Marius Hofert 个人学术档案

引用次数

	总计	2019 年至今
引用	3622	1860
h 指数	28	22
i10 指数	51	42

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Martin MächlerAdjunct Professor, ETH Zurich在 stat.math.ethz.ch 的电子邮件经过验证
Ivan KojadinovicProfessor of Statistics, University of Pau, France在 univ-pau.fr 的电子邮件经过验证
Jun YanUniversity of Connecticut在 uconn.edu 的电子邮件经过验证
Alexander McNeilUniversity of York在 york.ac.uk 的电子邮件经过验证
Christiane LemieuxStatistics and Actuarial Science, University of Waterloo在 uwaterloo.ca 的电子邮件经过验证
Matthias SchererTechnische Universität München在 tum.de 的电子邮件经过验证
Avinash PrasadPostdoctoral Fellow, University of Waterloo在 uwaterloo.ca 的电子邮件经过验证
Jan GóreckiSilesian university in Opava, SBA in Karviná在 opf.slu.cz 的电子邮件经过验证
Martin Holena在 cs.cas.cz 的电子邮件经过验证
Takaaki KoikeHitotsubashi University在 r.hit-u.ac.jp 的电子邮件经过验证
Wayne OldfordProfessor of Statistics, University of Waterloo在 uwaterloo.ca 的电子邮件经过验证
Johanna ZiegelProfessor of Statistics, ETH Zurich在 ethz.ch 的电子邮件经过验证
Mélina MailhotConcordia University在 concordia.ca 的电子邮件经过验证
Fabrizio DuranteDipartimento di Scienze dell'Economia, Università del Salento在 unisalento.it 的电子邮件经过验证
Tony S. WirjantoDepartment of Statistics & Actuarial Science, University of Waterloo在 uwaterloo.ca 的电子邮件经过验证
Raphaël HuserAssociate Professor, King Abdullah University of Science and Technology (KAUST)在 kaust.edu.sa 的电子邮件经过验证
Oliver GrotheProfessor, KIT在 kit.edu 的电子邮件经过验证
Ruodu WangUniversity of Waterloo在 uwaterloo.ca 的电子邮件经过验证
Frédéric VrinsLFIN/LIDAM, UCLouvain在 uclouvain.be 的电子邮件经过验证
David SaundersDepartment of Statistics and Actuarial Science, University of Waterloo在 uwaterloo.ca 的电子邮件经过验证

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Marius Hofert

The University of Hong Kong

在 hku.hk 的电子邮件经过验证 - 首页

Dependence Modeling Computational Statistics Data Science Quantitative Risk Management


标题按引用次数排序按年份排序按标题排序	引用次数引用次数	年份
copula: Multivariate dependence with copulas M Hofert, I Kojadinovic, M Maechler, J Yan R package version 0.999-9, URL http://CRAN. R-project. org/package= copula, C225, 2014	330	2014
A note on generalized inverses P Embrechts, M Hofert Mathematical Methods of Operations Research 77, 423-432, 2013	330	2013
Sampling Archimedean copulas M Hofert Computational Statistics & Data Analysis 52 (12), 5163-5174, 2008	231	2008
Elements of copula modeling with R M Hofert, I Kojadinovic, M Mächler, J Yan Springer International Publishing, 2018	224	2018
Nested Archimedean copulas meet R: The nacopula package M Hofert, M Mächler Journal of Statistical Software 39 (9), 1-20, 2011	208	2011
Likelihood inference for Archimedean copulas in high dimensions under known margins M Hofert, M Mächler, AJ McNeil Journal of Multivariate Analysis 110, 133-150, 2012	196	2012
Efficiently sampling nested Archimedean copulas M Hofert Computational Statistics & Data Analysis 55 (1), 57-70, 2011	173	2011
An extreme value approach for modeling operational risk losses depending on covariates V Chavez‐Demoulin, P Embrechts, M Hofert Journal of Risk and Insurance 83 (3), 735-776, 2016	169	2016
CDO pricing with nested Archimedean copulas M Hofert, M Scherer Quantitative Finance 11 (5), 775-787, 2011	163	2011
Sampling nested Archimedean copulas with applications to CDO pricing M Hofert Universität Ulm, 2010	96	2010
Inference in multivariate Archimedean copula models C Genest, J Nešlehová, J Ziegel Test 20, 223-256, 2011	90	2011
Statistics and quantitative risk management for banking and insurance P Embrechts, M Hofert Annual Review of Statistics and Its Application 1 (1), 493-514, 2014	87	2014
Constructing hierarchical Archimedean copulas with Lévy subordinators C Hering, M Hofert, JF Mai, M Scherer Journal of Multivariate Analysis 101 (6), 1428-1433, 2010	80	2010
copula: Multivariate dependence with copulas, 2014 M Hofert, I Kojadinovic, M Maechler, J Yan URL http://CRAN. R-project. org/package= copula. R package version 0.999-7, 2020	71	2020
Copula: multivariate dependence with copulas, r package version 1.0-1 M Hofert, I Kojadinovic, M Maechler, J Yan	68	2020
Densities of nested Archimedean copulas M Hofert, D Pham Journal of Multivariate Analysis 118, 37-52, 2013	62	2013
A stochastic representation and sampling algorithm for nested Archimedean copulas M Hofert Journal of Statistical Computation and Simulation 82 (9), 1239-1255, 2012	57	2012
Archimedean copulas in high dimensions: Estimators and numerical challenges motivated by financial applications M Hofert, M Mächler, AJ McNeil Journal de la Société Française de Statistique 154 (1), 25-63, 2013	56	2013
An approach to structure determination and estimation of hierarchical Archimedean copulas and its application to Bayesian classification J Górecki, M Hofert, M Holeňa Journal of Intelligent Information Systems 46 (1), 21-59, 2016	46	2016
Sampling exponentially tilted stable distributions M Hofert ACM Transactions on Modeling and Computer Simulation (TOMACS) 22 (1), 1-11, 2011	46	2011

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