Thomas Nagler
Thomas Nagler
Assistant Professor for Statistical Science, Leiden University
Verified email at math.leidenuniv.nl - Homepage
Title
Cited by
Cited by
Year
VineCopula: Statistical inference of vine copulas
T Nagler, U Schepsmeier, J Stoeber, EC Brechmann, B Graeler, T Erhardt, ...
R package version 2 (0), 2019
277*2019
Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas
T Nagler, C Czado
Journal of Multivariate Analysis 151, 69-89, 2016
103*2016
kdecopula: An R package for the kernel estimation of bivariate copula densities
T Nagler
Journal of Statistical Software 84 (7), 1--22, 2018
36*2018
Generalized additive models for pair-copula constructions
T Vatter, T Nagler
Journal of Computational and Graphical Statistics 27 (4), 715-727, 2018
272018
Nonparametric estimation of simplified vine copula models: comparison of methods
T Nagler, C Schellhase, C Czado
Dependence Modeling 5 (1), 99-120, 2017
272017
Model selection in sparse high-dimensional vine copula models with an application to portfolio risk
T Nagler, C Bumann, C Czado
Journal of Multivariate Analysis 172, 180-192, 2019
252019
Kernel methods for vine copula estimation
T Nagler
Master's thesis, Technical University of Munich, 2014
202014
D-vine quantile regression with discrete variables
N Schallhorn, D Kraus, T Nagler, C Czado
arXiv preprint arXiv:1705.08310, 2017
152017
A generic approach to nonparametric function estimation with mixed data
T Nagler
Statistics & Probability Letters 137, 326-330, 2018
142018
rvinecopulib: High performance algorithms for vine copula modeling
T Nagler, T Vatter
R package version 2 (5), 0, 2018
142018
Asymptotic analysis of the jittering kernel density estimator
T Nagler
Mathematical Methods of Statistics 27 (1), 32-46, 2018
112018
Stochastic simulation of test collections: Evaluation scores
J Urbano, T Nagler
The 41st international ACM SIGIR conference on research & development in …, 2018
82018
Kde1d: Univariate kernel density estimation
T Nagler, T Vatter
R package version 0.3. 0, 2018
82018
vinereg: D-Vine Quantile Regression
T Nagler, D Kraus
R package version 0.2. 0, 2017
82017
gamCopula: Generalized additive models for bivariate conditional dependence structures and vine copulas
T Vatter, T Nagler
R package version 0.0-4, 2017
82017
Solving estimating equations with copulas
T Nagler, T Vatter
arXiv preprint arXiv:1801.10576, 2020
72020
A statistical simulation method for joint time series of non-stationary hourly wave parameters
WS Jäger, T Nagler, C Czado, RT McCall
Coastal Engineering 146, 14-31, 2019
62019
Vine copula based post-processing of ensemble forecasts for temperature
A Möller, L Spazzini, D Kraus, T Nagler, C Czado
arXiv preprint arXiv:1811.02255, 2018
52018
Copula-based synthetic data generation for machine learning emulators in weather and climate: application to a simple radiation model
D Meyer, T Nagler, RJ Hogan
Geoscientific Model Development Discussions, 1-21, 2021
22021
Synthia: multidimensional synthetic data generation in Python
D Meyer, T Nagler
Open Source Soft 460, 2021
22021
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