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Brechmann, E.C., K. Hendrich and C. Czado
Conditional copula simulation for systemic risk stress testing.
Insurance: Mathematics and Economics
2013
53
722-732
Czado, C., Taqqu, M.S.
Reproducing kernel Hilbert space for some non-Gaussian processes.
Probability in Banach Spaces/ Lecture Notes in Mathematics
1985
1153
128-140
Czado, C., Taqqu, M.S.
A survey of functional laws of the iterated logarithm for self-similar processes.
Stochastic Models
1985
1
1
77-115
Czado, C.
Norm restricted maximum likelihood estimators for binary regression models with parametric link
Communications in Statistics, Theory and Methods
1993
22
8
2259-2274
Czado, C.
Modeling overdispersion in binomial regression.
Preprint
1994
Bauer, A. and Czado, C.
Pair-copula Bayesian networks
Preprint
2012
Czado, C. Chappell, R., and Newton, M.
Bayesian Inference for semiparametric binary regression
Journal of the American Statistical Association
1996
91
433
142-153
Czado, C.
On selecting parametric link transformation families in generalized linear models
Journal of Statistical Planning and Inference
1997
61
1
125-139
Czado, C., and Munk, A.
Nonparametric validation of similar distributions and assessment of goodness of fit
Journal of the Royal Statistical Society: Series B
1998
60
1
223-241
Czado, C., and Munk, A.
Assessing the similarity of distributions - finite sample performance of the empirical Mallow distance
Journal of Statistical Computation and Simulation
1998
60
4
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