151 citations · 321 across the 18 of their papers we have counts for
5 papers · 1 filter
Heavy tailed spatial autocorrelation models
A. Kreuzer, T. Erhardt, T. Nagler +1
Appropriate models for spatially autocorrelated data account for the fact that observations are not independent. A popular model in this context is the simultaneous autoregressive…
D-vine quantile regression with discrete variables
Niklas Schallhorn, Daniel Kraus, Thomas Nagler +1
Quantile regression, the prediction of conditional quantiles, finds applications in various fields. Often, some or all of the variables are discrete. The authors propose two new qu…
Asymptotic analysis of the jittering kernel density estimator
Thomas Nagler
Jittering estimators are nonparametric function estimators for mixed data. They extend arbitrary estimators from the continuous setting by adding random noise to discrete variables…
A generic approach to nonparametric function estimation with mixed data
Thomas Nagler
In practice, data often contain discrete variables. But most of the popular nonparametric estimation methods have been developed in a purely continuous framework. A common trick am…
Nonparametric estimation of simplified vine copula models: comparison of methods
Thomas Nagler, Christian Schellhase, Claudia Czado
In the last decade, simplified vine copula models have been an active area of research. They build a high dimensional probability density from the product of marginals densities an…