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Thomas Nagler

Thomas Nagler

Delft University of Technology - Delft / Netherlands
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 4350721
Technische Universiteit Delft
person_outline Thomas Nagler's MOST POPULAR ARTICLES
1-) VineCopula: statistical inference of vine copulas R package version 2.1.3, 2019
2-) Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas Journal of Multivariate Analysis 151, 69-89, 2016
3-) Vine copula based modeling Annual Review of Statistics and Its Application 9 (1), 453-477, 2022
4-) Model selection in sparse high-dimensional vine copula models with an application to portfolio risk Journal of Multivariate Analysis 172, 180-192, 2019
5-) kdecopula: An R package for the kernel estimation of bivariate copula densities Journal of Statistical Software 84 (7), 1--22, 2018