Malte S. Kurz
Malte S. Kurz
Postdoctoral Researcher at the Chair for Statistics, University of Hamburg
Bestätigte E-Mail-Adresse bei uni-hamburg.de - Startseite
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Jahr
Simplified vine copula models: Approximations based on the simplifying assumption
F Spanhel, MS Kurz
Electronic Journal of Statistics 13 (1), 1254-1291, 2019
39*2019
Testing the simplifying assumption in high-dimensional vine copulas
MS Kurz, F Spanhel
arXiv preprint arXiv:1706.02338, 2017
202017
The partial copula: Properties and associated dependence measures
F Spanhel, MS Kurz
Statistics & Probability Letters 119, 76-83, 2016
142016
pacotest: Testing for Partial Copulas and the Simplifying Assumption in Vine Copulas
MS Kurz
R package version, 2017
72017
VineCopulaMatlab toolbox
M Kurz
URL https://github. com/MalteKurz/VineCopulaMatlab, 2016
6*2016
Distributed Double Machine Learning with a Serverless Architecture
MS Kurz
Companion of the ACM/SPEC International Conference on Performance …, 2021
52021
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
42021
A note on low-dimensional Kalman smoothers for systems with lagged states in the measurement equation
MS Kurz
Economics Letters 168, 42-45, 2018
22018
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
12020
Risk Assessment and Spurious Seasonality
MS Kurz, S Mittnik
Center for Quantitative Risk Analysis (CEQURA), Working Paper, 2021
2021
Dependence modeling with applications in financial econometrics
MS Kurz
lmu, 2018
2018
International Workshop on High-Dimensional Dependence and Copulas: Theory, Modeling, and Applications
M Kurz
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