The following pages link to Marius Hofert (Q303962):
Displaying 47 items.
- Bernoulli and tail-dependence compatibility (Q303963) (← links)
- (Q391618) (redirect page) (← links)
- Densities of nested Archimedean copulas (Q391619) (← links)
- (Q443785) (redirect page) (← links)
- Likelihood inference for Archimedean copulas in high dimensions under known margins (Q443788) (← links)
- Efficiently sampling nested Archimedean copulas (Q452526) (← links)
- Multivariate hierarchical copulas with shocks (Q607608) (← links)
- Modeling defaults with nested Archimedean copulas (Q621757) (← links)
- Practices and issues in operational risk modeling under Basel II (Q647154) (← links)
- Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation (Q829744) (← links)
- Normal variance mixtures: distribution, density and parameter estimation (Q830505) (← links)
- Constructing hierarchical archimedean copulas with Lévy subordinators (Q968494) (← links)
- Sampling Archimedean copulas (Q1023887) (← links)
- (Q1616348) (redirect page) (← links)
- Kendall's tau and agglomerative clustering for structure determination of hierarchical Archimedean copulas (Q1616350) (← links)
- Hierarchical Archimax copulas (Q1661344) (← links)
- Sibuya copulas (Q1931871) (← links)
- A framework for measuring association of random vectors via collapsed random variables (Q2001082) (← links)
- Subadditivity of value-at-risk for Bernoulli random variables (Q2018624) (← links)
- Right-truncated Archimedean and related copulas (Q2038223) (← links)
- Smooth bootstrapping of copula functionals (Q2137805) (← links)
- Construction and sampling of Archimedean and nested Archimedean Lévy copulas (Q2350047) (← links)
- Quasi-random numbers for copula models (Q2361476) (← links)
- A note on generalized inverses (Q2392816) (← links)
- Improved algorithms for computing worst value-at-risk (Q2397478) (← links)
- Modality for scenario analysis and maximum likelihood allocation (Q2657014) (← links)
- Single-index importance sampling with stratification (Q2684956) (← links)
- CDO pricing with nested Archimedean copulas (Q3005366) (← links)
- Multivariate geometric expectiles (Q4583625) (← links)
- Importance Sampling and Stratification for Copula Models (Q4611794) (← links)
- Sampling Exponentially Tilted Stable Distributions (Q4635182) (← links)
- COMPATIBILITY AND ATTAINABILITY OF MATRICES OF CORRELATION-BASED MEASURES OF CONCORDANCE (Q4972128) (← links)
- Random number generators produce collisions: Why, how many and more (Q5056997) (← links)
- Quasi-Random Sampling for Multivariate Distributions via Generative Neural Networks (Q5066450) (← links)
- On structure, family and parameter estimation of hierarchical Archimedean copulas (Q5107001) (← links)
- MULTIVARIATE GEOMETRIC TAIL- AND RANGE-VALUE-AT-RISK (Q5213447) (← links)
- (Q5262079) (← links)
- A stochastic representation and sampling algorithm for nested Archimedean copulas (Q5300812) (← links)
- STATISTICAL INFERENCE FOR COPULAS IN HIGH DIMENSIONS: A SIMULATION STUDY (Q5398345) (← links)
- Elements of Copula Modeling with R (Q5741927) (← links)
- Comments on: Inference in multivariate Archimedean copula models (Q5970326) (← links)
- Measuring non-exchangeable tail dependence using tail copulas (Q6174090) (← links)
- Matrix compatibility and correlation mixture representation of generalized Gini's gamma (Q6180920) (← links)
- Comparison of correlation-based measures of concordance in terms of asymptotic variance (Q6200939) (← links)
- Limiting Behavior of Maxima under Dependence (Q6533311) (← links)
- Randomized quasi-Monte Carlo methods on triangles: extensible lattices and sequences (Q6549580) (← links)
- RafterNet: Probabilistic Predictions in Multi-Response Regression (Q6585603) (← links)
