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researcher

A. McNeil

12 papers hereh-index 3513k citations100 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author3
  • last author7

Across the 11 of 12 papers where every author was matched, so the position is known.

fields
  • math.ST5
  • q-fin.RM4
  • stat.ME2
  • stat.CO1
same name
  • A. McNeil — 2 papers, h 5

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20092026
most citedMultivariate Archimedean copulas, d-monotone functions and ℓ1​-norm symmetric distributions

502 citations · 517 across the 9 of their papers we have counts for

collaborators
Showing 2012 · stat.COShow all

1 paper · 2 filters

stat.CO2012★ 11 cited

Estimators for Archimedean copulas in high dimensions

Marius Hofert, Martin Maechler, Alexander J. McNeil

The performance of known and new parametric estimators for Archimedean copulas is investigated, with special focus on large dimensions and numerical difficulties. In particular, me…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.