14 citations · 14 across the 1 of their papers we have counts for
2 papers
stat.ME2023★ 14 cited
Enhanced Universal Kriging for Transformed Input Parameter Spaces
Matthias Fischer, Carsten Proppe
With computational models becoming more expensive and complex, surrogate models have gained increasing attention in many scientific disciplines and are often necessary to conduct s…
stat.AP2017
Stress Testing German Industry Sectors: Results from a Vine Copula Based Quantile Regression
Matthias Fischer, Daniel Kraus, Marius Pfeuffer +1
Measuring interdependence between probabilities of default (PDs) in different industry sectors of an economy plays a crucial role in financial stress testing. Thereby, regression a…