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Hentschel, Manuel

  1. Statistical Inference for Hüsler-Reiss Graphical Models Through Matrix Completions
    2022/10/25 by Manuel Hentschel, Sebastian Engelke, Hentschel, Manuel +3 · 1 citation
    Computer Science · Economics, Econometrics and Finance · Mathematics · #Bayesian Modeling and Causal Inference #FOS: Computer and information sciences #Financial Risk and Volatility Modeling #Methodology (stat.ME) #Statistical Distribution Estimation and Applications