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researcher

Marius Hofert

4 papers here

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

author position
  • first author2
  • middle author1
  • last author1

Across the 4 of 4 papers where every author was matched, so the position is known.

fields
  • math.PR1
  • math.ST1
  • stat.CO1
  • stat.ME1
ORCID 0000-0001-8009-4665
same name
  • Marius Hofert — 3 papers, h 1

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
20102016
most citedDensities of nested Archimedean copulas

2 citations · 5 across the 4 of their papers we have counts for

collaborators
Showing stat.MEShow all

1 paper · 1 filter

stat.ME2016★ 2 cited

On structure, family and parameter estimation of hierarchical Archimedean copulas

Jan Górecki, Marius Hofert, Martin Holeňa

Research on structure determination and parameter estimation of hierarchical Archimedean copulas (HACs) has so far mostly focused on the case in which all appearing Archimedean cop…

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