[2] Her research interests include copulas, extreme value theory, multivariate statistics, and operational risk.
[2] Her dissertation, Dependence of Non-continuous Random Variables, was supervised by Dietmar Pfeifer [de].
[4] After working as a postdoctoral researcher and Heinz Hopf Lecturer at ETH Zürich, she joined the McGill University faculty in 2009.
[5] With Erhard Cramer, Nešlehová is the author of a German-language undergraduate textbook in introductory mathematics, Vorkurs Mathematik: Arbeitsbuch zum Studienbeginn in Bachelor-Studiengängen (Springer, 2005; 7th ed., 2018).
[3] In 2023, Nešlehová was the second statistician (after Nancy Reid in 1995) to receive the Krieger–Nelson Prize of the Canadian Mathematical Society.