Claudia Czado - RankMe

33 papers A 1C 1Journal 30Unranked 1

Year	Rank	Type	Title / Venue / Authors
2026	J	`jnl`	Stepwise Variational Inference with Vine Copulas. CoRR Elisabeth Griesbauer, Leiv Rønneberg, Arnoldo Frigessi, Claudia Czado, Ingrid Hobæk Haff
2025	J	`jnl`	Sampling from Conditional Distributions of Simplified Vines. Stat. Comput. Ariane Hanebeck, Özge Sahin, Petra Havlícková, Claudia Czado
2025	A	`conf`	TVineSynth: A Truncated C-Vine Copula Generator of Synthetic Tabular Data to Balance Privacy and Utility. AISTATS Elisabeth Griesbauer, Claudia Czado, Arnoldo Frigessi, Ingrid Hobæk Haff
2025	J	`jnl`	TVineSynth: A Truncated C-Vine Copula Generator of Synthetic Tabular Data to Balance Privacy and Utility. CoRR Elisabeth Griesbauer, Claudia Czado, Arnoldo Frigessi, Ingrid Hobæk Haff
2025	J	`jnl`	Vine copula based structural equation models. Comput. Stat. Data Anal. Claudia Czado
2024	J	`jnl`	D-Vine-Based Correction of Physics-Based Model Output for the Identification of Risky Flights With Respect to Runway Overruns. IEEE Access Hassan Alnasser, Marco Pfahler, Ariane Hanebeck, Lukas Beller, Claudia Czado
2023	J	`jnl`	Bayesian multivariate nonlinear state space copula models. Comput. Stat. Data Anal. Alexander Kreuzer, Luciana Dalla Valle, Claudia Czado
2022	C	`conf`	On the Observability of Gaussian Models using Discrete Density Approximations. FUSION Ariane Hanebeck, Claudia Czado
2022	J	`jnl`	On the Observability of Gaussian Models using Discrete Density Approximations. CoRR Ariane Hanebeck, Claudia Czado
2020	J	`jnl`	A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series. Comput. Stat. Data Anal. Nicole Barthel, Claudia Czado, Yarema Okhrin
2020	J	`jnl`	Modeling of Stochastic Wind Based on Operational Flight Data Using Karhunen-Loève Expansion Method. Sensors Xiaolong Wang, Lukas Beller, Claudia Czado, Florian Holzapfel
2019	J	`jnl`	Dependence modelling in ultra high dimensions with vine copulas and the Graphical Lasso. Comput. Stat. Data Anal. Dominik Müller, Claudia Czado
2019	J	`jnl`	Model selection in sparse high-dimensional vine copula models with an application to portfolio risk. J. Multivar. Anal. Thomas Nagler, C. Bumann, Claudia Czado
2019	J	`jnl`	Selection of sparse vine copulas in high dimensions with the Lasso. Stat. Comput. Dominik Müller, Claudia Czado
2018	J	`jnl`	Model distances for vine copulas in high dimensions. Stat. Comput. Matthias Killiches, Daniel Kraus, Claudia Czado
2018	J	`jnl`	Vine copula based likelihood estimation of dependence patterns in multivariate event time data. Comput. Stat. Data Anal. Nicole Barthel, Candida Geerdens, Matthias Killiches, Paul Janssen, Claudia Czado
2017	J	`jnl`	D-vine copula based quantile regression. Comput. Stat. Data Anal. Daniel Kraus, Claudia Czado
2017	J	`jnl`	Model selection for discrete regular vine copulas. Comput. Stat. Data Anal. Anastasios Panagiotelis, Claudia Czado, Harry Joe, Jakob Stöber
2016	J	`jnl`	Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas. J. Multivar. Anal. Thomas Nagler, Claudia Czado
2016	—	`conf`	Spatial R-vine copula for streamflow scenario simulation. PSCC Guilherme Pereira, Álvaro Veiga, Tobias Michael Erhardt, Claudia Czado
2015	J	`jnl`	Comorbidity of chronic diseases in the elderly: Patterns identified by a copula design for mixed responses. Comput. Stat. Data Anal. Jakob Stöber, Hyokyoung Grace Hong, Claudia Czado, Pulak Ghosh
2015	J	`jnl`	Conditional quantiles and tail dependence. J. Multivar. Anal. Carole Bernard, Claudia Czado
2015	J	`jnl`	Preface to special issue on high-dimensional dependence and copulas. J. Multivar. Anal. Harry Joe, Jun Cai, Claudia Czado, Haijun Li
2015	J	`jnl`	Spatial composite likelihood inference using local C-vines. J. Multivar. Anal. Tobias Michael Erhardt, Claudia Czado, Ulf Schepsmeier
2014	J	`jnl`	Regime switches in the dependence structure of multidimensional financial data. Comput. Stat. Data Anal. Jakob Stöber, Claudia Czado
2014	J	`jnl`	SCOMDY models based on pair-copula constructions with application to exchange rates. Comput. Stat. Data Anal. Aleksey Min, Claudia Czado
2013	J	`jnl`	Selecting and estimating regular vine copulae and application to financial returns. Comput. Stat. Data Anal. J. Dißmann, Eike C. Brechmann, Claudia Czado, Dorota Kurowicka
2013	J	`jnl`	Simplified pair copula constructions - Limitations and extensions. J. Multivar. Anal. Jakob Stöber, Harry Joe, Claudia Czado
2012	J	`jnl`	Efficient Bayesian inference for stochastic time-varying copula models. Comput. Stat. Data Anal. Carlos Almeida, Claudia Czado
2011	J	`jnl`	Efficient maximum likelihood estimation of copula based meta t-distributions. Comput. Stat. Data Anal. Ran Zhang, Claudia Czado, Aleksey Min
2011	J	`jnl`	Modeling individual migraine severity with autoregressive ordered probit models. Stat. Methods Appl. Claudia Czado, Anette Heyn, Gernot Müller
2010	J	`jnl`	Model selection strategies for identifying most relevant covariates in homoscedastic linear models. Comput. Stat. Data Anal. Aleksey Min, Hajo Holzmann, Claudia Czado
2008	J	`jnl`	Does a Gibbs sampler approach to spatial Poisson regression models outperform a single site MH sampler? Comput. Stat. Data Anal. Susanne Gschlößl, Claudia Czado