Marius Hofert
Identifiers
- name variant Marius Hofert 0.60 · backfill
Papers (17)
- Measuring multivariate maximal tail dependence math.ST · 2026 · author #2
- Tail copula representation of path-based maximal tail dependence q-fin.RM · 2026 · author #2
- Compatibility and attainability of matrices of correlation-based measures of concordance math.ST · 2018 · author #1
- A framework for measuring dependence between random vectors stat.ME · 2018 · author #1
- Hierarchical Archimax copulas math.PR · 2017 · author #1
- Multivariate Geometric Expectiles q-fin.RM · 2017 · author #2
- On structure, family and parameter estimation of hierarchical Archimedean copulas stat.ME · 2016 · author #2
- Visualizing Dependence in High-Dimensional Data: An Application to S&P 500 Constituent Data stat.AP · 2016 · author #1
- Bernoulli and tail-dependence compatibility math.PR · 2016 · author #2
- Quasi-random numbers for copula models stat.CO · 2015 · author #2
- Improved Algorithms for Computing Worst Value-at-Risk: Numerical Challenges and the Adaptive Rearrangement Algorithm q-fin.RM · 2015 · author #1
- An importance sampling approach for copula models in insurance stat.CO · 2014 · author #3
- Parallel and other simulations in R made easy: An end-to-end study stat.CO · 2013 · author #1
- Estimators for Archimedean copulas in high dimensions stat.CO · 2012 · author #1
- Densities of nested Archimedean copulas math.ST · 2012 · author #1
- Likelihood inference for Archimedean copulas math.ST · 2011 · author #1
- Sibuya copulas math.PR · 2010 · author #1
Mentions
- 1508.03483 #2 · backfill · confidence 0.70 Marius Hofert
- 1207.1708 #1 · arxiv_oai · confidence 0.70 Marius Hofert
- 1505.02281 #1 · backfill · confidence 0.70 Marius Hofert
- 1403.4291 #3 · backfill · confidence 0.70 Marius Hofert
- 1309.4402 #1 · backfill · confidence 0.70 Marius Hofert
- 2605.25766 #2 · arxiv_oai · confidence 0.70 Marius Hofert
- 1207.1708 #1 · backfill · confidence 0.70 Marius Hofert
- 1204.2410 #1 · backfill · confidence 0.70 Marius Hofert
- 1108.6032 #1 · backfill · confidence 0.70 Marius Hofert
- 1008.2292 #1 · backfill · confidence 0.70 Marius Hofert
Frequent Coauthors
- Takaaki Koike 3 shared papers
- Alexander J. McNeil 2 shared papers
- Avinash Prasad 2 shared papers
- Haruki Tsunekawa 2 shared papers
- Martin M\"achler 2 shared papers
- Mathieu Cambou 2 shared papers
- Wayne Oldford 2 shared papers
- Amir Memartoluie 1 shared papers
- Christiane Lemieux 1 shared papers
- David Pham 1 shared papers
- David Saunders 1 shared papers
- Frederic Vrins 1 shared papers
- Jan G\'orecki 1 shared papers
- Klaus Herrmann 1 shared papers
- Martin Hole\v{n}a 1 shared papers
- Martin Maechler 1 shared papers
- Melina Mailhot 1 shared papers
- Mu Zhu 1 shared papers
- Paul Embrechts 1 shared papers
- Philipp Arbenz 1 shared papers