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Claudia Czado
Claudia Czado
Associate Professor for Applied Mathematical Statistics
Email verificata su ma.tum.de
Titolo
Citata da
Citata da
Anno
Pair-copula constructions of multiple dependence
K Aas, C Czado, A Frigessi, H Bakken
Insurance: Mathematics and economics 44 (2), 182-198, 2009
25662009
Selecting and estimating regular vine copulae and application to financial returns
J Dissmann, EC Brechmann, C Czado, D Kurowicka
Computational Statistics & Data Analysis 59, 52-69, 2013
9362013
Predictive model assessment for count data
C Czado, T Gneiting, L Held
Biometrics 65 (4), 1254-1261, 2009
5202009
Pair-copula constructions of multivariate copulas
C Czado
Copula Theory and Its Applications: Proceedings of the Workshop Held in …, 2010
4032010
Truncated regular vines in high dimensions with application to financial data
EC Brechmann, C Czado, K Aas
Canadian journal of statistics 40 (1), 68-85, 2012
3722012
Analyzing dependent data with vine copulas
C Czado
Lecture Notes in Statistics, Springer 222, 2019
3702019
Maximum likelihood estimation of mixed C-vines with application to exchange rates
C Czado, U Schepsmeier, A Min
Statistical Modelling 12 (3), 229-255, 2012
2982012
Bayesian inference for multivariate copulas using pair-copula constructions
A Min, C Czado
Journal of Financial Econometrics 8 (4), 511-546, 2010
2812010
Risk management with high-dimensional vine copulas: An analysis of the Euro Stoxx 50
EC Brechmann, C Czado
Statistics & Risk Modeling 30 (4), 307-342, 2013
2622013
Bayesian Poisson log-bilinear mortality projections
C Czado, A Delwarde, M Denuit
Insurance: Mathematics and Economics 36 (3), 260-284, 2005
2452005
Pair copula constructions for multivariate discrete data
A Panagiotelis, C Czado, H Joe
Journal of the American Statistical Association 107 (499), 1063-1072, 2012
2412012
Modeling longitudinal data using a pair-copula decomposition of serial dependence
M Smith, A Min, C Almeida, C Czado
Journal of the American Statistical Association 105 (492), 1467-1479, 2010
2202010
Simplified pair copula constructions—limitations and extensions
J Stoeber, H Joe, C Czado
Journal of Multivariate Analysis 119, 101-118, 2013
2182013
D-vine copula based quantile regression
D Kraus, C Czado
Computational Statistics & Data Analysis 110, 1-18, 2017
2052017
The effect of link misspecification on binary regression inference
C Czado, TJ Santner
Journal of statistical planning and inference 33 (2), 213-231, 1992
1951992
Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas
T Nagler, C Czado
Journal of Multivariate Analysis 151, 69-89, 2016
1812016
Modelling count data with overdispersion and spatial effects
S Gschlößl, C Czado
Statistical papers 49, 531-552, 2008
1752008
A mixed copula model for insurance claims and claim sizes
C Czado, R Kastenmeier, EC Brechmann, A Min
Scandinavian Actuarial Journal 2012 (4), 278-305, 2012
1742012
Spatial modelling of claim frequency and claim size in non-life insurance
S Gschlößl, C Czado
Scandinavian Actuarial Journal 2007 (3), 202-225, 2007
1662007
Nonparametric validation of similar distributions and assessment of goodness of fit
A Munk, C Czado
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 1998
1301998
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