◍wovepaper
SearchResearchersInstitutions
Sign in
researcher

M. Hofert

17 papers hereh-index 232.6k citations112 works total

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

author position
  • sole author2
  • first author7
  • middle author6
  • last author2

Across the 17 of 17 papers where every author was matched, so the position is known.

fields
  • stat.ME5
  • math.PR3
  • stat.ML3
  • math.ST2
  • q-fin.RM2
  • stat.CO2

identity via Semantic Scholar / OpenAlex

activity
20162026
most citedBernoulli and tail-dependence compatibility

32 citations · 32 across the 5 of their papers we have counts for

collaborators
Showing 2017Show all

1 paper · 1 filter

math.PR2017

Hierarchical Archimax copulas

Marius Hofert, Raphael Huser, Avinash Prasad

The class of Archimax copulas is generalized to hierarchical Archimax copulas in two ways. First, a hierarchical construction of d-norm generators is introduced to construct hier…

◍wovepaper

Papers, researchers and institutions, woven together.

Explore
  • Search
  • Researchers
  • Institutions
Account
  • Library
  • Chat
Data
  • arXiv.org
  • Semantic Scholar
  • OpenAlex
  • Latest RSS
AboutContactPrivacyDevelopersllms.txtopenapi.json
Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.