Claudia Czado

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All published works

Action	Title	Year	Authors
+	depCensoring: Statistical Methods for Survival Data with Dependent Censoring	2024	Ilias Willems Gilles Crommen Negera Wakgari Deresa Ingrid Van Keilegom Claudia Czado
+ PDF Chat	High-dimensional sparse vine copula regression with application to genomic prediction	2024	Özge Uysal Şahin Claudia Czado
+ PDF Chat	Vine Copula based Portfolio Level Conditional Risk Measure Forecasting	2023	Emanuel Sommer Karoline Bax Claudia Czado
+ PDF Chat	Bayesian multivariate nonlinear state space copula models	2023	Alexander Kreuzer Luciana Dalla Valle Claudia Czado
+ PDF Chat	ESG, risk, and (tail) dependence	2023	Karoline Bax Özge Uysal Şahin Claudia Czado Sandra Paterlini
+	Assessing univariate and bivariate risks of late-frost and drought using vine copulas: A historical study for Bavaria	2023	Marija Tepegjozova Benjamin F. Meyer Anja Rammig Christian Zang Claudia Czado
+ PDF Chat	Dependent censoring based on parametric copulas	2022	Claudia Czado Ingrid Van Keilegom
+ PDF Chat	On the Observability of Gaussian Models using Discrete Density Approximations	2022	Ariane Hanebeck Claudia Czado
+ PDF Chat	Environmental, Social, Governance scores and the Missing pillar—Why does missing information matter?	2022	Özge Uysal Şahin Karoline Bax Claudia Czado Sandra Paterlini
+ PDF Chat	ESGM: ESG scores and the Missing pillar	2022	Özge Uysal Şahin Karoline Bax Sandra Paterlini Claudia Czado
+	Two‐part D‐vine copula models for longitudinal insurance claim data	2022	Lu Yang Claudia Czado
+ PDF Chat	Nonparametric C- and D-vine-based quantile regression	2022	Marija Tepegjozova Jing Zhou Gerda Claeskens Claudia Czado
+	Bivariate vine copula based regression, bivariate level and quantile curves	2022	Marija Tepegjozova Claudia Czado
+	Statistical Dependence Analyses of Operational Flight Data Used for Landing Reconstruction Enhancement	2022	Lukas Höhndorf Thomas Nagler Phillip Koppitz Claudia Czado Florian Holzapfel
+	On the Observability of Gaussian Models using Discrete Density Approximations	2022	Ariane Hanebeck Claudia Czado
+	Vine Copula based portfolio level conditional risk measure forecasting	2022	Emanuel Sommer Karoline Bax Claudia Czado
+	High-dimensional sparse vine copula regression with application to genomic prediction	2022	Özge Uysal Şahin Claudia Czado
+ PDF Chat	Vine Copula Based Portfolio Level Conditional Risk Measure Forecasting	2022	Emanuel Sommer Karoline Bax Claudia Czado
+	An Application of D-vine Regression for the Identification of Risky Flights in Runway Overrun	2022	Hassan H. Alnasser Claudia Czado
+	Analysis of an interventional protein experiment using a vine copula based structural equation model	2021	Claudia Czado Sebastian Scharl
+ PDF Chat	Analysis of an interventional protein experiment using a vine copula based structural equation model	2021	Claudia Czado Sebastian Scharl
+ PDF Chat	Vine Copula Based Modeling	2021	Claudia Czado Thomas Nagler
+ PDF Chat	ESG, Risk, and (Tail) Dependence	2021	Karoline Bax Özge Uysal Şahin Claudia Czado Sandra Paterlini
+ PDF Chat	Vine copula mixture models and clustering for non-Gaussian data	2021	Özge Uysal Şahin Claudia Czado
+ PDF Chat	Bayesian inference for a single factor copula stochastic volatility model using Hamiltonian Monte Carlo	2021	Alexander Kreuzer Claudia Czado
+	Nonparametric C- and D-vine based quantile regression	2021	Marija Tepegjozova Jing Zhou Gerda Claeskens Claudia Czado
+	Efficient Bayesian Inference for Nonlinear State Space Models With Univariate Autoregressive State Equation	2021	Alexander Kreuzer Claudia Czado
+	Dependent censoring based on copulas	2021	Claudia Czado Ingrid Van Keilegom
+ PDF Chat	ESG, Risk, and (Tail) Dependence	2021	Karoline Bax Özge Uysal Şahin Claudia Czado Sandra Paterlini
+ PDF Chat	ESGM: ESG scores and the Missing pillar	2021	Özge Uysal Şahin Karoline Bax Claudia Czado Sandra Paterlini
+	ESG, Risk, and (Tail) Dependence	2021	Karoline Bax Özge Uysal Şahin Claudia Czado Sandra Paterlini
+	Analysis of an interventional protein experiment using a vine copula based structural equation model	2021	Claudia Czado Sebastian Scharl
+ PDF Chat	Efficient Bayesian Inference for Nonlinear State Space Models With Univariate Autoregressive State Equation	2020	Alexander Kreuzer Claudia Czado
+	Bayesian inference for dynamic vine copulas in higher dimensions	2019	Alexander Kreuzer Claudia Czado
+ PDF Chat	A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series	2019	Nicole Barthel Claudia Czado Yarema Okhrin
+	Model selection in sparse high-dimensional vine copula models with an application to portfolio risk	2019	Thomas Nagler Christian Bumann Claudia Czado
+	Dependence modelling in ultra high dimensions with vine copulas and the Graphical Lasso	2019	Dominik Müller Claudia Czado
+	A Bayesian Non-linear State Space Copula Model to Predict Air Pollution in Beijing	2019	Alexander Kreuzer Luciana Dalla Valle Claudia Czado
+	Pair Copula Decompositions and Constructions	2019	Claudia Czado
+	Multivariate Distributions and Copulas	2019	Claudia Czado
+	Bivariate Copula Classes, Their Visualization, and Estimation	2019	Claudia Czado
+	Efficient Bayesian inference for nonlinear state space models with univariate autoregressive state equation	2019	Alexander Kreuzer Claudia Czado
+	Bayesian inference for dynamic vine copulas in higher dimensions	2019	Alexander Kreuzer Claudia Czado
+	Bayesian Multivariate Nonlinear State Space Copula Models	2019	Alexander Kreuzer Luciana Dalla Valle Claudia Czado
+ PDF Chat	Dependence Modeling for Recurrent Event Times Subject to Right-Censoring With D-Vine Copulas	2018	Nicole Barthel Candida Geerdens Claudia Czado Paul Janssen
+ PDF Chat	A statistical simulation method for joint time series of non-stationary hourly wave parameters	2018	W. Jäger Thomas Nagler Claudia Czado Robert McCall
+	Bayesian inference for a single factor copula stochastic volatility model using Hamiltonian Monte Carlo.	2018	Alexander Kreuzer Claudia Czado
+ PDF Chat	Selection of sparse vine copulas in high dimensions with the Lasso	2018	Dominik Müller Claudia Czado
+ PDF Chat	A D-Vine Copula-Based Model for Repeated Measurements Extending Linear Mixed Models with Homogeneous Correlation Structure	2018	Matthias Killiches Claudia Czado
+	A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series	2018	Nicole Barthel Claudia Czado Yarema Okhrin
+	Model selection in sparse high-dimensional vine copula models with application to portfolio risk	2018	Thomas Nagler Christian Bumann Claudia Czado
+	AD‐vine copula‐based model for repeated measurements extending linear mixed models with homogeneous correlation structure	2018	Matthias Killiches Claudia Czado
+	A Statistical Simulation Method for Joint Time Series of Non-stationary Hourly Wave Parameters	2018	W. Jäger Thomas Nägler Claudia Czado Robert McCall
+	Bayesian inference for a single factor copula stochastic volatility model using Hamiltonian Monte Carlo	2018	Alexander Kreuzer Claudia Czado
+	A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series	2018	Nicole Barthel Claudia Czado Yarema Okhrin
+	Model selection in sparse high-dimensional vine copula models with application to portfolio risk	2018	Thomas Nagler Christian Bumann Claudia Czado
+ PDF Chat	Bayesian Model Selection of Regular Vine Copulas	2017	Lutz F. Gruber Claudia Czado
+	Modeling recurrent event times subject to right-censoring with D-vine copulas	2017	Nicole Barthel Candida Geerdens Claudia Czado Paul Janssen
+	Dependence modeling for recurrent event times subject to right-censoring with D-vine copulas	2017	Nicole Barthel Candida Geerdens Claudia Czado Paul Janssen
+	Dependence Modeling in Ultra High Dimensions with Vine Copulas and the Graphical Lasso	2017	Dominik Müller Claudia Czado
+ PDF Chat	Vine copula based likelihood estimation of dependence patterns in multivariate event time data	2017	Nicole Barthel Candida Geerdens Matthias Killiches Paul Janssen Claudia Czado
+ PDF Chat	Representing Sparse Gaussian DAGs as Sparse R-Vines Allowing for Non-Gaussian Dependence	2017	Dominik Müller Claudia Czado
+ PDF Chat	Stress Testing German Industry Sectors: Results from a Vine Copula Based Quantile Regression	2017	Matthias Fischer Daniel Kraus Marius Pfeuffer Claudia Czado
+	Heavy tailed spatial autocorrelation models	2017	Alexander Kreuzer Tobias Erhardt Thomas Nagler Claudia Czado
+	Statistical Modeling of Dependence Structures of Operational Flight Data Measurements not Fulfilling the I.I.D. Condition	2017	Lukas Höhndorf Claudia Czado Huanglei Bian Jennifer Kneer Florian Holzapfel
+ PDF Chat	Bayesian Inference for Latent Factor Copulas and Application to Financial Risk Forecasting	2017	Benedikt Schamberger Lutz F. Gruber Claudia Czado
+	A D-vine copula based model for repeated measurements extending linear mixed models with homogeneous correlation structure	2017	Matthias Killiches Claudia Czado
+	Selection of Sparse Vine Copulas in High Dimensions with the Lasso	2017	Dominik Müller Claudia Czado
+	Stress Testing German Industry Sectors: Results from a Vine Copula Based Quantile Regression	2017	Matthias Fischer Daniel Kraus Marius Pfeuffer Claudia Czado
+	Growing simplified vine copula trees: improving Di{\ss}mann's algorithm	2017	Daniel Kraus Claudia Czado
+ PDF Chat	Examination and visualisation of the simplifying assumption for vine copulas in three dimensions	2017	Matthias Killiches Daniel Kraus Claudia Czado
+ PDF Chat	Model distances for vine copulas in high dimensions	2017	Matthias Killiches Daniel Kraus Claudia Czado
+ PDF Chat	Nonparametric estimation of simplified vine copula models: comparison of methods	2017	Thomas Nagler Christian Schellhase Claudia Czado
+ PDF Chat	Regime Switching Vine Copula Models for Global Equity and Volatility Indices	2017	Holger Fink Yulia Klimova Claudia Czado Jakob Stöber
+	Representing Sparse Gaussian DAGs as Sparse R-vines Allowing for Non-Gaussian Dependence	2017	Dominik Müller Claudia Czado
+	D-vine quantile regression with discrete variables	2017	Niklas Schallhorn Daniel Kraus Thomas Nagler Claudia Czado
+	Heavy tailed spatial autocorrelation models	2017	Alexander Kreuzer Tobias Erhardt Thomas Nagler Claudia Czado
+	Growing simplified vine copula trees: improving Dißmann's algorithm	2017	Daniel Kraus Claudia Czado
+	D-vine quantile regression with discrete variables	2017	Niklas Schallhorn Claudia Czado
+	Dependence modeling for recurrent event times subject to right-censoring with D-vine copulas	2017	Nicole Barthel Candida Geerdens Claudia Czado Paul Janssen
+	Dependence Modeling in Ultra High Dimensions with Vine Copulas and the Graphical Lasso	2017	Dominik Müller Claudia Czado
+	A D-vine copula based model for repeated measurements extending linear mixed models with homogeneous correlation structure	2017	Matthias Killiches Claudia Czado
+	Stress Testing German Industry Sectors: Results from a Vine Copula Based Quantile Regression	2017	Matthias Fischer Daniel Kraus Marius Pfeuffer Claudia Czado
+	Selection of Sparse Vine Copulas in High Dimensions with the Lasso	2017	Dominik Müller Claudia Czado
+ PDF Chat	D-vine copula based quantile regression	2016	Daniel Kraus Claudia Czado
+	Using model distances to investigate the simplifying assumption, goodness-of-fit and truncation levels for vine copulas	2016	Matthias Killiches Daniel Kraus Claudia Czado
+	Using model distances to investigate the simplifying assumption, model selection and truncation levels for vine copulas	2016	Matthias Killiches Daniel Kraus Claudia Czado
+	Model selection for discrete regular vine copulas	2016	Anastasios Panagiotelis Claudia Czado Harry Joe Jakob Stöber
+	Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas	2016	Thomas Nagler Claudia Czado
+	Regime switching vine copula models for global equity and volatility indices	2016	Holger Fink Yulia Klimova Claudia Czado Jakob Stöber
+	Vine copula based inference of multivariate event time data	2016	Nicole Barthel Candida Geerdens Matthias Killiches Paul Janssen Claudia Czado
+	Vine copula based likelihood estimation of dependence patterns in multivariate event time data	2016	Nicole Barthel Candida Geerdens Matthias Killiches Paul Janssen Claudia Czado
+	Vine copula based inference of multivariate event time data	2016	Nicole Barthel Candida Geerdens Matthias Killiches Paul Janssen Claudia Czado
+	Examination and visualisation of the simplifying assumption for vine copulas in three dimensions	2016	Matthias Killiches Daniel Kraus Claudia Czado
+	Using model distances to investigate the simplifying assumption, model selection and truncation levels for vine copulas	2016	Matthias Killiches Claudia Czado
+	Regime switching vine copula models for global equity and volatility indices	2016	Holger Fink Yulia Klimova Claudia Czado Jakob Stöber
+	Vine copula based likelihood estimation of dependence patterns in multivariate event time data	2016	Nicole Barthel Candida Geerdens Matthias Killiches Paul Janssen Claudia Czado
+	Representing sparse Gaussian DAGs as sparse R-vines allowing for non-Gaussian dependence	2016	Dominik Müller Claudia Czado
+	Examination and visualisation of the simplifying assumption for vine copulas in three dimensions	2016	Matthias Killiches Daniel Kraus Claudia Czado
+	D-vine copula based quantile regression	2015	Daniel Kraus Claudia Czado
+	Model distances for vine copulas in high dimensions with application to testing the simplifying assumption	2015	Matthias Killiches Daniel Kraus Claudia Czado
+	Model distances for vine copulas in high dimensions	2015	Matthias Killiches Daniel Kraus Claudia Czado
+ PDF Chat	Pair-Copula Bayesian Networks	2015	Alexander Bauer Claudia Czado
+	Block-Maxima of Vines	2015	Matthias Killiches Claudia Czado
+	Bayesian total loss estimation using shared random effects	2015	Carolin Baumgartner Lutz F. Gruber Claudia Czado
+	Evading the curse of dimensionality in multivariate kernel density estimation with simplified vines	2015	Thomas Nagler Claudia Czado
+	Comorbidity of chronic diseases in the elderly: Patterns identified by a copula design for mixed responses	2015	Jakob Stöber Hyokyoung G. Hong Claudia Czado Pulak Ghosh
+ PDF Chat	Spatial composite likelihood inference using local C-vines	2015	Tobias Erhardt Claudia Czado Ulf Schepsmeier
+ PDF Chat	R-Vine Models for Spatial Time Series with an Application to Daily Mean Temperature	2015	Tobias Erhardt Claudia Czado Ulf Schepsmeier
+	Sequential Bayesian Model Selection of Regular Vine Copulas	2015	Lutz F. Gruber Claudia Czado
+	Conditional quantiles and tail dependence	2015	Carole Bernard Claudia Czado
+	Standardized drought indices: A novel uni- and multivariate approach	2015	Tobias Erhardt Claudia Czado
+	Block-Maxima of Vines	2015	Matthias Killiches Claudia Czado
+	Model distances for vine copulas in high dimensions	2015	Matthias Killiches Daniel Kraus Claudia Czado
+	D-vine copula based quantile regression	2015	Daniel Kraus Claudia Czado
+	Spatial composite likelihood inference using local C-vines	2014	Tobias Erhardt Claudia Czado Ulf Schepsmeier
+ PDF Chat	COPAR—multivariate time series modeling using the copula autoregressive model	2014	Eike Christian Brechmann Claudia Czado
+	R-vine Models for Spatial Time Series with an Application to Daily Mean Temperature	2014	Tobias Erhardt Claudia Czado Ulf Schepsmeier
+	Bayesian Risk Analysis	2014	Claudia Czado Eike Christian Brechmann
+	Spatial composite likelihood inference using local C-vines	2014	Tobias Erhardt Claudia Czado Ulf Schepsmeier
+	R-vine Models for Spatial Time Series with an Application to Daily Mean Temperature	2014	Tobias Erhardt Claudia Czado Ulf Schepsmeier
+ PDF Chat	Total loss estimation using copula-based regression models	2013	Nicole Krämer Eike Brechmann Daniel Silvestrini Claudia Czado
+	A Bayesian linear model for the high-dimensional inverse problem of seismic tomography	2013	Ran Zhang Claudia Czado Karin Sigloch
+ PDF Chat	A Vine-copula Based Adaptive MCMC Sampler for Efficient Inference of Dynamical Systems	2013	Daniel Schmidl Claudia Czado Sabine Hug Fabian J. Theis
+	Non nested model selection for spatial count regression models with application to health insurance	2013	Claudia Czado Holger Schabenberger V. Erhardt
+ PDF Chat	Flexible Dependence Modeling of Operational Risk Losses and Its Impact on Total Capital Requirements	2013	Eike Brechmann Claudia Czado Sandra Paterlini
+ PDF Chat	Selecting and estimating regular vine copulae and application to financial returns	2012	Jeffrey Dissmann Eike Brechmann Claudia Czado Dorota Kurowicka
+	Total loss estimation using copula-based regression models	2012	Nicole Kraemer Eike Brechmann Daniel Silvestrini Claudia Czado
+	SCOMDY models based on pair-copula constructions with application to exchange rates	2012	Aleksey Min Claudia Czado
+	Pair Copula Constructions for Multivariate Discrete Data	2012	Anastasios Panagiotelis Claudia Czado Harry Joe
+ PDF Chat	Maximum likelihood estimation of mixed C-vines with application to exchange rates	2012	Claudia Czado Ulf Schepsmeier Aleksey Min
+	COPAR - Multivariate time series modeling using the COPula AutoRegressive model	2012	Eike Christian Brechmann Claudia Czado
+	Detecting regime switches in the dependence structure of high dimensional financial data	2012	Jakob Stoeber Claudia Czado
+	Selecting and estimating regular vine copulae and application to financial returns	2012	Jeffrey Dissmann Eike Christian Brechmann Claudia Czado Dorota Kurowicka
+	Modeling high dimensional time-varying dependence using D-vine SCAR models	2012	Carlos Almeida Claudia Czado Hans Manner
+	Simplified Pair Copula Constructions --- Limits and Extensions	2012	Jakob Stöber Harry Joe Claudia Czado
+	COPAR - Multivariate time series modeling using the COPula AutoRegressive model	2012	Eike Christian Brechmann Claudia Czado
+	Total loss estimation using copula-based regression models	2012	Nicole Kraemer Eike Brechmann Daniel Silvestrini Claudia Czado
+	Detecting regime switches in the dependence structure of high dimensional financial data	2012	Jakob Stoeber Claudia Czado
+	Selecting and estimating regular vine copulae and application to financial returns	2012	Jeffrey Dissmann Eike Christian Brechmann Claudia Czado Dorota Kurowicka
+	Pair-copula Bayesian networks	2012	Alexander Bauer Claudia Czado
+	Bayesian model selection for D-vine pair-copula constructions	2011	Aleksey Min Claudia Czado
+	A mixed copula model for insurance claims and claim sizes	2011	Claudia Czado Rainer Kastenmeier Eike Christian Brechmann Aleksey Min
+	Grundlagen der Wahrscheinlichkeitstheorie und Statistik	2011	Claudia Czado Thorsten Schmidt
+	Vergleich von Schätzern: Optimalitätstheorie	2011	Claudia Czado Thorsten Schmidt
+	Bayesian Inference for D-Vines: Estimation and Model Selection	2010	Claudia Czado Aleksey Min
+	Sampling Count Variables with Specified Pearson Correlation: A Comparison Between a Naive and a C-Vine Sampling Approach	2010	V. Erhardt Claudia Czado
+ PDF Chat	Modeling individual migraine severity with autoregressive ordered probit models	2010	Claudia Czado Anette Heyn Gernot Müller
+	Efficient maximum likelihood estimation of copula based meta -distributions	2010	Ran Zhang Claudia Czado Aleksey Min
+	Modeling Longitudinal Data Using a Pair-Copula Decomposition of Serial Dependence	2010	Michael S. Smith Aleksey Min Carlos Almeida Claudia Czado
+	Modeling dependent yearly claim totals including zero claims in private health insurance	2010	V. Erhardt Claudia Czado
+	Modelling Longitudinal Data Using a Pair-Copula Decomposition of Serial Dependence	2010	Michael S. Smith Aleksey Min Carlos Almeida Claudia Czado
+	Testing for zero-modification in count regression models.	2010	Aleksey Min Claudia Czado
+	Pair-Copula Constructions of Multivariate Copulas	2010	Claudia Czado
+	A method for approximately sampling high-dimensional count variables with prespecified Pearson correlation.	2010	V. Erhardt Claudia Czado
+	Finite sample properties of the QMLE in the ACD-ECOGARCH(1,1) model	2010	Claudia Czado Stephan Haug
+	A mixed autoregressive probit model for ordinal longitudinal data	2009	Cristiano Varin Claudia Czado
+	Model selection strategies for identifying most relevant covariates in homoscedastic linear models	2009	Aleksey Min Hajo Holzmann Claudia Czado
+	Predictive Model Assessment for Count Data	2009	Claudia Czado Tilmann Gneiting Leonhard Held
+	<i>Linear Mixed Models – A Practical Guide Using Statistical Software</i>. B. T. West, K. B. Welch and A. T. Galecki (2006). London: Chapman & Hall/CRC. ISBN: 978‐1‐584‐88480‐4	2009	Claudia Czado
+	Modelling transport mode decisions using hierarchical logistic regression models with spatial and cluster effects	2008	Claudia Czado Sergij Prokopenko
+ PDF Chat	Does a Gibbs sampler approach to spatial Poisson regression models outperform a single site MH sampler?	2008	Susanne Gschlößl Claudia Czado
+ PDF Chat	Modeling dependencies between rating categories and their effects on prediction in a credit risk portfolio	2008	Claudia Czado Carolin Pflüger
+ PDF Chat	An Exponential Continuous-Time GARCH Process	2007	Stephan Haug Claudia Czado
+ PDF Chat	An Exponential Continuous-Time GARCH Process	2007	Stephan Haug Claudia Czado
+ PDF Chat	Zero-inflated generalized Poisson models with regression effects on the mean, dispersion and zero-inflation level applied to patent outsourcing rates	2007	Claudia Czado V. Erhardt Aleksey Min Stefan Wagner
+	Book Review: Interpreting standard and nonstandard log‐linear models. By P. Mair	2007	Claudia Czado
+ PDF Chat	State space mixed models for longitudinal observations with binary and binomial responses	2007	Claudia Czado Peter X.‐K. Song
+ PDF Chat	Pair-copula constructions of multiple dependence	2007	Kjersti Aas Claudia Czado Arnoldo Frigessi Henrik Bakken
+ PDF Chat	Modelling count data with overdispersion and spatial effects	2006	Susanne Gschlößl Claudia Czado
+	A nonparametric test for similarity of marginals—With applications to the assessment of population bioequivalence	2006	G Freĭtag Claudia Czado Axel Munk
+ PDF Chat	Choosing the link function and accounting for link uncertainty in generalized linear models using Bayes factors	2006	Claudia Czado Adrian E. Raftery
+	Book Review: Nonlinear Regression. By G. A. F. Seber and C. J. Wild	2006	Claudia Czado
+	Quasi maximum likelihood estimation and prediction in the compound Poisson ECOGARCH(1,1) model	2006	Claudia Czado Stephan Haug
+	Validating linear restrictions in linear regression models with general error structure	2006	Hajo Holzmann Aleksey Min Claudia Czado
+	A fractionally integrated ECOGARCH process	2006	Stephan Haug Claudia Czado
+ PDF Chat	Calculation of LTC Premiums Based on Direct Estimates of Transition Probabilities	2005	Florian Helms Claudia Czado Susanne Gschlößl
+ PDF Chat	Calculation of LTC Premiums Based on Direct Estimates of Transition Probabilities	2005	Florian Helms Claudia Czado Susanne Gschlößl
+	Consistency and asymptotic normality of the maximum likelihood estimator in a zero-inflated generalized Poisson regression	2005	Claudia Czado Aleksey Min
+	Introducing and evaluating a Gibbs sampler for spatial Poisson regression models	2005	Susanne Gschlößl Claudia Czado
+	Modeling migraine severity with autoregressive ordered probit models	2005	Claudia Czado Anette Heyn Gernot Müller
+	Einführung zu Markov Chain Monte Carlo Verfahren mit Anwendung auf Gesamtschadenmodelle	2004	Claudia Czado
+	Modeling Transport Mode Decisions Using Hierarchical Binary Spatial Regression Models with Cluster Effects	2004	Claudia Czado Sergij Prokopenko
+	Einführung zu Markov Chain Monte Carlo Verfahren mit Anwendung auf Gesamtschadenmodelle	2003	Claudia Czado
+	Theoretical Foundations of Autoregressive Models for Time Series on Acyclic Directed Graphs	2003	Ralph Högn Claudia Czado
+	Quantifying overdispersion effects in count regression data	2002	Claudia Czado I. Sikora
+	Bootstrap methods for the nonparametric assessment of population bioequivalence and similarity of distributions	2001	Claudia Czado Axel Munk
+	Multivariate regression analysis of panel data with binary outcomes applied to unemployment data	2000	Claudia Czado
+ PDF Chat	Noncanonical links in generalized linear models – when is the effort justified?	2000	Claudia Czado Axel Munk
+ PDF Chat	Assessing the similarity of distributions - finite sample performance of the empirical mallows distance	1998	Claudia Czado Axel Munk
+ PDF Chat	Nonparametric Validation of Similar Distributions and Assessment of Goodness of Fit	1998	Axel Munk Claudia Czado
+	On selecting parametric link transformation families in generalized linear models	1997	Claudia Czado
+	Bayesian Inference for Semiparametric Binary Regression	1996	Michael A. Newton Claudia Czado Rick Chappell
+	Bayesian Inference for Semiparametric Binary Regression	1996	Michael A. Newton Claudia Czado Rick Chappell
+	Parametric link modification of both tails in binary regression	1994	Claudia Czado
+	Bayesian inference of binary regression models with parametric link	1994	Claudia Czado
+	Norm restricted maximum likelihood estimators for binary regression models with parametric link	1993	Claudia Czado
+	The effect of link misspecification on binary regression inference	1992	Claudia Czado Thomas J. Santner
+	Orthogonalizing parametric link transformation families in binary regression analysis	1992	Claudia Czado Thomas J. Santner
+	On Link Selection in Generalized Linear Models	1992	Claudia Czado

Common Coauthors

Coauthor	Papers Together
Matthias Killiches	21
Daniel Kraus	18
Alexander Kreuzer	13
Aleksey Min	13
Thomas Nagler	12
Nicole Barthel	12
Karoline Bax	10
Candida Geerdens	9
Paul Janssen	9
Dominik Müller	9
Tobias Erhardt	9
Özge Uysal Şahin	8
Sandra Paterlini	8
Eike Christian Brechmann	7
Ulf Schepsmeier	7
Jakob Stöber	6
Eike Brechmann	5
Stephan Haug	5
Axel Munk	5
Susanne Gschlößl	5
V. Erhardt	5
Marija Tepegjozova	4
Lutz F. Gruber	4
Daniel Silvestrini	3
Ingrid Van Keilegom	3
Yarema Okhrin	3
Yulia Klimova	3
Carlos Almeida	3
Holger Fink	3
Matthias Fischer	3
Jeffrey Dissmann	3
Dorota Kurowicka	3
Marius Pfeuffer	3
Harry Joe	3
Luciana Dalla Valle	3
Sebastian Scharl	3
Christian Bumann	3
Emanuel Sommer	3
Gernot Müller	2
Thorsten Schmidt	2
Jing Zhou	2
Thomas J. Santner	2
Florian Helms	2
Robert McCall	2
Anette Heyn	2
Michael S. Smith	2
Florian Holzapfel	2
Anastasios Panagiotelis	2
Michael A. Newton	2
Gerda Claeskens	2

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	Pair-copula constructions of multiple dependence	2007	Kjersti Aas Claudia Czado Arnoldo Frigessi Henrik Bakken	74
+	Vines--a new graphical model for dependent random variables	2002	Tim Bedford Roger Cooke	69
+ PDF Chat	Families of $m$-variate distributions with given margins and $m(m-1)/2$ bivariate dependence parameters	1996	Harry Joe	47
+	Fonctions de répartition à N dimensions et leurs marges	1959	Michael Sklar	39
+	Pair-Copula Constructions of Multivariate Copulas	2010	Claudia Czado	33
+	Dependence Modeling with Copulas	2014	Harry Joe	32
+ PDF Chat	Selecting and estimating regular vine copulae and application to financial returns	2012	Jeffrey Dissmann Eike Brechmann Claudia Czado Dorota Kurowicka	28
+	Multivariate Models and Multivariate Dependence Concepts	1997	Harry Joe	26
+ PDF Chat	On the simplified pair-copula construction — Simply useful or too simplistic?	2009	Ingrid Hobæk Haff Kjersti Aas Arnoldo Frigessi	24
+	An Introduction to Copulas	1999	Roger B. Nelsen	24
+	Simplified pair copula constructions—Limitations and extensions	2013	Jakob Stöber Harry Joe Claudia Czado	20
+	Modeling Longitudinal Data Using a Pair-Copula Decomposition of Serial Dependence	2010	Michael S. Smith Aleksey Min Carlos Almeida Claudia Czado	17
+ PDF Chat	D-vine copula based quantile regression	2016	Daniel Kraus Claudia Czado	16
+ PDF Chat	Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses	1989	Quang Vuong	16
+ PDF Chat	Bayesian Measures of Model Complexity and Fit	2002	David J. Spiegelhalter Nicola Best Bradley P. Carlin Angelika van der Linde	15
+	Pair Copula Constructions for Multivariate Discrete Data	2012	Anastasios Panagiotelis Claudia Czado Harry Joe	14
+	Monte Carlo sampling methods using Markov chains and their applications	1970	W. Keith Hastings	14
+ PDF Chat	Estimating the Dimension of a Model	1978	Gideon Schwarz	14
+	A semiparametric estimation procedure of dependence parameters in multivariate families of distributions	1995	Christian Genest Kilani Ghoudi Louis‐Paul Rivest	14
+	Modeling Dependence with C- and D-Vine Copulas: The<i>R</i>Package<b>CDVine</b>	2013	Eike Christian Brechmann Ulf Schepsmeier	14
+	Sequential Bayesian Model Selection of Regular Vine Copulas	2015	Lutz F. Gruber Claudia Czado	13
+	Information Theory and an Extension of the Maximum Likelihood Principle	1998	H. Akaike	12
+	Asymptotic efficiency of the two-stage estimation method for copula-based models	2004	Harry Joe	12
+	Markov Chain Monte Carlo in Practice	1995	Walter R. Gilks Sylvia Richardson David J. Spiegelhalter	12
+	Parameter estimation for pair-copula constructions	2013	Ingrid Hobæk Haff	11
+	The t Copula and Related Copulas	2007	Stefano Demarta Alexander J. McNeil	11
+	Generalized Logistic Models	1988	Thérèse A. Stukel	11
+	Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas	2016	Thomas Nagler Claudia Czado	10
+	Model selection in sparse high-dimensional vine copula models with an application to portfolio risk	2019	Thomas Nagler Christian Bumann Claudia Czado	10
+	Conditional quantiles and tail dependence	2015	Carole Bernard Claudia Czado	10
+ PDF Chat	Examination and visualisation of the simplifying assumption for vine copulas in three dimensions	2017	Matthias Killiches Daniel Kraus Claudia Czado	9
+	Generating random correlation matrices based on partial correlations	2005	Harry Joe	9
+	On Link Selection in Generalized Linear Models	1992	Claudia Czado	9
+	Bayesian model selection for D-vine pair-copula constructions	2011	Aleksey Min Claudia Czado	9
+	Simplified vine copula models: Approximations based on the simplifying assumption	2019	Fabian Spanhel Malte S. Kurz	9
+	The effect of link misspecification on binary regression inference	1992	Claudia Czado Thomas J. Santner	9
+	A Generalization of the Probit and Logit Methods for Dose Response Curves	1976	Ross L. Prentice	8
+	Sampling-Based Approaches to Calculating Marginal Densities	1990	Alan E. Gelfand A. F. M. Smith	8
+ PDF Chat	Maximum likelihood estimation of mixed C-vines with application to exchange rates	2012	Claudia Czado Ulf Schepsmeier Aleksey Min	8
+	Beyond simplified pair-copula constructions	2012	Elif F. Acar Christian Genest Johanna Nešlehová	8
+	Bayesian Analysis of Binary and Polychotomous Response Data	1993	James H. Albert Siddhartha Chib	8
+ PDF Chat	Regime Switching Vine Copula Models for Global Equity and Volatility Indices	2017	Holger Fink Yulia Klimova Claudia Czado Jakob Stöber	8
+	Use of the Box-Cox transformation with binary response models	1982	Vı́ctor M. Guerrero Richard A. Johnson	7
+	Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images	1984	Stuart Geman Donald Geman	7
+ PDF Chat	Bayesian Computation and Stochastic Systems	1995	Julian Besag Peter Green David Higdon Kerrie Mengersen	7
+	Correlation and Dependence in Risk Management: Properties and Pitfalls	2002	Paul Embrechts Alexander J. McNeil Daniel Straumann	7
+	Goodness of Link Tests for Generalized Linear Models	1980	Daryl Pregibon	7
+	The Cost of Generalizing Logistic Regression	1988	Jeremy M. G. Taylor	7
+ PDF Chat	Semiparametric Conditional Quantile Estimation Through Copula-Based Multivariate Models	2014	Hohsuk Noh Anouar El Ghouch Ingrid Van Keilegom	7
+	Reversible jump Markov chain Monte Carlo computation and Bayesian model determination	1995	Peter J. Green	7