Claudia Czado
Claudia Czado
Associate Professor for Applied Mathematical Statistics
Bestätigte E-Mail-Adresse bei
Zitiert von
Zitiert von
Pair-copula constructions of multiple dependence
K Aas, C Czado, A Frigessi, H Bakken
Insurance: Mathematics and economics 44 (2), 182-198, 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
Predictive model assessment for count data
C Czado, T Gneiting, L Held
Biometrics 65 (4), 1254-1261, 2009
Pair-copula constructions of multivariate copulas
C Czado
Copula theory and its applications, 93-109, 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
Bayesian inference for multivariate copulas using pair-copula constructions
A Min, C Czado
Journal of Financial Econometrics 8 (4), 511-546, 2010
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
Bayesian Poisson log-bilinear mortality projections
C Czado, A Delwarde, M Denuit
Insurance: Mathematics and Economics 36 (3), 260-284, 2005
Risk management with high-dimensional vine copulas: An analysis of the Euro Stoxx 50
EC Brechmann, C Czado
Statistics and Risk Modeling 30 (4), 307–342, 2013
Package ‘VineCopula’
U Schepsmeier, J Stoeber, EC Brechmann, B Graeler, T Nagler, T Erhardt, ...
R package version 2 (5), 2015
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
Modelling count data with overdispersion and spatial effects
S Gschlößl, C Czado
Statistical papers 49 (3), 531, 2008
Pair copula constructions for multivariate discrete data
A Panagiotelis, C Czado, H Joe
Journal of the American Statistical Association 107 (499), 1063-1072, 2012
Simplified pair copula constructions—limitations and extensions
J Stoeber, H Joe, C Czado
Journal of Multivariate Analysis 119, 101-118, 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
Bayesian inference for semiparametric binary regression
MA Newton, C Czado, R Chappell
Journal of the American Statistical Association 91 (433), 142-153, 1996
Spatial modelling of claim frequency and claim size in non-life insurance
S Gschlößl, C Czado
Scandinavian Actuarial Journal 2007 (3), 202-225, 2007
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
Zero-inflated generalized Poisson models with regression effects on the mean, dispersion and zero-inflation level applied to patent outsourcing rates
C Czado, V Erhardt, A Min, S Wagner
Statistical Modelling 7 (2), 125-153, 2007
Bayesian model selection for D‐vine pair‐copula constructions
A Min, C Czado
Canadian Journal of Statistics 39 (2), 239-258, 2011
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