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Department of Mathematics

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M1 Optimization (Prof. Ulbrich)

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mediaTUM GesamtbestandEinrichtungenFakultätenFakultät für MathematikZentrum MathematikM4 Mathematische Statistik (Prof. Klüppelberg)Angewandte Mathematische Statistik (Prof. Czado)2015

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Stöber, J., Hong, H.G., Czado, C., and Ghosh, P.
Comorbidity of chronic diseases in the elderly: Patterns identified by a copula design for mixed responses
Computational Statistics and Data Analysis
2015
88
28-39

Baumgartner, C., Gruber, L., and Czado, C.
Bayesian total loss estimation using shared random effects
Insurance: Mathematics and Economics
2015
62
May
194-201

Gruber, L., and Czado C.
Sequential Bayesian model selection of regular vine copulas
Bayesian Analysis
2015
10
4
937-963

Erhardt, T.M., Czado, C. and Schepsmeier, U.
Spatial composite likelihood inference using local C-vines
Journal of Multivariate Analysis
2015
138
74-88

Erhardt, T.M., Czado, C., and Schepsmeier, U.
R-vine models for spatial time series with an application to daily mean temperature
Biometrics
2015
71
2
Jun
323-332

Brechmann, E.C., and Czado, C.
COPAR - Multivariate time series modeling using the COPula AutoRegressive model
Applied Stochastic Models in Business and Industry
2015
31
4
495-514

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