Bauer, A. and Czado, C.
Pair-copula Bayesian networks
Preprint
2012

Schepsmeier, U. and Stöber, J.
Web supplement: Derivatives and Fisher information of bivariate copulas
Preprint
2012

Czado, C., Schepsmeier, U. and Min, A.
Maximum likelihood estimation of mixed C-vines with application to exchange rates
Statistical Modelling
2012
12
3
229-255

Tu, Y.-K., Krämer, N. and Lee, W.-C.
Addressing the identification problem in age-period-cohort analysis: a tutorial on the use of partial least squares and principal components analysis
Epidemiology
2012
23
4
583 - 593

Bauer, A., Czado, C. and Klein, T.
Pair-copula constructions for non-Gaussian DAG models
The Canadian Journal of Statistics
2012
40
1
86 - 109

Brechmann, E.C., Czado, C. and Aas, K.
Truncated regular vines in high dimensions with applications to financial data
Canadian Journal of Statistics
2012
40
1
Oct
68-85

Czado, C., Kastenmeier, R., Brechmann, E.C., and Min, A.
A mixed copula model for insurance claims and claim sizes
Scandinavian Actuarial Journal
2012
4
1.12
278-305

Almeida, C. and Czado, C.
Efficient Bayesian inference for stochastic time-varying copula models
Computational Statistics and Data Analysis
2012
56
6
1511–1527