Claudia Czado

Publication Activity (10 Years)

Years Active: 2008-2023
Publications (10 Years): 14

Top Topics

High Dimensions

Top Venues

Comput. Stat. Data Anal.

J. Multivar. Anal.

Publications

Alexander Kreuzer, Luciana Dalla Valle, Claudia Czado
Bayesian multivariate nonlinear state space copula models. Comput. Stat. Data Anal. 188 (2023)
Ariane Hanebeck, Claudia Czado
On the Observability of Gaussian Models using Discrete Density Approximations. FUSION (2022)
Ariane Hanebeck, Claudia Czado
On the Observability of Gaussian Models using Discrete Density Approximations. CoRR (2022)
Nicole Barthel, Claudia Czado, Yarema Okhrin
A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series. Comput. Stat. Data Anal. 142 (2020)
Xiaolong Wang, Lukas Beller, Claudia Czado, Florian Holzapfel
Modeling of Stochastic Wind Based on Operational Flight Data Using Karhunen-Loève Expansion Method. Sensors 20 (16) (2020)
Dominik Müller, Claudia Czado
Selection of sparse vine copulas in high dimensions with the Lasso. Stat. Comput. 29 (2) (2019)
Dominik Müller, Claudia Czado
Dependence modelling in ultra high dimensions with vine copulas and the Graphical Lasso. Comput. Stat. Data Anal. 137 (2019)
Thomas Nagler, C. Bumann, Claudia Czado
Model selection in sparse high-dimensional vine copula models with an application to portfolio risk. J. Multivar. Anal. 172 (2019)
Matthias Killiches, Daniel Kraus, Claudia Czado
Model distances for vine copulas in high dimensions. Stat. Comput. 28 (2) (2018)
Nicole Barthel, Candida Geerdens, Matthias Killiches, Paul Janssen, Claudia Czado
Vine copula based likelihood estimation of dependence patterns in multivariate event time data. Comput. Stat. Data Anal. 117 (2018)
Daniel Kraus, Claudia Czado
D-vine copula based quantile regression. Comput. Stat. Data Anal. 110 (2017)
Anastasios Panagiotelis, Claudia Czado, Harry Joe, Jakob Stöber
Model selection for discrete regular vine copulas. Comput. Stat. Data Anal. 106 (2017)
Guilherme Pereira, Álvaro Veiga, Tobias Michael Erhardt, Claudia Czado
Spatial R-vine copula for streamflow scenario simulation. PSCC (2016)
Thomas Nagler, Claudia Czado
Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas. J. Multivar. Anal. 151 (2016)
Harry Joe, Jun Cai, Claudia Czado, Haijun Li
Preface to special issue on high-dimensional dependence and copulas. J. Multivar. Anal. 138 (2015)
Tobias Michael Erhardt, Claudia Czado, Ulf Schepsmeier
Spatial composite likelihood inference using local C-vines. J. Multivar. Anal. 138 (2015)
Jakob Stöber, Hyokyoung Grace Hong, Claudia Czado, Pulak Ghosh
Comorbidity of chronic diseases in the elderly: Patterns identified by a copula design for mixed responses. Comput. Stat. Data Anal. 88 (2015)
Carole Bernard, Claudia Czado
Conditional quantiles and tail dependence. J. Multivar. Anal. 138 (2015)
Jakob Stöber, Claudia Czado
Regime switches in the dependence structure of multidimensional financial data. Comput. Stat. Data Anal. 76 (2014)
Aleksey Min, Claudia Czado
SCOMDY models based on pair-copula constructions with application to exchange rates. Comput. Stat. Data Anal. 76 (2014)
Jakob Stöber, Harry Joe, Claudia Czado
Simplified pair copula constructions - Limitations and extensions. J. Multivar. Anal. 119 (2013)
J. Dißmann, Eike C. Brechmann, Claudia Czado, Dorota Kurowicka
Selecting and estimating regular vine copulae and application to financial returns. Comput. Stat. Data Anal. 59 (2013)
Carlos Almeida, Claudia Czado
Efficient Bayesian inference for stochastic time-varying copula models. Comput. Stat. Data Anal. 56 (6) (2012)
Ran Zhang, Claudia Czado, Aleksey Min
Efficient maximum likelihood estimation of copula based meta t-distributions. Comput. Stat. Data Anal. 55 (3) (2011)
Claudia Czado, Anette Heyn, Gernot Müller
Modeling individual migraine severity with autoregressive ordered probit models. Stat. Methods Appl. 20 (1) (2011)
Aleksey Min, Hajo Holzmann, Claudia Czado
Model selection strategies for identifying most relevant covariates in homoscedastic linear models. Comput. Stat. Data Anal. 54 (12) (2010)
Susanne Gschlößl, Claudia Czado
Does a Gibbs sampler approach to spatial Poisson regression models outperform a single site MH sampler? Comput. Stat. Data Anal. 52 (9) (2008)