Concepedia

Claudia Czado

CC

Statistics

Publications

98

Citations

8.2K

H-Index

40

Active since

1985

Affiliations

Technical University of Munich(Current)

York University

Ludwig-Maximilians-Universität München

University of Trento

Claudia Czado is an author at Technical University of Munich specializing in dependence modeling, biostatistics, and copula models.

Publications per year

1985–2023

98

Publications

98

Pair-copula constructions of multiple dependence

Kjersti Aas, Claudia Czado, Arnoldo Frigessi et al. · Insurance Mathematics and Economics · 2007 · 2K citations · Full text

Natural Sciences, Mathematics, Probability Theory +8

Selecting and estimating regular vine copulae and application to financial returns

Eike Brechmann, Claudia Czado, Dorota Kurowicka · Computational Statistics & Data Analysis · 2012 · 713 citations · Full text

Social Sciences, Economics, Finance +15

Predictive Model Assessment for Count Data

Claudia Czado, Tilmann Gneiting, Leonhard Held · Biometrics · 2009 · 483 citations

Natural Sciences, Biostatistics, Data Science +17

Truncated regular vines in high dimensions with application to financial data

Eike Brechmann, Claudia Czado · Canadian Journal of Statistics · 2012 · 274 citations

Social Sciences, Economics, Finance +14

Maximum likelihood estimation of mixed C-vines with application to exchange rates

Claudia Czado, Ulf Schepsmeier, Aleksey Min · Statistical Modelling · 2012 · 201 citations · Full text

Social Sciences, Economics, Finance +11

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