Concepedia

Thomas Nagler

TN

Statistics

Publications

19

Citations

658

H-Index

14

Active since

2014

Affiliations

Technical University of Munich(Current)

Leiden University

Delft University of Technology

Ludwig-Maximilians-Universität München

Imperial College London

Thomas Nagler is an author at Technical University of Munich specializing in copula estimation, copula models, and statistical inference.

ORCID

Publications per year

2014–2023

19

Publications

19

Vine Copula Based Modeling

Claudia Czado, Thomas Nagler · Annual Review of Statistics and Its Application · 2021 · 171 citations · Full text

, , +15

Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas

Thomas Nagler, Claudia Czado · Journal of Multivariate Analysis · 2016 · 146 citations · Full text

, , +11

<b>kdecopula</b>: An <i>R</i> Package for the Kernel Estimation of Bivariate Copula Densities

Thomas Nagler · Journal of Statistical Software · 2018 · 41 citations · Full text

, , +16

Stationary vine copula models for multivariate time series

Thomas Nagler, Daniel Krüger, Aleksey Min · Journal of Econometrics · 2022 · 36 citations · Full text

, , +17

Generalized Additive Models for Pair-Copula Constructions

Thibault Vatter, Thomas Nagler · Journal of Computational and Graphical Statistics · 2018 · 32 citations

, , +16

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