Lutz F. Gruber
Finance · 2013–2015
A researcher in the Science corpus: 2 papers; trusts 23 researchers and is trusted by 3 researchers here, as inferred from the citation graph.
Subfields
- Finance — 29 citations into it; #5,965 of 10,518 by trust here, #7,251 by citations
- Statistics and Probability — 19 citations into it; #12,243 of 12,932 by trust here, #11,487 by citations
- Artificial Intelligence — 17 citations into it
- Economics and Econometrics — 12 citations into it; #15,178 of 23,481 by trust here, #19,308 by citations
- Probabilistic & Bayesian Methods — 6 citations into it
- Global and Planetary Change — 5 citations into it
Whom Lutz F. Gruber trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Eike C. Brechmann
- Claudia Czado
- Peter J. Green
- Aleksey Min
- Dorota Kurowicka
- Chen Zhou
- Vivek S. Borkar
- Tim Bedford
- Harry Joe
- Jeffrey F. Dißmann
Who trusts Lutz F. Gruber overall
Papers from Lutz F. Gruber's perspective
Ordered by how strongly the researchers Lutz F. Gruber trusts endorse each paper. Same corpus, a different order for every researcher.
- Fonctions de repartition a n dimensions et leurs marges
- Pair-copula constructions of multiple dependence
- Probability Density Decomposition for Conditionally Dependent Random Variables Modeled by Vines (Annals of Mathematics and Artificial Intelligence)
- Bayesian inference for multivariate copulas using pair-copula constructions.
- Vines: A new graphical model for dependent random variables
- Bayesian model selection for D‐vine pair‐copula constructions
- An empirical analysis of multivariate copula models
- Parameter estimation for pair-copula constructions
- Pair-Copula Constructions of Multivariate Copulas
- Uncertainty Analysis With High Dimensional Dependence Modelling (Technometrics)
Their papers
- Selection of Vine Copulas (2013) — 97 citations
- Sequential Bayesian Model Selection of Regular Vine Copulas (2015) — 67 citations