Nicole Barthel

Technical University of Munich

Chair of Mathematical Statistics (Prof. Klüppelberg)

Postal address

Postal:
Boltzmannstr. 3
85748 Garching b. München

Place of employment

Chair of Mathematical Statistics (Prof. Klüppelberg)

Work:
Parkring 11-13(8101)/II
85748 Garching b. München


Research Interests

  • Dependence modeling with (vine) copulas
  • Parsimonious dynamic vine copula based modeling
  • Multivariate survival analysis
  • Actuarial and financial mathematics

Publications

Barthel, N., Geerdens, C., Killiches, M., Janssen, P. and Czado, C. (2017)
Vine copula based likelihood estimation of dependence patterns in multivariate event time data.
Computational Statistics and Data Analysis, doi:10.1016/j.csda.2017.07.010
[preprint]


Theses

Barthel, N. (2015)
Multivariate Survival Analysis using Vine-Copulas.
Master's thesis, Technische Universität München[pdf]


Talks

Vine based Modeling of Multivariate Volatility Time-Series.
European Meeting of Statisticians (EMS 2017), University of Helsinki, Finland, July 24-28, 2017

Vine based Modeling of Multivariate Volatility Time-Series.
Salzburg Workshop on Dependence Models & Copulas, University of Salzburg, Austria, September 19-22, 2016

Vine based Modeling of Multivariate Volatility Time-Series.
22nd International Conference on Computational Statistics (COMPSTAT 2016), Auditorio Príncipe Felipe, Oviedo, Spain, August 23-26, 2016

Vine Copula based Inference of Multivariate Event Time Data.
Dependence Modeling in Finance, Insurance and Environmental Science, Technische Universität München, Germany, May 17-19, 2016

Vine Copula Models for Multivariate Event Time Data.
Institute of Statistics, Biostatistics and Actuarial Sciences, Université catholique de Louvain,
Statistics Seminar in the framework of ARC "Survival Analysis"
Belgium, May 2, 2016

Vine Copula based Inference of Multivariate Survival Data.
8th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2015), University of London, UK, December 12-14, 2015

Multivariate Survival Analysis using Vine Copulas.
Center for Statistics, Hasselt University,
Seminar in the framework of FWO-WOG “asymptotic theory for multidimensional statistics”
Belgium, October 16, 2015