Publications
Submitted
- Ansari, J. On a version of a multivariate integration by parts formula for Lebesgue integrals. arXiv
- Ansari, J. and M. Ritter. Comparison results for Markov tree distributions. arXiv
- Ansari, J., P. B. Langthaler, S. Fuchs, and W. Trutschnig. Quantifying and estimating dependence via sensitivity of conditional distributions. arXiv
- Ansari, J. and S. Fuchs. A simple extension of Azadkia & Chatterjee’s rank correlation to a vector of endogenous variables. arXiv
Publications in Peer-Reviewed Journals
- Ansari, J., E. Lütkebohmert, A. Neufeld, and J. Sester (2024). Improved robust price bounds for multi-asset derivatives under market-implied dependence information. Finance and Stochastics.
- Ansari, J. and M. Rockel (2024). Dependence properties of bivariate copula families. Dependence Modeling 12(1).
- Ansari, J., T. Shushi, and S. Vanduffel (2024). Up- and down-correlations in normal variance mixture models. Statistics & Probability Letters.
- Ansari, J. and L. Rüschendorf (2023). Supermodular and directionally convex comparison results for general factor models. Journal of Multivariate Analysis 201(20).
- Ansari, J. and L. Rüschendorf (2021). Sklar’s Theorem, copula products, and ordering results in factor models. Dependence Modeling 9, 267-306
- Ansari, J. and L. Rüschendorf (2021). Ordering results for elliptical distributions with applications to risk bounds. Journal of Multivariate Analysis 182(14)
- Ansari, J. and L. Rüschendorf (2020). Upper risk bounds in internal factor models with constrained specification sets. Probability, Uncertainty and Quantitate Risk 5(1), 1-30
- Ansari, J. and L. Rüschendorf (2018). Ordering Risk bounds in factor models. Dependence Modeling 6.1, 259-287
- Ansari, J. and L. Rüschendorf (2018). Ordering results for risk bounds and cost-efficient payoffs in partially specified risk factor models. Methodology and Computing in Applied Probability 20.3, 817-838
Books, Edited Books, Proceedings
- Ansari, J., S. Fuchs, W. Trutschnig, M.A. Lubiano, M.A. Gil, P. Grzegorzewski, and O. Hryniewicz (Eds.) Combining, Modelling and Analyzing Imprecission, Randomness and Dependence. SMPS 2024 Conference proceedings. Springer, Cham.
Book Chapters
- Ansari, J., E. Lütkebohmert, and M. Rockel (2024). An Empirical Study on New Model-Free Multi-output Variable Selection Methods. In: J. Ansari et al. (Eds.), Combining, Modelling and Analyzing Imprecission, Randomness and Dependence, pp. 9-17. Springer, Cham.
Thesis
- Ansari, J. (2019). Ordering risk bounds in partially specified factor models. Dissertation, University of Freiburg