Claudia Czado

According to our database, Claudia Czado authored at least 28 papers between 2008 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2025

Vine copula based structural equation models.

Claudia Czado

Comput. Stat. Data Anal., 2025

2024

D-Vine-Based Correction of Physics-Based Model Output for the Identification of Risky Flights With Respect to Runway Overruns.

Hassan Alnasser, Marco Pfahler, Ariane Hanebeck, Lukas Beller, Claudia Czado

IEEE Access, 2024

2023

Bayesian multivariate nonlinear state space copula models.

Alexander Kreuzer, Luciana Dalla Valle, Claudia Czado

Comput. Stat. Data Anal., December, 2023

2022

On the Observability of Gaussian Models using Discrete Density Approximations.

Ariane Hanebeck, Claudia Czado

Proceedings of the 25th International Conference on Information Fusion, 2022

2020

Modeling of Stochastic Wind Based on Operational Flight Data Using Karhunen-Loève Expansion Method.

Xiaolong Wang, Lukas Beller, Claudia Czado, Florian Holzapfel

Sensors, 2020

A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series.

Nicole Barthel, Claudia Czado, Yarema Okhrin

Comput. Stat. Data Anal., 2020

2019

Selection of sparse vine copulas in high dimensions with the Lasso.

Dominik Müller, Claudia Czado

Stat. Comput., 2019

Model selection in sparse high-dimensional vine copula models with an application to portfolio risk.

Thomas Nagler, C. Bumann, Claudia Czado

J. Multivar. Anal., 2019

Dependence modelling in ultra high dimensions with vine copulas and the Graphical Lasso.

Dominik Müller, Claudia Czado

Comput. Stat. Data Anal., 2019

2018

Model distances for vine copulas in high dimensions.

Matthias Killiches, Daniel Kraus, Claudia Czado

Stat. Comput., 2018

Vine copula based likelihood estimation of dependence patterns in multivariate event time data.

Nicole Barthel, Candida Geerdens, Matthias Killiches, Paul Janssen, Claudia Czado

Comput. Stat. Data Anal., 2018

2017

Model selection for discrete regular vine copulas.

Anastasios Panagiotelis, Claudia Czado, Harry Joe, Jakob Stöber

Comput. Stat. Data Anal., 2017

D-vine copula based quantile regression.

Daniel Kraus, Claudia Czado

Comput. Stat. Data Anal., 2017

2016

Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas.

Thomas Nagler, Claudia Czado

J. Multivar. Anal., 2016

Spatial R-vine copula for streamflow scenario simulation.

Guilherme Pereira, Álvaro Veiga, Tobias Michael Erhardt, Claudia Czado

Proceedings of the Power Systems Computation Conference, 2016

2015

Preface to special issue on high-dimensional dependence and copulas.

Harry Joe, Jun Cai, Claudia Czado, Haijun Li

J. Multivar. Anal., 2015

Spatial composite likelihood inference using local C-vines.

Tobias Michael Erhardt, Claudia Czado, Ulf Schepsmeier

J. Multivar. Anal., 2015

Conditional quantiles and tail dependence.

Carole Bernard, Claudia Czado

J. Multivar. Anal., 2015

Comorbidity of chronic diseases in the elderly: Patterns identified by a copula design for mixed responses.

Jakob Stöber, Hyokyoung Grace Hong, Claudia Czado, Pulak Ghosh

Comput. Stat. Data Anal., 2015

2014

Regime switches in the dependence structure of multidimensional financial data.

Jakob Stöber, Claudia Czado

Comput. Stat. Data Anal., 2014

SCOMDY models based on pair-copula constructions with application to exchange rates.

Aleksey Min, Claudia Czado

Comput. Stat. Data Anal., 2014

2013

Simplified pair copula constructions - Limitations and extensions.

Jakob Stöber, Harry Joe, Claudia Czado

J. Multivar. Anal., 2013

Selecting and estimating regular vine copulae and application to financial returns.

J. Dißmann, Eike C. Brechmann, Claudia Czado, Dorota Kurowicka

Comput. Stat. Data Anal., 2013

2012

Efficient Bayesian inference for stochastic time-varying copula models.

Carlos Almeida, Claudia Czado

Comput. Stat. Data Anal., 2012

2011

Modeling individual migraine severity with autoregressive ordered probit models.

Claudia Czado, Anette Heyn, Gernot Müller

Stat. Methods Appl., 2011

Efficient maximum likelihood estimation of copula based meta t-distributions.

Ran Zhang, Claudia Czado, Aleksey Min

Comput. Stat. Data Anal., 2011

2010

Model selection strategies for identifying most relevant covariates in homoscedastic linear models.

Aleksey Min, Hajo Holzmann, Claudia Czado

Comput. Stat. Data Anal., 2010

2008

Does a Gibbs sampler approach to spatial Poisson regression models outperform a single site MH sampler?

Susanne Gschlößl, Claudia Czado

Comput. Stat. Data Anal., 2008