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Claudia Czado
Observed names:
C Czado,
C. Czado,
Czado C,
Czado, C.,
Czado, Claudia
Institution:
Technical University of Munich
Observed institutions:
The University of Melbourne,
York University,
Cornell University,
Helmholtz Munich,
Institute of Bioinformatics and Systems Biology,
York University,
Technical University of Munich,
Ludwig-Maximilians-Universität München,
KU Leuven
show all 9
ORCID:
0000-0002-6329-5438
Observed ORCID:
0000-0002-6329-5438
OpenAlex ID:
A5020151207
Pair-copula constructions of multiple dependence
2007
·
Kjersti Aas
, Claudia Czado
, et al.
·
Insurance Mathematics and Economics
·
2,082
PDF
Selecting and estimating regular vine copulae and application to financial returns
2012
·
J. Dißmann
, E.C. Brechmann
, et al.
·
Computational Statistics & Data Analysis
·
765
PDF
Predictive Model Assessment for Count Data
2009
·
Claudia Czado
, Tilmann Gneiting
, et al.
·
Biometrics
·
481
Analyzing Dependent Data with Vine Copulas
2019
·
Claudia Czado
·
Lecture notes in statistics
·
370
Truncated regular vines in high dimensions with application to financial data
2012
·
E. C. Brechmann
, C. Czado
, et al.
·
Canadian Journal of Statistics
·
280
Pair-Copula Constructions of Multivariate Copulas
2010
·
Claudia Czado
·
Lecture notes in statistics
·
259
Vine Copula Based Modeling
2021
·
Claudia Czado
, Thomas Nagler
·
Annual Review of Statistics and Its Application
·
229
PDF
Maximum likelihood estimation of mixed C-vines with application to exchange rates
2012
·
Claudia Czado
, Ulf Schepsmeier
, et al.
·
Statistical Modelling
·
206
Bayesian Inference for Multivariate Copulas Using Pair-Copula Constructions
2010
·
A. Min
, C. Czado
·
Journal of Financial Econometrics
·
201
Pair Copula Constructions for Multivariate Discrete Data
2012
·
Anastasios Panagiotelis
, Claudia Czado
, et al.
·
Journal of the American Statistical Association
·
194
D-vine copula based quantile regression
2016
·
Daniel Kraus
, Claudia Czado
·
Computational Statistics & Data Analysis
·
185
PDF
Modeling Longitudinal Data Using a Pair-Copula Decomposition of Serial Dependence
2010
·
Michael Smith
, Aleksey Min
, et al.
·
Journal of the American Statistical Association
·
171
Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas
2016
·
Thomas Nagler
, Claudia Czado
·
Journal of Multivariate Analysis
·
163
PDF
Risk management with high-dimensional vine copulas: An analysis of the Euro Stoxx 50
2013
·
Eike Christain Brechmann
, Claudia Czado
·
Statistics & Risk Modeling
·
163
Simplified pair copula constructions—Limitations and extensions
2013
·
Jakob Stöber
, Harry Joe
, et al.
·
Journal of Multivariate Analysis
·
160
Bayesian Poisson log-bilinear mortality projections
2005
·
Claudia Czado
, Antoine Delwarde
, et al.
·
Insurance Mathematics and Economics
·
157
Modelling count data with overdispersion and spatial effects
2006
·
Susanne Gschlößl
, Claudia Czado
·
Statistical Papers
·
134
The effect of link misspecification on binary regression inference
1992
·
Claudia Czado
, Thomas J. Santner
·
Journal of Statistical Planning and Inference
·
134
ESGM: ESG scores and the Missing pillar
2021
·
Özge Sahin
, Karoline Bax
, et al.
·
Corporate Social Responsibility and Environmental Management
·
131
PDF
A mixed copula model for insurance claims and claim sizes
2011
·
Claudia Czado
, Rainer Kastenmeier
, et al.
·
Scandinavian Actuarial Journal
·
122
Nonparametric Validation of Similar Distributions and Assessment of Goodness of Fit
1998
·
Axel Munk
, Claudia Czado
·
Journal of the Royal Statistical Society Series B (Statistical Methodology)
·
105
Spatial modelling of claim frequency and claim size in non-life insurance
2007
·
Susanne Gschlößl
, Claudia Czado
·
Scandinavian Actuarial Journal
·
98
Selection of Vine Copulas
2013
·
Claudia Czado
, Eike Christian Brechmann
, et al.
·
Lecture notes in statistics
·
95
Bayesian Inference for Semiparametric Binary Regression
1996
·
Michael A. Newton
, Claudia Czado
, et al.
·
Journal of the American Statistical Association
·
88
COPAR—multivariate time series modeling using the copula autoregressive model
2014
·
Eike Christian Brechmann
, Claudia Czado
·
Applied Stochastic Models in Business and Industry
·
86
PDF
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Works count:
285
Citation count:
10,200
H-index:
44
I10-index:
115
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