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1

Pair-copula constructions of multiple dependence

Kjersti Aas, Claudia Czado, Arnoldo Frigessi, Henrik Bakken

Journal:

Insurance: Mathematics and Economics

Year:

2009

Language:

english

File:

PDF, 4.02 MB

english, 2009

2

[Lecture Notes in Statistics] Analyzing Dependent Data with Vine Copulas Volume 222 (A Practical Guide With R) || Recent Developments in Vine Copula Based Modeling

Year:

2019

Language:

english

File:

PDF, 564 KB

english, 2019

3

Zero-inflated generalized Poisson models with regression effects on the mean, dispersion and zero-inflation level applied to patent outsourcing rates

Czado, C., Erhardt, V., Min, A., Wagner, S.

Journal:

Statistical Modelling

Year:

2007

Language:

english

File:

PDF, 577 KB

english, 2007

4

A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series

Barthel, Nicole, Czado, Claudia, Okhrin, Yarema

Journal:

Computational Statistics & Data Analysis

Year:

2020

Language:

english

File:

PDF, 3.47 MB

english, 2020

5

Predictive Model Assessment for Count Data

Claudia Czado, Tilmann Gneiting, Leonhard Held

Journal:

Year:

2009

Language:

english

File:

PDF, 154 KB

english, 2009

6

D-vine copula based quantile regression

Kraus, Daniel, Czado, Claudia

Journal:

Computational Statistics & Data Analysis

Year:

2017

Language:

english

File:

PDF, 1.62 MB

english, 2017

7

Bayesian model selection for D-vine pair-copula constructions

Aleksey Min, Claudia Czado

Journal:

Canadian Journal of Statistics

Year:

2011

Language:

english

File:

PDF, 317 KB

english, 2011

8

A Bayesian linear model for the high-dimensional inverse problem of seismic tomography

Zhang, Ran, Czado, Claudia, Sigloch, Karin

Journal:

The Annals of Applied Statistics

Year:

2013

Language:

english

File:

PDF, 1.09 MB

english, 2013

9

Modelling temporal dependence of realized variances with vines

Czado, Claudia, Ivanov, Eugen, Okhrin, Yarema

Journal:

Econometrics and Statistics

Year:

2019

Language:

english

File:

PDF, 2.84 MB

english, 2019

10

Selecting and estimating regular vine copulae and application to financial returns

J. Dißmann, E.C. Brechmann, C. Czado, D. Kurowicka

Journal:

Computational Statistics & Data Analysis

Year:

2013

Language:

english

File:

PDF, 681 KB

english, 2013

11

Total loss estimation using copula-based regression models

Krämer, Nicole, Brechmann, Eike C., Silvestrini, Daniel, Czado, Claudia

Journal:

Insurance: Mathematics and Economics

Year:

2013

Language:

english

File:

PDF, 543 KB

english, 2013

12

Flexible dependence modeling of operational risk losses and its impact on total capital requirements

Brechmann, Eike, Czado, Claudia, Paterlini, Sandra

Journal:

Journal of Banking & Finance

Year:

2014

Language:

english

File:

PDF, 603 KB

english, 2014

13

Conditional copula simulation for systemic risk stress testing

Brechmann, Eike C., Hendrich, Katharina, Czado, Claudia

Journal:

Insurance: Mathematics and Economics

Year:

2013

Language:

english

File:

PDF, 575 KB

english, 2013

14

A mixed copula model for insurance claims and claim sizes

Czado, Claudia, Kastenmeier, Rainer, Brechmann, Eike Christian, Min, Aleksey

Journal:

Scandinavian Actuarial Journal

Year:

2012

Language:

english

File:

PDF, 665 KB

english, 2012

15

COPAR-multivariate time series modeling using the copula autoregressive model

Brechmann, Eike Christian, Czado, Claudia

Journal:

Applied Stochastic Models in Business and Industry

Year:

2015

Language:

english

File:

PDF, 1.38 MB

english, 2015

16

Risk management with high-dimensional vine copulas: An analysis of the Euro Stoxx 50

Brechmann, Eike Christain, Czado, Claudia

Journal:

Statistics & Risk Modeling

Year:

2013

Language:

english

File:

PDF, 1.08 MB

english, 2013

17

Flexible Dynamic Vine Copula Models for Multivariate Time Series Data

Acar, Elif F., Czado, Claudia, Lysy, Martin

Journal:

Econometrics and Statistics

Year:

2019

File:

PDF, 3.02 MB

2019

18

[Lecture Notes in Statistics] Analyzing Dependent Data with Vine Copulas Volume 222 (A Practical Guide With R) ||

Year:

2019

Language:

english

File:

PDF, 8.36 MB

english, 2019

19

Nanostructured Fibers via Electrospinning

M. Bognitzki, W. Czado, T. Frese, A. Schaper, M. Hellwig, M. Steinhart, A. Greiner, J. H. Wendorff

Journal:

Advanced Materials

Year:

2001

Language:

english

File:

PDF, 509 KB

english, 2001

20

Mixed effect models for absolute log returns of ultra high frequency data

Stephan Haug, Claudia Czado

Journal:

Applied Stochastic Models in Business and Industry

Year:

2006

Language:

english

File:

PDF, 682 KB

english, 2006

21

Pair-copula constructions for non-Gaussian DAG models

Alexander Bauer, Claudia Czado, Thomas Klein

Journal:

Canadian Journal of Statistics

Year:

2012

Language:

english

File:

PDF, 529 KB

english, 2012

22

Truncated regular vines in high dimensions with application to financial data

E. C. Brechmann, C. Czado, K. Aas

Journal:

Canadian Journal of Statistics

Year:

2012

Language:

english

File:

PDF, 176 KB

english, 2012

23

The effect of link misspecification on binary regression inference

Claudia Czado, Thomas J. Santner

Journal:

Journal of Statistical Planning and Inference

Year:

1992

Language:

english

File:

PDF, 883 KB

english, 1992

24

Bayesian inference of binary regression models with parametric link

Journal:

Journal of Statistical Planning and Inference

Year:

1994

Language:

english

File:

PDF, 1.06 MB

english, 1994

25

Bayesian Poisson log-bilinear mortality projections

Claudia Czado, Antoine Delwarde, Michel Denuit

Journal:

Insurance: Mathematics and Economics

Year:

2005

Language:

english

File:

PDF, 660 KB

english, 2005

26

Application of survival analysis methods to long-term care insurance

Claudia Czado, Florian Rudolph

Journal:

Insurance: Mathematics and Economics

Year:

2002

Language:

english

File:

PDF, 262 KB

english, 2002

27

Multivariate regression analysis of panel data with binary outcomes applied to unemployment data

Journal:

Statistical Papers

Year:

2000

Language:

english

File:

PDF, 1.18 MB

english, 2000

28

State space mixed models for longitudinal observations with binary and binomial responses

Claudia Czado, Peter X. -K. Song

Journal:

Statistical Papers

Year:

2008

Language:

english

File:

PDF, 543 KB

english, 2008

29

Multivariate option pricing using copulae

Carole Bernard, Claudia Czado

Journal:

Applied Stochastic Models in Business and Industry

Year:

2012

Language:

english

File:

PDF, 784 KB

english, 2012

30

SCOMDY models based on pair-copula constructions with application to exchange rates

Min, Aleksey, Czado, Claudia

Journal:

Computational Statistics & Data Analysis

Year:

2014

Language:

english

File:

PDF, 1.01 MB

english, 2014

31

Spatial modelling of claim frequency and claim size in non-life insurance

Gschlößl, Susanne, Czado, Claudia

Journal:

Scandinavian Actuarial Journal

Year:

2007

Language:

english

File:

PDF, 1.56 MB

english, 2007

32

Non nested model selection for spatial count regression models with application to health insurance

Claudia Czado, Holger Schabenberger, Vinzenz Erhardt

Journal:

Statistical Papers

Year:

2014

Language:

english

File:

PDF, 2.43 MB

english, 2014

33

Bayesian Inference for Multivariate Copulas Using Pair-Copula Constructions

Min, A., Czado, C.

Journal:

Journal of Financial Econometrics

Year:

2010

Language:

english

File:

PDF, 1.44 MB

english, 2010

34

Nonparametric Validation of Similar Distributions and Assessment of Goodness of Fit

Axel Munk and Claudia Czado

Journal:

Journal of the Royal Statistical Society: Series B (Statistical Methodology)

Year:

1998

Language:

english

File:

PDF, 1.35 MB

english, 1998

35

Bootstrap methods for the nonparametric assessment of population bioequivalence and similarity of distributions

Czado, Claudia, Munk, Axel

Journal:

Journal of Statistical Computation and Simulation

Year:

2001

Language:

english

File:

PDF, 2.77 MB

english, 2001

36

A survey of functional laws of the iterated logarithm for self-similar processes

Taqqu, Murad S., Czado, Claudia

Journal:

Communications in Statistics Stochastic Models

Year:

1985

Language:

english

File:

PDF, 995 KB

english, 1985

37

Bayesian model selection for D-vine pair-copula constructions

Aleksey MIN and Claudia CZADO

Journal:

Canadian Journal of Statistics

Year:

2011

Language:

english

File:

PDF, 2.16 MB

english, 2011

38

Bayesian spatial modelling for high dimensional seismic inverse problems

Zhang, Ran, Czado, Claudia, Sigloch, Karin

Journal:

Journal of the Royal Statistical Society: Series C (Applied Statistics)

Year:

2016

Language:

english

File:

PDF, 5.66 MB

english, 2016

39

Modeling high-dimensional time-varying dependence using dynamic D-vine models

Almeida, Carlos, Czado, Claudia, Manner, Hans

Journal:

Applied Stochastic Models in Business and Industry

Year:

2016

Language:

english

File:

PDF, 746 KB

english, 2016

40

Predictive Model Assessment for Count Data

Claudia Czado, Tilmann Gneiting and Leonhard Held

Journal:

Year:

2009

Language:

english

File:

PDF, 1.30 MB

english, 2009

41

A Vine-copula Based Adaptive MCMC Sampler for Efficient Inference of Dynamical Systems

Schmidl, Daniel, Czado, Claudia, Hug, Sabine, Theis, Fabian J.

Journal:

Bayesian Analysis

Year:

2013

Language:

english

File:

PDF, 796 KB

english, 2013

42

Rejoinder

Schmidl, Daniel, Czado, Claudia, Hug, Sabine, Theis, Fabian J.

Journal:

Bayesian Analysis

Year:

2013

Language:

english

File:

PDF, 904 KB

english, 2013

43

[IEEE 2016 Power Systems Computation Conference (PSCC) - Genoa, Italy (2016.6.20-2016.6.24)] 2016 Power Systems Computation Conference (PSCC) - Spatial R-vine copula for streamflow scenario simulation

Pereira, Guilherme, Veiga, Alvaro, Erhardt, Tobias, Czado, Claudia

Year:

2016

Language:

english

File:

PDF, 720 KB

english, 2016

44

Sequential Bayesian Model Selection of Regular Vine Copulas

Gruber, Lutz, Czado, Claudia

Journal:

Bayesian Analysis

Year:

2015

Language:

english

File:

PDF, 545 KB

english, 2015

45

Bayesian Model Selection of Regular Vine Copulas

Gruber, Lutz F., Czado, Claudia

Journal:

Bayesian Analysis

Year:

2017

Language:

english

File:

PDF, 385 KB

english, 2017

46

Selection of sparse vine copulas in high dimensions with the Lasso

Müller, Dominik, Czado, Claudia

Journal:

Statistics and Computing

Year:

2018

Language:

english

File:

PDF, 863 KB

english, 2018

47

Stress Testing German Industry Sectors: Results from a Vine Copula Based Quantile Regression

Fischer, Matthias, Kraus, Daniel, Pfeuffer, Marius, Czado, Claudia

Journal:

Year:

2017

Language:

english

File:

PDF, 1.09 MB

english, 2017

48

Dependence modelling in ultra high dimensions with vine copulas and the Graphical Lasso

Müller, Dominik, Czado, Claudia

Journal:

Computational Statistics & Data Analysis

Year:

2019

File:

PDF, 688 KB

2019

49

[Lecture Notes in Statistics] Analyzing Dependent Data with Vine Copulas Volume 222 (A Practical Guide With R) || Case Study: Dependence Among German DAX Stocks

Year:

2019

Language:

english

File:

PDF, 1.96 MB

english, 2019

50

[Lecture Notes in Statistics] Analyzing Dependent Data with Vine Copulas Volume 222 (A Practical Guide With R) || Dependence Measures

Year:

2019

Language:

english

File:

PDF, 405 KB

english, 2019