DoubleML-an object-oriented implementation of double machine learning in python P Bach, V Chernozhukov, MS Kurz, M Spindler Journal of Machine Learning Research 23 (53), 1-6, 2022 | 92 | 2022 |
Simplified vine copula models: Approximations based on the simplifying assumption F Spanhel, MS Kurz Electronic Journal of Statistics 13 (1), 1254-1291, 2019 | 58* | 2019 |
Testing the simplifying assumption in high-dimensional vine copulas MS Kurz, F Spanhel Electronic Journal of Statistics 16 (2), 5226-5276, 2022 | 34 | 2022 |
Distributed Double Machine Learning with a Serverless Architecture MS Kurz Companion of the ACM/SPEC International Conference on Performance …, 2021 | 24 | 2021 |
The partial copula: Properties and associated dependence measures F Spanhel, MS Kurz Statistics & Probability Letters 119, 76-83, 2016 | 18 | 2016 |
VineCopulaMatlab toolbox M Kurz URL https://github. com/MalteKurz/VineCopulaMatlab, 2016 | 12* | 2016 |
pacotest: Testing for Partial Copulas and the Simplifying Assumption in Vine Copulas MS Kurz R package version, 2017 | 8 | 2017 |
A note on low-dimensional Kalman smoothers for systems with lagged states in the measurement equation MS Kurz Economics Letters 168, 42-45, 2018 | 5 | 2018 |
DoubleML-Double Machine Learning in Python P Bach, V Chernozhukov, MS Kurz, M Spindler URL: https://github. com/DoubleML/doubleml-for-py, Python-Package version 0.1, 2020 | 2 | 2020 |
Vine copula based knockoff generation for high-dimensional controlled variable selection MS Kurz arXiv preprint arXiv:2210.11196, 2022 | 1 | 2022 |
Causal Inference with Machine Learning V Chernozhukov, MD Cinelli, E Duflo, I Fernandez-Val, C Hansen, ... | | 2022 |
Risk Assessment and Spurious Seasonality MS Kurz, S Mittnik Econometrics and Statistics, 2022 | | 2022 |
DoubleML - An Object-Oriented Implementation of Double Machine Learning in R P Bach, V Chernozhukov, MS Kurz, M Spindler arXiv preprint arXiv:2103.09603, 2021 | | 2021 |
Dependence modeling with applications in financial econometrics MS Kurz lmu, 2018 | | 2018 |
Testing for Partial Copulas and the Simplifying Assumption in Vine Copulas MS Kurz | | |