Claudia Czado - Concepedia

Author

Claudia Czado

Also Known As

C Czado, C. Czado, Claudia Czado, Czado Claudia, Czado, C., Czado, Claudia, Haug, Stephan, Kraus, Daniel, Min, Aleksey, Sandra Paterlini

281

Publications

9.3K

Citations

H-Index

161

Concepts

All Affiliations

Technical University of Munich York University Ludwig-Maximilians-Universität München University of Trento

About

Claudia Czado is an author at Technical University of Munich specializing in statistics, statistical inference, and engineering.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	27	46	3.1K
2	Business	26	45	5.3K
3	Public Health	15	20	915
4	Management	7	7	364
5	Medicine	4	4	248

Claudia Czado

Publications

Citations

H-Index

Page 1

	Year	Citations
Pair-copula constructions of multiple dependence Kjersti Aas, Claudia Czado, Arnoldo Frigessi, Insurance Mathematics and Economics Multivariate AnalysisGraphical ModelBusinessMultidimensional AnalysisStatistical Inference	2007	2K
Selecting and estimating regular vine copulae and application to financial returns Eike Brechmann, Claudia Czado, Dorota Kurowicka Computational Statistics & Data Analysis Econometric ModelEconomicsEngineeringFinancial DataRegular Vine Copulae	2012	689
Predictive Model Assessment for Count Data Claudia Czado, Tilmann Gneiting, Leonhard Held Biometrics	2009	460
Truncated regular vines in high dimensions with application to financial data Eike Brechmann, Claudia Czado, Kjersti Aas Canadian Journal of Statistics EngineeringFinancial DataRegular Vine CopulaBayesian EconometricsCanonical Vine Copula	2012	267
Maximum likelihood estimation of mixed C-vines with application to exchange rates Claudia Czado, Ulf Schepsmeier, Aleksey Min Statistical Modelling Mixed C-vinesEngineeringApplied EconomicsMaximum Likelihood EstimationAgricultural Economics	2012	199
Pair Copula Constructions for Multivariate Discrete Data Anastasios Panagiotelis, Claudia Czado, Harry Joe Journal of the American Statistical Association Data ModelingLatent ModelingPsychiatryDiscrete Pccs AttainSemi-nonparametric Estimation	2012	186
Modeling Longitudinal Data Using a Pair-Copula Decomposition of Serial Dependence Michael S. Smith, Aleksey Min, Carlos Almeida, Journal of the American Statistical Association	2010	173
Bayesian Poisson log-bilinear mortality projections Claudia Czado, Antoine Delwarde, Michel Denuit Insurance Mathematics and Economics Bayesian StatisticBiostatisticsStatistical InferenceStatistical ModelingStatistics	2005	166
Risk management with high-dimensional vine copulas: An analysis of the Euro Stoxx 50 Eike Brechmann, Claudia Czado Statistics & Risk Modeling Regular Vine CopulaAsset AllocationRisk AnalysisFinancial RiskFinancial Mathematics	2013	163
Bayesian Inference for Multivariate Copulas Using Pair-Copula Constructions Aleksey Min, Claudia Czado Journal of Financial Econometrics Bayesian StatisticPair-copula ConstructionsEngineeringBayesian Hierarchical ModelingData Science	2010	159

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