32 citations · 67 across the 29 of their papers we have counts for
36 papers
Morillas-type transformations of copulas and stable tail dependence functions
Klaus Herrmann, Marius Hofert, Mélina Mailhot +1
A stochastic representation and sampling algorithm for Morillas-type copula-to-copula transformations and related distortions of multivariate distribution functions is derived, res…
W-transforms: Uniformity-preserving transformations and induced dependence structures
Marius Hofert, Zhiyuan Pang
W-transforms are introduced as uniformity-preserving univariate transformations on the unit interval induced by distribution functions and piecewise strictly monotone functions, an…
Adaptive generative moment matching networks for improved learning of dependence structures
Marius Hofert, Gan Yao
An adaptive bandwidth selection procedure for the mixture kernel in the maximum mean discrepancy (MMD) for fitting generative moment matching networks (GMMNs) is introduced, and im…
Limiting Behavior of Maxima under Dependence
Klaus Herrmann, Marius Hofert, Johanna G. Neslehova
Weak convergence of maxima of dependent sequences of identically distributed continuous random variables is studied under normalizing sequences arising as subsequences of the norma…
Index-mixed copulas
Klaus Herrmann, Marius Hofert, Nahid Sadr
The class of index-mixed copulas is introduced and its properties are investigated. Index-mixed copulas are constructed from given base copulas and a random index vector, and show…
Dependence model assessment and selection with DecoupleNets
Marius Hofert, Avinash Prasad, Mu Zhu
Neural networks are suggested for learning a map from -dimensional samples with any underlying dependence structure to multivariate uniformity in dimensions. This map, term…