1 citations · 1 across the 7 of their papers we have counts for
Showing 2024Show all
3 papers · 1 filter
math.ST2024
Asymptotics for estimating a diverging number of parameters -- with and without sparsity
Jana Gauss, Thomas Nagler
We develop a general asymptotic theory for estimating equations whose dimension diverges with the sample size. For both unpenalized and sparse penalized problems, we establish popu…
stat.ME2024
Simplified vine copula models: state of science and affairs
Thomas Nagler
Vine copula models have become highly popular practical tools for modeling multivariate dependencies. To maintain tractability, a commonly employed simplifying assumption is that c…
stat.AP2024★ 1 cited
Towards more realistic climate model outputs: A multivariate bias correction based on zero-inflated vine copulas
Henri Funk, Ralf Ludwig, Helmut Kuechenhoff +1
Climate model large ensembles are an essential research tool for analysing and quantifying natural climate variability and providing robust information for rare extreme events. The…