3 papers
stat.ME2026
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…
stat.ML2026
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…
stat.ME2025
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…