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Tepegjozova, Marija; Czado, Claudia
Bivariate vine copula based quantile regression
Preprint
2022
May
Czado, Claudia; Nagler, Thomas
Vine Copula Based Modeling
Annual Review of Statistics and Its Application
2022
9
1
Mar
453-477
Tepegjozova, Marija; Zhou, Jing; Claeskens, Gerda; Czado, Claudia
Nonparametric C- and D-vine-based quantile regression
Dependence Modeling
2022
10
1
Feb
1-21
Sahin, Özge; Czado, Claudia
Vine copula mixture models and clustering for non-Gaussian data
Econometrics and Statistics
2022
22
Apr
136-158
Sahin, Özge; Bax, Karoline; Paterlini, Sandra; Czado, Claudia
The pitfalls of (non-definitive) Environmental, Social, and Governance scoring methodology
SSRN Electronic Journal
2022
Jan
30 pages
Yang, Lu; Czado, Claudia
Two‐part D‐vine copula models for longitudinal insurance claim data
Scandinavian Journal of Statistics
2022
Jan
Kreuzer, Alexander;Dalla Valle, Luciana;Czado, Claudia
A Bayesian non‐linear state space copula model for air pollution in Beijing
Journal of the Royal Statistical Society: Series C (Applied Statistics)
2022
Mar
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