Universität zu Köln

Journal Article

Coblenz, Maximilian, Dyckerhoff, Rainer ORCID: 0000-0002-3631-8497 and Grothe, Oliver (2018). Confidence Regions for Multivariate Quantiles. Water, 10 (8). BASEL: MDPI. ISSN 2073-4441

Grothe, Oliver and Hofert, Marius (2015). Construction and sampling of Archimedean and nested Archimedean Levy copulas. J. Multivar. Anal., 138. S. 182 - 199. SAN DIEGO: ELSEVIER INC. ISSN 0047-259X

Grothe, Oliver, Kaechele, Fabian ORCID: 0000-0003-2934-7406 and Schmid, Friedrich (2022). A multivariate extension of the Lorenz curve based on copulas and a related multivariate Gini coefficient. J. Econ. Inequal., 20 (3). S. 727 - 749. LONDON: SPRINGERNATURE. ISSN 1573-8701

Grothe, Oliver, Kleppe, Tore Selland and Liesenfeld, Roman ORCID: 0000-0001-6996-6215 (2019). The Gibbs sampler with particle efficient importance sampling for state-space models*. Econometric Reviews, 38 (10). 1152 -1176. PHILADELPHIA: TAYLOR & FRANCIS. ISSN 1532-4168

Grothe, Oliver, Korniichuk, Volodymyr and Manner, Hans (2014). Modeling multivariate extreme events using self-exciting point processes. J. Econom., 182 (2). S. 269 - 290. LAUSANNE: ELSEVIER SCIENCE SA. ISSN 1872-6895

Grothe, Oliver and Schnieders, Julius (2011). Spatial dependence in wind and optimal wind power allocation: A copula-based analysis. Energy Policy, 39 (9). S. 4742 - 4755. OXFORD: ELSEVIER SCI LTD. ISSN 1873-6777

Grothe, Oliver, Schnieders, Julius and Segers, Johan ORCID: 0000-0002-0444-689X (2014). Measuring association and dependence between random vectors. J. Multivar. Anal., 123. S. 96 - 111. SAN DIEGO: ELSEVIER INC. ISSN 0047-259X

Saugel, Bernd ORCID: 0000-0001-6619-0722, Grothe, Oliver and Wagner, Julia Y. (2015). Tracking Changes in Cardiac Output: Statistical Considerations on the 4-Quadrant Plot and the Polar Plot Methodology. Anesth. Analg., 121 (2). S. 514 - 525. PHILADELPHIA: LIPPINCOTT WILLIAMS & WILKINS. ISSN 0003-2999