zou, Hui all top 5 Serials 1 Insurance Mathematics & Economics 1 Applied Mathematical Finance 1 Journal of the Royal Statistical Society. Series B. Statistical Methodology 1 Scandinavian Actuarial Journal 1 ASTIN Bulletin 1 Electronic Journal of Statistics Fields 8 Statistics (62-XX) 5 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Probability theory and stochastic processes (60-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 6 Publications have been cited 25 times in 21 Documents Cited by ▼ Year ▼ Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors’ reply. Zbl 1411.62138 Fan, Jianqing; Liao, Yuan; Mincheva, Martina 199 2013 On the distribution of sums of random variables with copula-induced dependence. Zbl 1323.62020 Gijbels, Irène; Herrmann, Klaus 10 2014 Multivariate geometric expectiles. Zbl 1398.62302 Herrmann, Klaus; Hofert, Marius; Mailhot, Mélina 8 2018 Optimal expected-shortfall portfolio selection with copula-induced dependence. Zbl 1418.91469 Gijbels, Irène; Herrmann, Klaus 3 2018 Multivariate geometric tail- and range-value-at-risk. Zbl 1431.91441 Herrmann, Klaus; Hofert, Marius; Mailhot, Mélina 3 2020 Hunting for black swans in the European banking sector using extreme value analysis. Zbl 1368.91179 Beirlant, Jan; Schoutens, Wim; De Spiegeleer, Jan; Reynkens, Tom; Herrmann, Klaus 1 2016 Multivariate geometric tail- and range-value-at-risk. Zbl 1431.91441 Herrmann, Klaus; Hofert, Marius; Mailhot, Mélina 3 2020 Multivariate geometric expectiles. Zbl 1398.62302 Herrmann, Klaus; Hofert, Marius; Mailhot, Mélina 8 2018 Optimal expected-shortfall portfolio selection with copula-induced dependence. Zbl 1418.91469 Gijbels, Irène; Herrmann, Klaus 3 2018 Hunting for black swans in the European banking sector using extreme value analysis. Zbl 1368.91179 Beirlant, Jan; Schoutens, Wim; De Spiegeleer, Jan; Reynkens, Tom; Herrmann, Klaus 1 2016 On the distribution of sums of random variables with copula-induced dependence. Zbl 1323.62020 Gijbels, Irène; Herrmann, Klaus 10 2014 Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors’ reply. Zbl 1411.62138 Fan, Jianqing; Liao, Yuan; Mincheva, Martina 199 2013 all cited Publications top 5 cited Publications all top 5 Cited by 48 Authors 3 Mesiar, Radko 3 Sheikhi, Ayyub 2 Gijbels, Irène 2 Herrmann, Klaus 2 Mailhot, Mélina 2 Sarabia, José María 1 Adam, Cécile 1 Amirzadeh, Vahid 1 Arbel, Julyan 1 Beck, Nicholas 1 Ben Taieb, Souhaib 1 Bonaccolto, Giovanni 1 Cai, Jun 1 Cascos, Ignacio 1 D’Amico, Guglielmo 1 Di Bernardino, Elena 1 Genest, Christian 1 Girard, Stéphane 1 Gómez-Déniz, Emilio 1 Hofert, Marius 1 Hu, Yijun 1 Hyndman, Rob J. 1 Jia, Huameng 1 Jordá, Vanesa 1 Komornikova, Magda 1 Konen, Dimitri 1 Krvavych, Yuriy 1 Mao, Tiantian 1 Maume-Deschamps, Véronique 1 Montes, Ignacio 1 Montes, Susana 1 Moro, Eric Dal 1 Navarro, Jorge 1 Nguyen, Hien Duy 1 Ochoa, Maicol A. 1 Paindaveine, Davy 1 Petroni, Filippo 1 Prieto, Faustino 1 Regnault, Philippe 1 Rullière, Didier 1 Said, Khalil 1 Salamanca, Juan Jesús 1 Scherer, Matthias 1 Scocchera, Stefania 1 Storchi, Loriano 1 Taylor, James W. 1 Usseglio-Carleve, Antoine 1 Wei, Linhai all top 5 Cited in 16 Serials 3 ASTIN Bulletin 2 Journal of Multivariate Analysis 2 Applied Mathematical Finance 1 Fuzzy Sets and Systems 1 Journal of the American Statistical Association 1 Journal of Statistical Planning and Inference 1 Kybernetika 1 Statistics & Probability Letters 1 Bernoulli 1 Probability in the Engineering and Informational Sciences 1 Scandinavian Actuarial Journal 1 Computational Management Science 1 Iranian Journal of Fuzzy Systems 1 Journal of Industrial and Management Optimization 1 Statistics & Risk Modeling 1 Dependence Modeling Cited in 4 Fields 18 Statistics (62-XX) 9 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 Probability theory and stochastic processes (60-XX) 2 Operations research, mathematical programming (90-XX) Citations by Year