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Marius Hofert - The Mathematics Genealogy Project
www.genealogy.math.ndsu.nodak.edu
Marius Hofert. MathSciNet. Dr. rer. nat. Universität Ulm Germany. Dissertation: Sampling Nested Archimedean Copulas with Applications to CDO Pricing.
AbeBooks: sampling nested archimedean copulas - AbeBooks
Sampling Nested Archimedean Copulas: with Applications to CDO Pricing von Hofert Jan, Marius: und eine große Auswahl ähnlicher Bücher, Kunst und Sammlerstücke...
Sampling Nested Archimedean Copulas (Paperback): Jan Marius Hofert:...
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Sampling Nested Archimedean Copulas (Paperback) / Author: Jan Marius Hofert ; ; Probability & statistics, Mathematics, Science ...
Jan Marius Hofert (Author of Sampling Nested Archimedean Copulas)
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Jan Marius Hofert is the author of Sampling Nested Archimedean Copulas (0.0 avg rating, 0 ratings, 0 reviews, published 2010)
Copula Theory and Its Applications: Proceedings of the Workshop Held...
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Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate...
Estimators for Archimedean copulas in high dimensions – ScienceOpen
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Authors: Marius Hofert, Martin Maechler, Alexander J. McNeil. Publication date (Created): Publication date (Updated): Article ID (arXiv): ...
Sampling nested Archimedean copulas with applications to CDO pricing
oparu.uni-ulm.de
Economics at Ulm University. Jan Marius Hofert. January
Elements of Copula Modeling with R | SpringerLink
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This book provides an introduction to the theory and practice of copulas and their main properties. Stand-alone and reproducible R examples involving synthetic...
Sampling nested Archimedean copulas with applications to CDO pricing...
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Lisez Sampling nested Archimedean copulas with applications to CDO pricing [Elektronische Ressource] / Jan Marius Hofert en Document sur YouScribe - Ulm...
Densities of nested Archimedean copulas : Marius Hofert : Free...
archive.org
Nested Archimedean copulas recently gained interest since they generalize the well-known class of Archimedean copulas to allow for partial asymmetry....
JSM Online Program
ww2.amstat.org
Marius Hofert, University of Waterloo; Wayne Oldford, University of Waterloo. 9:00 AM, Bayesian Inference for Conditional Copulas Using Gaussian Process ...
Likelihood inference for Archimedean copulas in high dimensions under...
researchportal.hw.ac.uk
Likelihood inference for Archimedean copulas in high dimensions under known margins. Marius Hofert, Martin Mächler, Alexander J. Mcneil. School of ...
CiteSeerX — Title Multivariate Dependence with Copulas
citeseerx.ist.psu.edu
author = {Marius Hofert and Ivan Kojadinovic and Martin Maechler and Maintainer Martin Maechler}, title = {Title Multivariate Dependence with Copulas},
STATISTICAL INFERENCE FOR COPULAS IN HIGH DIMENSIONS: A SIMULATION...
www.cambridge.org
STATISTICAL INFERENCE FOR COPULAS IN HIGH DIMENSIONS: A SIMULATION STUDY - Volume 43 Issue 2 - Paul Embrechts, Marius Hofert
Trying out Copula packages in Python – I – StatsLetters
statsletters.com
You may ask, why copulas? We do not mean this copulas. We mean the mathematical concept. Simply put, copulas are joint distribution functions with uniform...
copula citation info
www2.uaem.mx
Marius Hofert, Ivan Kojadinovic, Martin Maechler and Jun Yan (2012). copula: Multivariate Dependence with Copulas. R package version
CDO Pricing with Nested Archimedean Copulas
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CDO Pricing with Nested Archimedean Copulas. by Marius Hofert of the Universität Ulm, and Matthias Scherer of Technische Universität München. January 24, 2008
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