Research output per year
Research output per year
Search results
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2025
Vine copula based structural equation models
Czado, C., Mar 2025, In: Computational Statistics and Data Analysis. 203, 108076.Research output: Contribution to journal › Article › peer-review
Open Access -
2024
D-Vine-Based Correction of Physics-Based Model Output for the Identification of Risky Flights With Respect to Runway Overruns
Alnasser, H., Pfahler, M., Hanebeck, A., Beller, L. & Czado, C., 2024, In: IEEE Access. 12, p. 129173-129186 14 p.Research output: Contribution to journal › Article › peer-review
Open Access -
High-dimensional sparse vine copula regression with application to genomic prediction
Sahin, Ö. & Czado, C., Mar 2024, In: Biometrics. 80, 1, ujad042.Research output: Contribution to journal › Article › peer-review
Open Access4 Scopus citations -
Modeling Interactions Within French Dairy-Cattle Systems Using R-Vines
Ouachene, N., Czado, C., Corson, M. S. & Kiessé, T. S., 2024, (Accepted/In press) In: Journal of Agricultural, Biological, and Environmental Statistics.Research output: Contribution to journal › Article › peer-review
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On the Observability of General Nonlinear Gaussian State Space Models Using Discrete Distributional Approximations
Hanebeck, A. & Czado, C., Dec 2024, In: Journal of Advances in Information Fusion. 19, 2, p. 57-71 15 p.Research output: Contribution to journal › Article › peer-review
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2023
Bayesian multivariate nonlinear state space copula models
Kreuzer, A., Dalla Valle, L. & Czado, C., Dec 2023, In: Computational Statistics and Data Analysis. 188, 107820.Research output: Contribution to journal › Article › peer-review
Open Access4 Scopus citations -
Dependent censoring based on parametric copulas
Czado, C. & van Keilegom, I., 1 Sep 2023, In: Biometrika. 110, 3, p. 721-738 18 p.Research output: Contribution to journal › Article › peer-review
Open Access15 Scopus citations -
ESG, risk, and (tail) dependence
Bax, K., Sahin, Ö., Czado, C. & Paterlini, S., May 2023, In: International Review of Financial Analysis. 87, 102513.Research output: Contribution to journal › Article › peer-review
Open Access28 Scopus citations -
The pitfalls of (non-definitive) Environmental, Social, and Governance scoring methodology
Sahin, Ö., Bax, K., Paterlini, S. & Czado, C., May 2023, In: Global Finance Journal. 56, 100780.Research output: Contribution to journal › Article › peer-review
14 Scopus citations -
Vine copula-based Bayesian classification for multivariate time series of electroencephalography eye states
Zhang, C. & Czado, C., Aug 2023, In: Journal of the Royal Statistical Society. Series C: Applied Statistics. 72, 4, p. 992-1022 31 p.Research output: Contribution to journal › Article › peer-review
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Vine Copula based Portfolio Level Conditional Risk Measure Forecasting
Sommer, E., Bax, K. & Czado, C., 2023, (Accepted/In press) In: Econometrics and Statistics.Research output: Contribution to journal › Article › peer-review
Open Access1 Scopus citations -
2022
A Bayesian non-linear state space copula model for air pollution in Beijing
Kreuzer, A., Dalla Valle, L. & Czado, C., Jun 2022, In: Journal of the Royal Statistical Society. Series C: Applied Statistics. 71, 3, p. 613-638 26 p.Research output: Contribution to journal › Article › peer-review
Open Access9 Scopus citations -
Environmental, Social, Governance scores and the Missing pillar—Why does missing information matter?
Sahin, Ö., Bax, K., Czado, C. & Paterlini, S., Sep 2022, In: Corporate Social Responsibility and Environmental Management. 29, 5, p. 1782-1798 17 p.Research output: Contribution to journal › Article › peer-review
Open Access26 Scopus citations -
Nonparametric C- and D-vine-based quantile regression
Tepegjozova, M., Zhou, J., Claeskens, G. & Czado, C., 1 Jan 2022, In: Dependence Modeling. 10, 1, p. 1-21 21 p.Research output: Contribution to journal › Article › peer-review
Open Access9 Scopus citations -
On the Observability of Gaussian Models using Discrete Density Approximations
Hanebeck, A. & Czado, C., 2022, 2022 25th International Conference on Information Fusion, FUSION 2022. Institute of Electrical and Electronics Engineers Inc., (2022 25th International Conference on Information Fusion, FUSION 2022).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review
Open Access1 Scopus citations -
Two-part D-vine copula models for longitudinal insurance claim data
Yang, L. & Czado, C., Dec 2022, In: Scandinavian Journal of Statistics. 49, 4, p. 1534-1561 28 p.Research output: Contribution to journal › Article › peer-review
3 Scopus citations -
Vine copula based dependence modeling in sustainable finance
Czado, C., Bax, K., Sahin, Ö., Nagler, T., Min, A. & Paterlini, S., Nov 2022, In: Journal of Finance and Data Science. 8, p. 309-330 22 p.Research output: Contribution to journal › Review article › peer-review
Open Access9 Scopus citations -
Vine Copula Based Modeling
Czado, C. & Nagler, T., Mar 2022, In: Annual Review of Statistics and Its Application. 9, p. 453-477 25 p.Research output: Contribution to journal › Review article › peer-review
Open Access77 Scopus citations -
Vine copula mixture models and clustering for non-Gaussian data
Sahin, Ö. & Czado, C., Apr 2022, In: Econometrics and Statistics. 22, p. 136-158 23 p.Research output: Contribution to journal › Article › peer-review
Open Access11 Scopus citations -
2021
Bayesian inference for a single factor copula stochastic volatility model using Hamiltonian Monte Carlo
Kreuzer, A. & Czado, C., Jul 2021, In: Econometrics and Statistics. 19, p. 130-150 21 p.Research output: Contribution to journal › Article › peer-review
Open Access7 Scopus citations -
2020
A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series
Barthel, N., Czado, C. & Okhrin, Y., Feb 2020, In: Computational Statistics and Data Analysis. 142, 106810.Research output: Contribution to journal › Article › peer-review
Open Access3 Scopus citations -
Efficient Bayesian Inference for Nonlinear State Space Models With Univariate Autoregressive State Equation
Kreuzer, A. & Czado, C., 2 Jul 2020, In: Journal of Computational and Graphical Statistics. 29, 3, p. 523-534 12 p.Research output: Contribution to journal › Article › peer-review
Open Access6 Scopus citations -
Modeling of stochastic wind based on operational flight data using karhunen–loève expansion method
Wang, X., Beller, L., Czado, C. & Holzapfel, F., 2 Aug 2020, In: Sensors (Switzerland). 20, 16, p. 1-19 19 p., 4634.Research output: Contribution to journal › Article › peer-review
Open Access2 Scopus citations -
2019
Analyzing dependent data with vine copulas: A practical guide with R
Czado, C., 2019, Lecture Notes in Statistics. Springer Science and Business Media, LLC, p. 1-242 242 p. (Lecture Notes in Statistics; vol. 222).Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review
129 Scopus citations -
A statistical simulation method for joint time series of non-stationary hourly wave parameters
Jäger, W. S., Nagler, T., Czado, C. & McCall, R. T., Apr 2019, In: Coastal Engineering. 146, p. 14-31 18 p.Research output: Contribution to journal › Article › peer-review
Open Access23 Scopus citations -
Bivariate Copula Classes, Their Visualization, and Estimation
Czado, C., 2019, Lecture Notes in Statistics. Springer Science and Business Media, LLC, p. 43-75 33 p. (Lecture Notes in Statistics; vol. 222).Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review
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Case Study: Dependence Among German DAX Stocks
Czado, C., 2019, Lecture Notes in Statistics. Springer Science and Business Media, LLC, p. 185-201 17 p. (Lecture Notes in Statistics; vol. 222).Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review
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Comparing Regular Vine Copula Models
Czado, C., 2019, Lecture Notes in Statistics. Springer Science and Business Media, LLC, p. 173-184 12 p. (Lecture Notes in Statistics; vol. 222).Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review
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Dependence Measures
Czado, C., 2019, Lecture Notes in Statistics. Springer Science and Business Media, LLC, p. 27-41 15 p. (Lecture Notes in Statistics; vol. 222).Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review
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Dependence modeling for recurrent event times subject to right-censoring with D-vine copulas
Barthel, N., Geerdens, C., Czado, C. & Janssen, P., 2019, In: Biometrics. 75, 2, p. 439-451 13 p.Research output: Contribution to journal › Article › peer-review
Open Access10 Scopus citations -
Dependence modelling in ultra high dimensions with vine copulas and the Graphical Lasso
Müller, D. & Czado, C., Sep 2019, In: Computational Statistics and Data Analysis. 137, p. 211-232 22 p.Research output: Contribution to journal › Article › peer-review
13 Scopus citations -
Flexible dynamic vine copula models for multivariate time series data
Acar, E. F., Czado, C. & Lysy, M., Oct 2019, In: Econometrics and Statistics. 12, p. 181-197 17 p.Research output: Contribution to journal › Article › peer-review
23 Scopus citations -
Modelling temporal dependence of realized variances with vines
Czado, C., Ivanov, E. & Okhrin, Y., Oct 2019, In: Econometrics and Statistics. 12, p. 198-216 19 p.Research output: Contribution to journal › Article › peer-review
4 Scopus citations -
Model selection in sparse high-dimensional vine copula models with an application to portfolio risk
Nagler, T., Bumann, C. & Czado, C., Jul 2019, In: Journal of Multivariate Analysis. 172, p. 180-192 13 p.Research output: Contribution to journal › Article › peer-review
Open Access47 Scopus citations -
Multivariate Distributions and Copulas
Czado, C., 2019, Lecture Notes in Statistics. Springer Science and Business Media, LLC, p. 1-25 25 p. (Lecture Notes in Statistics; vol. 222).Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review
5 Scopus citations -
Pair Copula Decompositions and Constructions
Czado, C., 2019, Lecture Notes in Statistics. Springer Science and Business Media, LLC, p. 77-93 17 p. (Lecture Notes in Statistics; vol. 222).Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review
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Parameter Estimation in Simplified Regular Vine Copulas
Czado, C., 2019, Lecture Notes in Statistics. Springer Science and Business Media, LLC, p. 145-153 9 p. (Lecture Notes in Statistics; vol. 222).Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review
1 Scopus citations -
Preface
Czado, C., 2019, In: Lecture Notes in Statistics. 222, p. v-viResearch output: Contribution to journal › Editorial
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Recent Developments in Vine Copula Based Modeling
Czado, C., 2019, Lecture Notes in Statistics. Springer Science and Business Media, LLC, p. 203-226 24 p. (Lecture Notes in Statistics; vol. 222).Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review
1 Scopus citations -
Regular Vines
Czado, C., 2019, Lecture Notes in Statistics. Springer Science and Business Media, LLC, p. 95-122 28 p. (Lecture Notes in Statistics; vol. 222).Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review
1 Scopus citations -
Selection of Regular Vine Copula Models
Czado, C., 2019, Lecture Notes in Statistics. Springer Science and Business Media, LLC, p. 155-171 17 p. (Lecture Notes in Statistics; vol. 222).Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review
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Selection of sparse vine copulas in high dimensions with the Lasso
Müller, D. & Czado, C., 15 Mar 2019, In: Statistics and Computing. 29, 2, p. 269-287 19 p.Research output: Contribution to journal › Article › peer-review
10 Scopus citations -
Simulating Regular Vine Copulas and Distributions
Czado, C., 2019, Lecture Notes in Statistics. Springer Science and Business Media, LLC, p. 123-144 22 p. (Lecture Notes in Statistics; vol. 222).Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review
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2018
A D-vine copula-based model for repeated measurements extending linear mixed models with homogeneous correlation structure
Killiches, M. & Czado, C., Sep 2018, In: Biometrics. 74, 3, p. 997-1005 9 p.Research output: Contribution to journal › Article › peer-review
Open Access9 Scopus citations -
Bayesian model selection of regular vine copulas
Gruber, L. F. & Czado, C., 2018, In: Bayesian Analysis. 13, 4, p. 1107-1131 25 p.Research output: Contribution to journal › Article › peer-review
Open Access19 Scopus citations -
Integration of vine copula dependence structures into subset simulation for accident probability quantifications
Höhndorf, L., Wang, C., Koppitz, P., Weiß, S., Olmos, S., Czado, C. & Holzapfel, F., 2018, 31st Congress of the International Council of the Aeronautical Sciences, ICAS 2018. International Council of the Aeronautical Sciences, (31st Congress of the International Council of the Aeronautical Sciences, ICAS 2018).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review
7 Scopus citations -
Model distances for vine copulas in high dimensions
Killiches, M., Kraus, D. & Czado, C., 1 Mar 2018, In: Statistics and Computing. 28, 2, p. 323-341 19 p.Research output: Contribution to journal › Article › peer-review
Open Access5 Scopus citations -
Representing Sparse Gaussian DAGs as Sparse R-Vines Allowing for Non-Gaussian Dependence
Müller, D. & Czado, C., 3 Apr 2018, In: Journal of Computational and Graphical Statistics. 27, 2, p. 334-344 11 p.Research output: Contribution to journal › Article › peer-review
Open Access12 Scopus citations -
Standardized drought indices: a novel univariate and multivariate approach
Erhardt, T. M. & Czado, C., Apr 2018, In: Journal of the Royal Statistical Society. Series C: Applied Statistics. 67, 3, p. 643-664 22 p.Research output: Contribution to journal › Article › peer-review
Open Access41 Scopus citations -
Vine copula based likelihood estimation of dependence patterns in multivariate event time data
Barthel, N., Geerdens, C., Killiches, M., Janssen, P. & Czado, C., Jan 2018, In: Computational Statistics and Data Analysis. 117, p. 109-127 19 p.Research output: Contribution to journal › Article › peer-review
Open Access12 Scopus citations