Concepedia

Marius Hofert

MH

38

Publications

1.8K

Citations

19

H-Index

2008

Active since

Affiliations

ETH Zurich(Current)

University of Waterloo

Czech Academy of Sciences, Institute of Computer Science

Swiss Finance Institute

Technical University of Munich

Marius Hofert is an author at ETH Zurich specializing in engineering, statistics, and copulas.

Top concepts

StatisticsEngineeringCopulasStatistical InferenceBusinessData ScienceMultivariate AnalysisProbabilityRisk ManagementFinance

Publications per year

2008–2023

38

Publications

38

A note on generalized inverses

Paul Embrechts, Marius Hofert · Mathematical Methods of Operations Research · 2013 · 266 citations · Full text

Generalized Function, Generalized Inverses, Algebraic Analysis +3

Sampling Archimedean copulas

Marius Hofert · Computational Statistics & Data Analysis · 2008 · 171 citations

Engineering, Sampling Theory, Archimedean Copulas +6

Nested Archimedean Copulas Meet<i>R</i>: The<b>nacopula</b>Package

Marius Hofert, Martin Mächler · Journal of Statistical Software · 2011 · 151 citations · Full text

Engineering, Sibuya Distributions, Tail-dependence Coefficients +6

Likelihood inference for Archimedean copulas in high dimensions under known margins

Marius Hofert, Martin Mächler, Alexander J. McNeil · Journal of Multivariate Analysis · 2012 · 142 citations

Density Estimation, High Dimensions, Engineering +10

An Extreme Value Approach for Modeling Operational Risk Losses Depending on Covariates

Valérie Chavez‐Demoulin, Paul Embrechts, Marius Hofert · Journal of Risk & Insurance · 2015 · 137 citations

Engineering, Financial Risk Management, Rare Event Estimation +21

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