Research output per year
Research output per year
Search results
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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 -
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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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 -
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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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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2016
Block-maxima of vines
Killiches, M. & Czado, C., 6 Jan 2016, Extreme Value Modeling and Risk Analysis: Methods and Applications. CRC Press, p. 109-130 22 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review
3 Scopus citations -
2014
Bayesian risk analysis
Czado, C. & Brechmann, E. C., 1 Jan 2014, Risk - A Multidisciplinary Introduction. Springer International Publishing, p. 207-240 34 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review
6 Scopus citations -
Spatial modeling
Brechmann, E. & Czado, C., 1 Jan 2014, Predictive Modeling Applications in Actuarial Science: Volume I: Predictive Modeling Techniques. Cambridge University Press, p. 260-279 20 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review
3 Scopus citations -
2010
Analysis of Australian electricity loads using joint bayesian inference of D-Vines with autoregressive margins
Czado, C., Gärtner, F. & Min, A., 1 Jan 2010, Dependence Modeling: Vine Copula Handbook. World Scientific Publishing Co., p. 265-280 16 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review
9 Scopus citations -
Bayesian inference for d-vines: Estimation and model selection
Czado, C. & Min, A., 1 Jan 2010, Dependence Modeling: Vine Copula Handbook. World Scientific Publishing Co., p. 249-264 16 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review
5 Scopus citations -
Ordinal- and continuous-response stochastic volatility models for price changes: An empirical comparison
Czado, C., Müller, G. & Nguyen, T. N. G., 2010, Statistical Modelling and Regression Structures: Festschrift in Honour of Ludwig Fahrmeir. Physica-Verlag HD, p. 301-320 20 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review
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Sampling count variables with specified pearson correlation: A comparison between a naive and a c-vine sampling approach
Erhardt, V. & Czado, C., 1 Jan 2010, Dependence Modeling: Vine Copula Handbook. World Scientific Publishing Co., p. 73-87 15 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review
5 Scopus citations