| Pair-copula constructions of multiple dependence K Aas, C Czado, A Frigessi, H Bakken Insurance: Mathematics and economics 44 (2), 182-198, 2009 | 2226 | 2009 |
| 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 | 720 | 2013 |
| Predictive model assessment for count data C Czado, T Gneiting, L Held Biometrics 65 (4), 1254-1261, 2009 | 446 | 2009 |
| Pair-copula constructions of multivariate copulas C Czado Copula Theory and Its Applications: Proceedings of the Workshop Held in …, 2010 | 376 | 2010 |
| 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 | 328 | 2012 |
| Package ‘vinecopula’ U Schepsmeier, J Stoeber, EC Brechmann, B Graeler, T Nagler, T Erhardt, ... R package version 2 (5), 2015 | 290 | 2015 |
| 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 | 271 | 2012 |
| Bayesian inference for multivariate copulas using pair-copula constructions A Min, C Czado Journal of Financial Econometrics 8 (4), 511-546, 2010 | 261 | 2010 |
| 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 | 228 | 2013 |
| Bayesian Poisson log-bilinear mortality projections C Czado, A Delwarde, M Denuit Insurance: Mathematics and Economics 36 (3), 260-284, 2005 | 228 | 2005 |
| Analyzing dependent data with vine copulas C Czado Lecture Notes in Statistics, Springer 222, 2019 | 208 | 2019 |
| Pair copula constructions for multivariate discrete data A Panagiotelis, C Czado, H Joe Journal of the American Statistical Association 107 (499), 1063-1072, 2012 | 203 | 2012 |
| 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 | 194 | 2010 |
| Simplified pair copula constructions—limitations and extensions J Stoeber, H Joe, C Czado Journal of Multivariate Analysis 119, 101-118, 2013 | 193 | 2013 |
| The effect of link misspecification on binary regression inference C Czado, TJ Santner Journal of statistical planning and inference 33 (2), 213-231, 1992 | 175 | 1992 |
| Modelling count data with overdispersion and spatial effects S Gschlößl, C Czado Statistical papers 49, 531-552, 2008 | 165 | 2008 |
| D-vine copula based quantile regression D Kraus, C Czado Computational Statistics & Data Analysis 110, 1-18, 2017 | 163 | 2017 |
| 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 | 145 | 2016 |
| 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 | 140 | 2012 |
| Spatial modelling of claim frequency and claim size in non-life insurance S Gschlößl, C Czado Scandinavian Actuarial Journal 2007 (3), 202-225, 2007 | 136 | 2007 |
Kjersti AasAssistant research director Norsk RegnesentralBestätigte E-Mail-Adresse bei nr.no
