Pair-copula constructions of multiple dependence K Aas, C Czado, A Frigessi, H Bakken Insurance: Mathematics and economics 44 (2), 182-198, 2009 | 1682 | 2009 |
Selecting and estimating regular vine copulae and application to financial returns J Dissmann, EC Brechmann, C Czado, D Kurowicka Computational Statistics & Data Analysis 59, 52-69, 2013 | 536 | 2013 |
Predictive model assessment for count data C Czado, T Gneiting, L Held Biometrics 65 (4), 1254-1261, 2009 | 325 | 2009 |
Pair-copula constructions of multivariate copulas C Czado Copula theory and its applications, 93-109, 2010 | 311 | 2010 |
Truncated regular vines in high dimensions with application to financial data EC Brechmann, C Czado, K Aas Canadian Journal of Statistics 40 (1), 68-85, 2012 | 266 | 2012 |
Package ‘VineCopula’ U Schepsmeier, J Stoeber, EC Brechmann, B Graeler, T Nagler, T Erhardt, ... R package version 2 (5), 2015 | 234 | 2015 |
Bayesian inference for multivariate copulas using pair-copula constructions A Min, C Czado Journal of Financial Econometrics 8 (4), 511-546, 2010 | 225 | 2010 |
Maximum likelihood estimation of mixed C-vines with application to exchange rates C Czado, U Schepsmeier, A Min Statistical Modelling 12 (3), 229-255, 2012 | 219 | 2012 |
Bayesian Poisson log-bilinear mortality projections C Czado, A Delwarde, M Denuit Insurance: Mathematics and Economics 36 (3), 260-284, 2005 | 184 | 2005 |
Risk management with high-dimensional vine copulas: An analysis of the Euro Stoxx 50 EC Brechmann, C Czado Statistics and Risk Modeling 30 (4), 307–342, 2013 | 177 | 2013 |
Modeling longitudinal data using a pair-copula decomposition of serial dependence M Smith, A Min, C Almeida, C Czado Journal of the American Statistical Association 105 (492), 1467-1479, 2010 | 158 | 2010 |
Pair copula constructions for multivariate discrete data A Panagiotelis, C Czado, H Joe Journal of the American Statistical Association 107 (499), 1063-1072, 2012 | 153 | 2012 |
Simplified pair copula constructions—limitations and extensions J Stoeber, H Joe, C Czado Journal of Multivariate Analysis 119, 101-118, 2013 | 152 | 2013 |
Modelling count data with overdispersion and spatial effects S Gschlößl, C Czado Statistical papers 49 (3), 531, 2008 | 142 | 2008 |
The effect of link misspecification on binary regression inference C Czado, TJ Santner Journal of statistical planning and inference 33 (2), 213-231, 1992 | 142 | 1992 |
Spatial modelling of claim frequency and claim size in non-life insurance S Gschlößl, C Czado Scandinavian Actuarial Journal 2007 (3), 202-225, 2007 | 104 | 2007 |
Bayesian inference for semiparametric binary regression MA Newton, C Czado, R Chappell Journal of the American Statistical Association 91 (433), 142-153, 1996 | 102 | 1996 |
A mixed copula model for insurance claims and claim sizes C Czado, R Kastenmeier, EC Brechmann, A Min Scandinavian Actuarial Journal 2012 (4), 278-305, 2012 | 99 | 2012 |
Nonparametric validation of similar distributions and assessment of goodness of fit A Munk, C Czado Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 1998 | 92 | 1998 |
Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas T Nagler, C Czado Journal of Multivariate Analysis 151, 69-89, 2016 | 90 | 2016 |