Marius Hofert
University of Waterloo
H-index: 28
North America-Canada
Top articles of Marius Hofert
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Package ‘nvmix’ | Marius Hofert Erik Hintz Christiane Lemieux Maintainer Marius Hofert Suggests RColorBrewer | 2024/3/4 | |
Package ‘qrng’ | Marius Hofert Christiane Lemieux Maintainer Marius Hofert | 2024/2/29 | |
Randomized quasi-Monte Carlo methods on triangles: extensible lattices and sequences | Methodology and Computing in Applied Probability | Gracia Yunruo Dong Erik Hintz Marius Hofert Christiane Lemieux | 2024/6 |
Comparison of correlation-based measures of concordance in terms of asymptotic variance | Journal of Multivariate Analysis | Takaaki Koike Marius Hofert | 2024/5/1 |
Risk Revealed: Cautionary Tales, Understanding and Communication | Paul Embrechts Marius Hofert Valérie Chavez-Demoulin | 2024/4/11 | |
Implicit and Explicit Policy Constraints for Offline Reinforcement Learning | Yang Liu Marius Hofert | 2024/3/15 | |
Measuring non-exchangeable tail dependence using tail copulas | ASTIN Bulletin: The Journal of the IAA | Takaaki Koike Shogo Kato Marius Hofert | 2023/5 |
The Philosophy of Copula Modeling: A Conversation with ChatGPT. | Journal of Data Science | Marius Hofert | 2023/10/1 |
Assessing ChatGPT’s proficiency in quantitative risk management | Risks | Marius Hofert | 2023/9/19 |
Composite pseudo-likelihood estimation for pair-tractable copulas such as Archimedean, Archimax and related hierarchical extensions | Journal of Statistical Computation and Simulation | J Górecki M Hofert | 2023/9/2 |
Matrix compatibility and correlation mixture representation of generalized Gini's gamma | Canadian Journal of Statistics | Takaaki Koike Marius Hofert | 2023/12 |
Correlation pitfalls with ChatGPT: Would you fall for them? | Risks | Marius Hofert | 2023/6/21 |
Dependence Model Assessment and Selection with DecoupleNets | Journal of Computational and Graphical Statistics | Marius Hofert Avinash Prasad Mu Zhu | 2023/10/2 |
Index-mixed copulas | arXiv preprint arXiv:2306.10663 | Klaus Herrmann Marius Hofert Nahid Sadr | 2023/6/19 |
RafterNet: Probabilistic predictions in multi-response regression | The American Statistician | Marius Hofert Avinash Prasad Mu Zhu | 2023/10/2 |
Smooth bootstrapping of copula functionals | Electronic Journal of Statistics | Maximilian Coblenz Oliver Grothe Klaus Herrmann Marius Hofert | 2022 |
Quasi-random sampling with black box or acceptance-rejection inputs | Erik Hintz Marius Hofert Christiane Lemieux | 2022/12/1 | |
Single-index importance sampling with stratification | Methodology and Computing in Applied Probability | Erik Hintz Marius Hofert Christiane Lemieux Yoshihiro Taniguchi | 2022/12 |
Multivariate time-series modeling with generative neural networks | Econometrics and Statistics | Marius Hofert Avinash Prasad Mu Zhu | 2022/7/1 |
Computational challenges of t and related copulas | Journal of Data Science | Erik Hintz Marius Hofert Christiane Lemieux | 2022/1/1 |
Co-Authors
