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Thomas Nagler

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

◀ ▶ joint publications with Claudia Czado

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Publications

2019
[j14]
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  dblp key:
  - journals/ma/NaglerBC19
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  persistent URL:
  - https://dblp.org/rec/journals/ma/NaglerBC19
Thomas Nagler, C. Bumann, Claudia Czado:
Model selection in sparse high-dimensional vine copula models with an application to portfolio risk. J. Multivar. Anal. 172: 180-192 (2019)
2016
[j10]
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  dblp key:
  - journals/ma/NaglerC16
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  persistent URL:
  - https://dblp.org/rec/journals/ma/NaglerC16
Thomas Nagler, Claudia Czado:
Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas. J. Multivar. Anal. 151: 69-89 (2016)

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