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Pereira, G., Veiga, A., Erhardt, T., and Czado, C.
A periodic spatial vine copula model for multi-site streamflow simulation
Electric Power Systems Research
2017
152
Nov
9-17
Kreuzer, A., Erhardt, T., Nagler, T., and Czado, C.
Heavy tailed spatial autocorrelation models
Preprint
2017
Killiches, M., Kraus, D., and Czado, C.
Using model distances to investigate the simplifying assumption, model selection and truncation levels for vine copulas
Preprint
2017
Killiches, M. and Czado, C.
A D-vine copula based model for repeated measurements extending linear mixed models with homogeneous correlation structure
Preprint
2017
Müller, D. and Czado C.
Dependence Modeling in Ultra High Dimensions with Vine Copulas and the Graphical Lasso
Preprint
2017
Schallhorn, N., Kraus, D., Nagler, T., and Czado, C.
D-vine quantile regression with discrete variables
Preprint
2017
Kraus, D. and Czado, C.
Growing simplified vine copula trees: improving Dißmann's algorithm
Preprint
2017
Fischer, M., Kraus, D., Pfeuffer, M., and Czado, C.
Stress Testing German Industry Sectors: Results from a Vine Copula Based Quantile Regression
Risks
2017
5
3
Jul
38-50
Killiches, M., Kraus, D., and Czado, C.
Examination and visualization of the simplifying assumption for vine copulas in three dimensions
Australian and New Zealand Journal of Statistics
2017
59
1
Mar
95–117
Kraus, D. and Czado, C.
D-vine copula based quantile regression
Computational Statistics and Data Analysis
2017
110
Jun
1-18
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