Thomas Nagler

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Solving Estimating Equations With Copulas Journal of the American Statistical Association	2024-07-05	Paper
kde1d	2024-01-26	Software
svines	2024-01-18	Software
Stationary vine copula models for multivariate time series Journal of Econometrics	2022-04-01	Paper
Generalized Additive Models for Pair-Copula Constructions Journal of Computational and Graphical Statistics	2022-03-28	Paper
Stationary vine copula models for multivariate time series Journal of Econometrics	2022-03-16	Paper
Explaining predictive models using Shapley values and non-parametric vine copulas Dependence Modeling	2021-10-22	Paper
R-Friendly Multi-Threading in C++ Journal of Statistical Software	2021-01-01	Paper
Model selection in sparse high-dimensional vine copula models with an application to portfolio risk Journal of Multivariate Analysis	2019-07-02	Paper
Nonparametric estimation of simplified vine copula models: comparison of methods Dependence Modeling	2018-11-01	Paper
Asymptotic analysis of the jittering kernel density estimator Mathematical Methods of Statistics	2018-07-27	Paper
A generic approach to nonparametric function estimation with mixed data Statistics & Probability Letters	2018-06-14	Paper
Asymptotic analysis of the jittering kernel density estimator Mathematical Methods of Statistics	2017-05-15	Paper
A generic approach to nonparametric function estimation with mixed data Statistics & Probability Letters	2017-04-24	Paper
Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas Journal of Multivariate Analysis	2016-10-01	Paper
Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas Journal of Multivariate Analysis	2016-09-13	Paper

Research outcomes over time

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