Implementing the Rearrangement Algorithm: An Example from Computational Risk Management

by Marius Hofert
Published 2020-05-01

Markov Chain Monte Carlo Methods for Estimating Systemic Risk Allocations

by Takaaki Koike, Marius Hofert
Published 2020-01-01

Nested Archimedean Copulas Meet R: The nacopula Package

by Marius Hofert, Martin Maechler
Published 2011-03-01

Parallel and Other Simulations in R Made Easy: An End-to-End Study

by Marius Hofert, Martin Mächler
Published 2016-02-01

Zigzag Expanded Navigation Plots in R: The R Package zenplots

by Marius Hofert, Wayne Oldford
Published 2020-10-01

Matrix-Tilted Archimedean Copulas

by Marius Hofert, Johanna F. Ziegel
Published 2021-04-01

Grouped Normal Variance Mixtures

by Erik Hintz, Marius Hofert, Christiane Lemieux
Published 2020-10-01

Hierarchical Archimedean Copulas for MATLAB and Octave: The HACopula Toolbox

by Jan Górecki, Marius Hofert, Martin Holena
Published 2020-05-01