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Czado, Claudia

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Author ID: czado.claudia Recent zbMATH articles by "Czado, Claudia"
Published as: Czado, C.; Czado, Claudia
External Links: MGP · Wikidata · GND
Documents Indexed: 86 Publications since 1985, including 2 Books

Publications by Year

Citations contained in zbMATH Open

75 Publications have been cited 981 times in 553 Documents Cited by Year
Pair-copula constructions of multiple dependence. Zbl 1165.60009
Aas, Kjersti; Czado, Claudia; Frigessi, Arnoldo; Bakken, Henrik
190
2009
Selecting and estimating regular vine copulae and application to financial returns. Zbl 1400.62114
Dißmann, J.; Brechmann, E. C.; Czado, C.; Kurowicka, D.
65
2013
Predictive model assessment for count data. Zbl 1180.62162
Czado, Claudia; Gneiting, Tilmann; Held, Leonhard
51
2009
Truncated regular vines in high dimensions with application to financial data. Zbl 1274.62381
Brechmann, E. C.; Czado, C.; Aas, K.
50
2012
Bayesian Poisson log-bilinear mortality projections. Zbl 1110.62142
Czado, Claudia; Delwarde, Antoine; Denuit, Michel
42
2005
Modeling longitudinal data using a pair-copula decomposition of serial dependence. Zbl 1388.62171
Smith, Michael; Min, Aleksey; Almeida, Carlos; Czado, Claudia
38
2010
Simplified pair copula constructions – limitations and extensions. Zbl 1277.62139
Stöber, Jakob; Joe, Harry; Czado, Claudia
35
2013
The effect of link misspecification on binary regression inference. Zbl 0781.62037
Czado, Claudia; Santner, Thomas J.
35
1992
Pair copula constructions for multivariate discrete data. Zbl 1395.62114
Panagiotelis, Anastasios; Czado, Claudia; Joe, Harry
31
2012
A mixed copula model for insurance claims and claim sizes. Zbl 1277.62249
Czado, Claudia; Kastenmeier, Rainer; Brechmann, Eike Christian; Min, Aleksey
24
2012
Bayesian inference for semiparametric binary regression. Zbl 0870.62026
Newton, Michael A.; Czado, Claudia; Chappell, Rick
24
1996
Nonparametric validation of similar distributions and assessment of goodness of fit. Zbl 0909.62047
Munk, Axel; Czado, Claudia
21
1998
Risk management with high-dimensional vine copulas: an analysis of the Euro Stoxx 50. Zbl 1429.62462
Brechmann, Eike Christian; Czado, Claudia
20
2013
Spatial modelling of claim frequency and claim size in non-life insurance. Zbl 1150.91026
Gschlößl, Susanne; Czado, Claudia
20
2007
Modelling count data with overdispersion and spatial effects. Zbl 1310.62083
Gschlößl, Susanne; Czado, Claudia
16
2008
Bayesian model selection for D-vine pair-copula constructions. Zbl 1219.62048
Min, Aleksey; Czado, Claudia
15
2011
Parametric link modification of both tails in binary regression. Zbl 0807.62052
Czado, C.
14
1994
Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas. Zbl 1346.62071
Nagler, Thomas; Czado, Claudia
13
2016
D-vine copula based quantile regression. Zbl 06917804
Kraus, Daniel; Czado, Claudia
12
2017
Sequential Bayesian model selection of regular vine copulas. Zbl 1335.62048
Gruber, Lutz; Czado, Claudia
12
2015
Total loss estimation using copula-based regression models. Zbl 1290.91092
Krämer, Nicole; Brechmann, Eike C.; Silvestrini, Daniel; Czado, Claudia
11
2013
Application of survival analysis methods to long-term care insurance. Zbl 1074.62526
Czado, Claudia; Rudolph, Florian
11
2002
Conditional quantiles and tail dependence. Zbl 1320.62164
Bernard, Carole; Czado, Claudia
9
2015
Regime switches in the dependence structure of multidimensional financial data. Zbl 06984002
Stöber, Jakob; Czado, Claudia
9
2014
Conditional copula simulation for systemic risk stress testing. Zbl 1290.91173
Brechmann, Eike C.; Hendrich, Katharina; Czado, Claudia
9
2013
Selection of vine copulas. Zbl 1273.62110
Czado, Claudia; Brechmann, Eike Christian; Gruber, Lutz
9
2013
Bayesian inference of binary regression models with parametric link. Zbl 0798.62036
Czado, Claudia
9
1994
Pair-copula constructions for non-Gaussian DAG models. Zbl 1236.62044
Bauer, Alexander; Czado, Claudia; Klein, Thomas
8
2012
An exponential continuous-time GARCH process. Zbl 1132.60308
Haug, Stephan; Czado, Claudia
8
2007
Choosing the link function and accounting for link uncertainty in generalized linear models using Bayes factors. Zbl 1125.62073
Czado, Claudia; Raftery, Adrian E.
8
2006
Calculation of LTC premiums based on direct estimates of transition probabilities. Zbl 1097.62126
Helms, Florian; Czado, Claudia; Gschlößl, Susanne
8
2005
A survey of functional laws of the iterated logarithm for self-similar processes. Zbl 0554.60041
Taqqu, Murad S.; Czado, Claudia
8
1985
Comorbidity of chronic diseases in the elderly: patterns identified by a copula design for mixed responses. Zbl 06921443
Stöber, Jakob; Hong, Hyokyoung Grace; Czado, Claudia; Ghosh, Pulak
7
2015
Modeling dependent yearly claim totals including zero claims in private health insurance. Zbl 1277.91084
Erhardt, Vinzenz; Czado, Claudia
7
2012
Efficient Bayesian inference for stochastic time-varying copula models. Zbl 1243.62031
Almeida, Carlos; Czado, Claudia
7
2012
On selecting parametric link transformation families in generalized linear models. Zbl 0879.62060
Czado, Claudia
7
1997
R-vine models for spatial time series with an application to daily mean temperature. Zbl 1390.62326
Erhardt, Tobias Michael; Czado, Claudia; Schepsmeier, Ulf
6
2015
Selection strategies for regular vine copulae. Zbl 1316.62030
Czado, Claudia; Jeske, Stephan; Hofmann, Mathias
6
2013
State space mixed models for longitudinal observations with binary and binomial responses. Zbl 1312.62104
Czado, Claudia; Song, Peter X.-K.
6
2008
A nonparametric test for similarity of marginals – with applications to the assessment of population bioequivalence. Zbl 1111.62042
Freitag, Gudrun; Czado, Claudia; Munk, Axel
6
2007
Orthogonalizing parametric link transformation families in binary regression analysis. Zbl 0761.62100
Czado, Claudia; Santner, Thomas J.
6
1992
Model selection for discrete regular vine copulas. Zbl 06917865
Panagiotelis, Anastasios; Czado, Claudia; Joe, Harry; Stöber, Jakob
5
2017
Testing for zero-modification in count regression models. Zbl 1180.62033
Min, Aleksey; Czado, Claudia
5
2010
Multivariate regression analysis of panel data with binary outcomes applied to unemployment data. Zbl 1047.62509
Czado, Claudia
5
2000
Noncanonical links in generalized linear models – when is the effort justified? Zbl 0969.62048
Czado, Claudia; Munk, Axel
5
2000
Assessing the similarity of distributions – finite sample performance of the empirical Mallows distance. Zbl 1060.62503
Czado, Claudia; Munk, Axel
5
1998
Norm restricted maximum likelihood estimators for binary regression models with parametric link. Zbl 0800.62280
Czado, Claudia
5
1993
Examination and visualisation of the simplifying assumption for vine copulas in three dimensions. Zbl 1373.62227
Killiches, Matthias; Kraus, Daniel; Czado, Claudia
4
2017
Bayesian total loss estimation using shared random effects. Zbl 1318.91107
Baumgartner, Carolin; Gruber, Lutz F.; Czado, Claudia
4
2015
Non nested model selection for spatial count regression models with application to health insurance. Zbl 1297.62123
Czado, Claudia; Schabenberger, Holger; Erhardt, Vinzenz
4
2014
Efficient maximum likelihood estimation of copula based meta \(t\)-distributions. Zbl 1328.65049
Zhang, Ran; Czado, Claudia; Min, Aleksey
4
2011
Model selection in sparse high-dimensional vine copula models with an application to portfolio risk. Zbl 1419.62126
Nagler, T.; Bumann, C.; Czado, C.
3
2019
Analyzing dependent data with vine copulas. A practical guide with R. Zbl 1425.62001
Czado, Claudia
3
2019
Spatial composite likelihood inference using local C-vines. Zbl 1328.62324
Erhardt, Tobias Michael; Czado, Claudia; Schepsmeier, Ulf
3
2015
A vine-copula based adaptive MCMC sampler for efficient inference of dynamical systems. Zbl 1329.62143
Schmidl, Daniel; Czado, Claudia; Hug, Sabine; Theis, Fabian J.
3
2013
Comparing point and interval estimates in the bivariate \(t\)-copula model with application to financial data. Zbl 1230.62028
Dakovic, Rada; Czado, Claudia
3
2011
Dependence modelling in ultra high dimensions with vine copulas and the graphical lasso. Zbl 07058816
Müller, Dominik; Czado, Claudia
2
2019
Vine copula based likelihood estimation of dependence patterns in multivariate event time data. Zbl 06920127
Barthel, Nicole; Geerdens, Candida; Killiches, Matthias; Janssen, Paul; Czado, Claudia
2
2018
Model distances for vine copulas in high dimensions. Zbl 1384.62168
Killiches, Matthias; Kraus, Daniel; Czado, Claudia
2
2018
Nonparametric estimation of simplified vine copula models: comparison of methods. Zbl 1404.62034
Nagler, Thomas; Schellhase, Christian; Czado, Claudia
2
2017
Modeling high-dimensional time-varying dependence using dynamic D-vine models. Zbl 1411.62290
Almeida, Carlos; Czado, Claudia; Manner, Hans
2
2016
SCOMDY models based on pair-copula constructions with application to exchange rates. Zbl 06983993
Min, Aleksey; Czado, Claudia
2
2014
Maximum likelihood estimation of mixed C-vines with application to exchange rates. Zbl 07257878
Czado, Claudia; Schepsmeier, Ulf; Min, Aleksey
2
2012
Locating multiple interacting quantitative trait loci with the zero-inflated generalized Poisson regression. Zbl 1304.92086
Erhardt, Vinzenz; Bogdan, Malgorzata; Czado, Claudia
2
2010
Selection of sparse vine copulas in high dimensions with the Lasso. Zbl 1430.62102
Müller, Dominik; Czado, Claudia
1
2019
A D-vine copula-based model for repeated measurements extending linear mixed models with homogeneous correlation structure. Zbl 1414.62450
Killiches, Matthias; Czado, Claudia
1
2018
Bayesian model selection of regular vine copulas. Zbl 1407.62172
Gruber, Lutz F.; Czado, Claudia
1
2018
A Bayesian linear model for the high-dimensional inverse problem of seismic tomography. Zbl 1288.62045
Zhang, Ran; Czado, Claudia; Sigloch, Karin
1
2013
Modeling individual migraine severity with autoregressive ordered probit models. Zbl 1333.62271
Czado, Claudia; Heyn, Anette; Müller, Gernot
1
2011
A mixed autoregressive probit model for ordinal longitudinal data. Zbl 1437.62640
Varin, Cristiano; Czado, Claudia
1
2010
Model selection strategies for identifying most relevant covariates in homoscedastic linear models. Zbl 1284.62460
Min, Aleksey; Holzmann, Hajo; Czado, Claudia
1
2010
Modeling dependencies between rating categories and their effects on prediction in a credit risk portfolio. Zbl 1199.91250
Czado, Claudia; Pflüger, Carolin
1
2008
Model-based quantification of the volatility of options at transaction level with extended count regression models. Zbl 1145.91043
Czado, Claudia; Kolbe, Andreas
1
2007
Bootstrap methods for the nonparametric assessment of population bioequivalence and similarity of distributions. Zbl 1111.62040
Czado, Claudia; Munk, Axel
1
2001
Reproducing kernel Hilbert space for some non-Gaussian processes. Zbl 0615.60030
Taqqu, Murad S.; Czado, Claudia
1
1985
Model selection in sparse high-dimensional vine copula models with an application to portfolio risk. Zbl 1419.62126
Nagler, T.; Bumann, C.; Czado, C.
3
2019
Analyzing dependent data with vine copulas. A practical guide with R. Zbl 1425.62001
Czado, Claudia
3
2019
Dependence modelling in ultra high dimensions with vine copulas and the graphical lasso. Zbl 07058816
Müller, Dominik; Czado, Claudia
2
2019
Selection of sparse vine copulas in high dimensions with the Lasso. Zbl 1430.62102
Müller, Dominik; Czado, Claudia
1
2019
Vine copula based likelihood estimation of dependence patterns in multivariate event time data. Zbl 06920127
Barthel, Nicole; Geerdens, Candida; Killiches, Matthias; Janssen, Paul; Czado, Claudia
2
2018
Model distances for vine copulas in high dimensions. Zbl 1384.62168
Killiches, Matthias; Kraus, Daniel; Czado, Claudia
2
2018
A D-vine copula-based model for repeated measurements extending linear mixed models with homogeneous correlation structure. Zbl 1414.62450
Killiches, Matthias; Czado, Claudia
1
2018
Bayesian model selection of regular vine copulas. Zbl 1407.62172
Gruber, Lutz F.; Czado, Claudia
1
2018
D-vine copula based quantile regression. Zbl 06917804
Kraus, Daniel; Czado, Claudia
12
2017
Model selection for discrete regular vine copulas. Zbl 06917865
Panagiotelis, Anastasios; Czado, Claudia; Joe, Harry; Stöber, Jakob
5
2017
Examination and visualisation of the simplifying assumption for vine copulas in three dimensions. Zbl 1373.62227
Killiches, Matthias; Kraus, Daniel; Czado, Claudia
4
2017
Nonparametric estimation of simplified vine copula models: comparison of methods. Zbl 1404.62034
Nagler, Thomas; Schellhase, Christian; Czado, Claudia
2
2017
Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas. Zbl 1346.62071
Nagler, Thomas; Czado, Claudia
13
2016
Modeling high-dimensional time-varying dependence using dynamic D-vine models. Zbl 1411.62290
Almeida, Carlos; Czado, Claudia; Manner, Hans
2
2016
Sequential Bayesian model selection of regular vine copulas. Zbl 1335.62048
Gruber, Lutz; Czado, Claudia
12
2015
Conditional quantiles and tail dependence. Zbl 1320.62164
Bernard, Carole; Czado, Claudia
9
2015
Comorbidity of chronic diseases in the elderly: patterns identified by a copula design for mixed responses. Zbl 06921443
Stöber, Jakob; Hong, Hyokyoung Grace; Czado, Claudia; Ghosh, Pulak
7
2015
R-vine models for spatial time series with an application to daily mean temperature. Zbl 1390.62326
Erhardt, Tobias Michael; Czado, Claudia; Schepsmeier, Ulf
6
2015
Bayesian total loss estimation using shared random effects. Zbl 1318.91107
Baumgartner, Carolin; Gruber, Lutz F.; Czado, Claudia
4
2015
Spatial composite likelihood inference using local C-vines. Zbl 1328.62324
Erhardt, Tobias Michael; Czado, Claudia; Schepsmeier, Ulf
3
2015
Regime switches in the dependence structure of multidimensional financial data. Zbl 06984002
Stöber, Jakob; Czado, Claudia
9
2014
Non nested model selection for spatial count regression models with application to health insurance. Zbl 1297.62123
Czado, Claudia; Schabenberger, Holger; Erhardt, Vinzenz
4
2014
SCOMDY models based on pair-copula constructions with application to exchange rates. Zbl 06983993
Min, Aleksey; Czado, Claudia
2
2014
Selecting and estimating regular vine copulae and application to financial returns. Zbl 1400.62114
Dißmann, J.; Brechmann, E. C.; Czado, C.; Kurowicka, D.
65
2013
Simplified pair copula constructions – limitations and extensions. Zbl 1277.62139
Stöber, Jakob; Joe, Harry; Czado, Claudia
35
2013
Risk management with high-dimensional vine copulas: an analysis of the Euro Stoxx 50. Zbl 1429.62462
Brechmann, Eike Christian; Czado, Claudia
20
2013
Total loss estimation using copula-based regression models. Zbl 1290.91092
Krämer, Nicole; Brechmann, Eike C.; Silvestrini, Daniel; Czado, Claudia
11
2013
Conditional copula simulation for systemic risk stress testing. Zbl 1290.91173
Brechmann, Eike C.; Hendrich, Katharina; Czado, Claudia
9
2013
Selection of vine copulas. Zbl 1273.62110
Czado, Claudia; Brechmann, Eike Christian; Gruber, Lutz
9
2013
Selection strategies for regular vine copulae. Zbl 1316.62030
Czado, Claudia; Jeske, Stephan; Hofmann, Mathias
6
2013
A vine-copula based adaptive MCMC sampler for efficient inference of dynamical systems. Zbl 1329.62143
Schmidl, Daniel; Czado, Claudia; Hug, Sabine; Theis, Fabian J.
3
2013
A Bayesian linear model for the high-dimensional inverse problem of seismic tomography. Zbl 1288.62045
Zhang, Ran; Czado, Claudia; Sigloch, Karin
1
2013
Truncated regular vines in high dimensions with application to financial data. Zbl 1274.62381
Brechmann, E. C.; Czado, C.; Aas, K.
50
2012
Pair copula constructions for multivariate discrete data. Zbl 1395.62114
Panagiotelis, Anastasios; Czado, Claudia; Joe, Harry
31
2012
A mixed copula model for insurance claims and claim sizes. Zbl 1277.62249
Czado, Claudia; Kastenmeier, Rainer; Brechmann, Eike Christian; Min, Aleksey
24
2012
Pair-copula constructions for non-Gaussian DAG models. Zbl 1236.62044
Bauer, Alexander; Czado, Claudia; Klein, Thomas
8
2012
Modeling dependent yearly claim totals including zero claims in private health insurance. Zbl 1277.91084
Erhardt, Vinzenz; Czado, Claudia
7
2012
Efficient Bayesian inference for stochastic time-varying copula models. Zbl 1243.62031
Almeida, Carlos; Czado, Claudia
7
2012
Maximum likelihood estimation of mixed C-vines with application to exchange rates. Zbl 07257878
Czado, Claudia; Schepsmeier, Ulf; Min, Aleksey
2
2012
Bayesian model selection for D-vine pair-copula constructions. Zbl 1219.62048
Min, Aleksey; Czado, Claudia
15
2011
Efficient maximum likelihood estimation of copula based meta \(t\)-distributions. Zbl 1328.65049
Zhang, Ran; Czado, Claudia; Min, Aleksey
4
2011
Comparing point and interval estimates in the bivariate \(t\)-copula model with application to financial data. Zbl 1230.62028
Dakovic, Rada; Czado, Claudia
3
2011
Modeling individual migraine severity with autoregressive ordered probit models. Zbl 1333.62271
Czado, Claudia; Heyn, Anette; Müller, Gernot
1
2011
Modeling longitudinal data using a pair-copula decomposition of serial dependence. Zbl 1388.62171
Smith, Michael; Min, Aleksey; Almeida, Carlos; Czado, Claudia
38
2010
Testing for zero-modification in count regression models. Zbl 1180.62033
Min, Aleksey; Czado, Claudia
5
2010
Locating multiple interacting quantitative trait loci with the zero-inflated generalized Poisson regression. Zbl 1304.92086
Erhardt, Vinzenz; Bogdan, Malgorzata; Czado, Claudia
2
2010
A mixed autoregressive probit model for ordinal longitudinal data. Zbl 1437.62640
Varin, Cristiano; Czado, Claudia
1
2010
Model selection strategies for identifying most relevant covariates in homoscedastic linear models. Zbl 1284.62460
Min, Aleksey; Holzmann, Hajo; Czado, Claudia
1
2010
Pair-copula constructions of multiple dependence. Zbl 1165.60009
Aas, Kjersti; Czado, Claudia; Frigessi, Arnoldo; Bakken, Henrik
190
2009
Predictive model assessment for count data. Zbl 1180.62162
Czado, Claudia; Gneiting, Tilmann; Held, Leonhard
51
2009
Modelling count data with overdispersion and spatial effects. Zbl 1310.62083
Gschlößl, Susanne; Czado, Claudia
16
2008
State space mixed models for longitudinal observations with binary and binomial responses. Zbl 1312.62104
Czado, Claudia; Song, Peter X.-K.
6
2008
Modeling dependencies between rating categories and their effects on prediction in a credit risk portfolio. Zbl 1199.91250
Czado, Claudia; Pflüger, Carolin
1
2008
Spatial modelling of claim frequency and claim size in non-life insurance. Zbl 1150.91026
Gschlößl, Susanne; Czado, Claudia
20
2007
An exponential continuous-time GARCH process. Zbl 1132.60308
Haug, Stephan; Czado, Claudia
8
2007
A nonparametric test for similarity of marginals – with applications to the assessment of population bioequivalence. Zbl 1111.62042
Freitag, Gudrun; Czado, Claudia; Munk, Axel
6
2007
Model-based quantification of the volatility of options at transaction level with extended count regression models. Zbl 1145.91043
Czado, Claudia; Kolbe, Andreas
1
2007
Choosing the link function and accounting for link uncertainty in generalized linear models using Bayes factors. Zbl 1125.62073
Czado, Claudia; Raftery, Adrian E.
8
2006
Bayesian Poisson log-bilinear mortality projections. Zbl 1110.62142
Czado, Claudia; Delwarde, Antoine; Denuit, Michel
42
2005
Calculation of LTC premiums based on direct estimates of transition probabilities. Zbl 1097.62126
Helms, Florian; Czado, Claudia; Gschlößl, Susanne
8
2005
Application of survival analysis methods to long-term care insurance. Zbl 1074.62526
Czado, Claudia; Rudolph, Florian
11
2002
Bootstrap methods for the nonparametric assessment of population bioequivalence and similarity of distributions. Zbl 1111.62040
Czado, Claudia; Munk, Axel
1
2001
Multivariate regression analysis of panel data with binary outcomes applied to unemployment data. Zbl 1047.62509
Czado, Claudia
5
2000
Noncanonical links in generalized linear models – when is the effort justified? Zbl 0969.62048
Czado, Claudia; Munk, Axel
5
2000
Nonparametric validation of similar distributions and assessment of goodness of fit. Zbl 0909.62047
Munk, Axel; Czado, Claudia
21
1998
Assessing the similarity of distributions – finite sample performance of the empirical Mallows distance. Zbl 1060.62503
Czado, Claudia; Munk, Axel
5
1998
On selecting parametric link transformation families in generalized linear models. Zbl 0879.62060
Czado, Claudia
7
1997
Bayesian inference for semiparametric binary regression. Zbl 0870.62026
Newton, Michael A.; Czado, Claudia; Chappell, Rick
24
1996
Parametric link modification of both tails in binary regression. Zbl 0807.62052
Czado, C.
14
1994
Bayesian inference of binary regression models with parametric link. Zbl 0798.62036
Czado, Claudia
9
1994
Norm restricted maximum likelihood estimators for binary regression models with parametric link. Zbl 0800.62280
Czado, Claudia
5
1993
The effect of link misspecification on binary regression inference. Zbl 0781.62037
Czado, Claudia; Santner, Thomas J.
35
1992
Orthogonalizing parametric link transformation families in binary regression analysis. Zbl 0761.62100
Czado, Claudia; Santner, Thomas J.
6
1992
A survey of functional laws of the iterated logarithm for self-similar processes. Zbl 0554.60041
Taqqu, Murad S.; Czado, Claudia
8
1985
Reproducing kernel Hilbert space for some non-Gaussian processes. Zbl 0615.60030
Taqqu, Murad S.; Czado, Claudia
1
1985
all top 5

Cited by 980 Authors

49 Czado, Claudia
25 Joe, Harry
12 Held, Leonhard
8 Brechmann, Eike Christian
8 Hua, Lei
8 Krupskii, Pavel
7 Dey, Dipak Kumar
7 Munk, Axel
7 Sriboonchitta, Songsak
6 del Barrio, Eustasio
6 Min, Aleksey
6 Schepsmeier, Ulf
6 Shi, Peng
6 Stöber, Jakob
5 Ahn, Jae Youn
5 Blake, David
5 Gneiting, Tilmann
5 Haff, Ingrid Hobæk
5 Kurowicka, Dorota
5 Matrán, Carlos
5 Tjøstheim, Dag B.
4 Antonio, Katrien
4 Bazán, Jorge Luis
4 Bouezmarni, Taoufik
4 Cairns, Andrew J. G.
4 Cossette, Hélène
4 Cuesta-Albertos, Juan Antonio
4 Denuit, Michel M.
4 Fermanian, Jean-David
4 Genest, Christian
4 Gijbels, Irène
4 Klüppelberg, Claudia
4 Marceau, Étienne
4 Nagler, Thomas
4 Nikoloulopoulos, Aristidis K.
4 Omelka, Marek
4 Rémillard, Bruno N.
4 Scherer, Matthias
3 Aas, Kjersti
3 Álvarez-Esteban, Pedro César
3 De Giuli, Maria Elena
3 Durante, Fabrizio
3 Eling, Martin
3 Erhardt, Vinzenz
3 Fokianos, Konstantinos
3 Fuino, Michel
3 Genton, Marc G.
3 Grothe, Oliver
3 Gruber, Lutz F.
3 Kleinow, Torsten
3 Kohn, Robert J.
3 Li, Haijun
3 Li, Johnny Siu-Hang
3 Ludkovski, Michael
3 MacMinn, Richard D.
3 Martín, Jacinto
3 Mazo, Gildas
3 Migon, Helio S.
3 Naranjo, Lizbeth
3 Okhrin, Yarema
3 Peng, Liang
3 Pérez, Carlos Javier
3 Planchet, Frédéric
3 Robert, Christian Yann
3 Roy, Vivekananda
3 Schellhase, Christian
3 Segers, Johan
3 Veraverbeke, Noël
3 Wagner, Joël
3 Wang, Xia
3 Weiß, Gregor N. F.
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2 Albin, J. M. P.
2 Aleksandrov, Boris
2 Ansari, Jonathan
2 Baione, Fabio
2 Baringhaus, Ludwig
2 Barthel, Nicole
2 Bassetti, Federico
2 Bogdan, Małgorzata
2 Bücher, Axel
2 Cancho, Vicente Garibay
2 Carlin, Bradley P.
2 Chaganty, Narasinga Rao
2 Chang, Bo
2 Chatrabgoun, Omid
2 Chavez-Demoulin, Valérie
2 Christiansen, Marcus Christian
2 Christou, Vasiliki
2 Claeskens, Gerda
2 Cooke, Roger Marvin
2 Côté, Marie-Pier
2 Daniels, Michael J.
2 De Waegenaere, Anja
2 Derumigny, Alexis
2 Dette, Holger
2 Diawara, Norou
2 Dowd, Kevin
2 Drovandi, Christopher C.
2 El Karoui, Nicole
...and 880 more Authors
all top 5

Cited in 107 Serials

53 Computational Statistics and Data Analysis
49 Journal of Multivariate Analysis
45 Insurance Mathematics & Economics
18 Statistical Papers
16 Statistics and Computing
15 The Annals of Applied Statistics
14 Journal of Statistical Planning and Inference
13 Scandinavian Actuarial Journal
13 North American Actuarial Journal
13 Dependence Modeling
12 Statistics & Probability Letters
10 Biometrical Journal
10 Journal of the American Statistical Association
10 Journal of Econometrics
10 European Actuarial Journal
9 The Canadian Journal of Statistics
9 Journal of Applied Statistics
9 Statistical Modelling
8 Computational Statistics
8 Communications in Statistics. Theory and Methods
8 Journal of Statistical Computation and Simulation
8 Test
8 Quantitative Finance
7 Biometrics
7 European Journal of Operational Research
7 ASTIN Bulletin
6 Thai Journal of Mathematics
6 Electronic Journal of Statistics
6 Bayesian Analysis
5 Psychometrika
5 The Annals of Statistics
5 AStA. Advances in Statistical Analysis
4 Journal of Time Series Analysis
4 Statistical Science
4 International Journal of Approximate Reasoning
4 Journal of Economic Dynamics & Control
4 Bernoulli
4 Methodology and Computing in Applied Probability
4 Econometric Theory
3 Statistics
3 Probability Theory and Related Fields
3 Lifetime Data Analysis
3 Journal of the Royal Statistical Society. Series B. Statistical Methodology
3 Journal of the Korean Statistical Society
3 Journal of Statistical Theory and Practice
2 Advances in Applied Probability
2 Scandinavian Journal of Statistics
2 Annals of the Institute of Statistical Mathematics
2 Fuzzy Sets and Systems
2 Annals of Operations Research
2 Economics Letters
2 Applied Mathematical Modelling
2 Stochastic Processes and their Applications
2 Journal of Nonparametric Statistics
2 Biostatistics
2 Brazilian Journal of Probability and Statistics
2 Journal of Systems Science and Complexity
2 Statistical Methodology
2 Journal of Agricultural, Biological, and Environmental Statistics
2 Sankhyā. Series B
2 Journal of Time Series Econometrics
2 SIAM/ASA Journal on Uncertainty Quantification
2 Journal of Statistical Distributions and Applications
1 Computer Methods in Applied Mechanics and Engineering
1 Journal of Computational Physics
1 Mathematical Biosciences
1 Physica A
1 Theory of Probability and its Applications
1 The Annals of Probability
1 Applied Mathematics and Computation
1 Journal of Applied Probability
1 Journal of Computational and Applied Mathematics
1 Journal of Optimization Theory and Applications
1 Kybernetika
1 Operations Research
1 Transactions of the American Mathematical Society
1 Systems & Control Letters
1 Sequential Analysis
1 Journal of Theoretical Probability
1 Machine Learning
1 The Annals of Applied Probability
1 Communications in Statistics. Simulation and Computation
1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
1 SIAM Journal on Optimization
1 Finance and Stochastics
1 Discrete Dynamics in Nature and Society
1 Extremes
1 Computational Geosciences
1 CEJOR. Central European Journal of Operations Research
1 Applied Stochastic Models in Business and Industry
1 Statistical Applications in Genetics and Molecular Biology
1 International Journal of Computational Methods
1 Statistical Methods and Applications
1 Stochastics
1 Journal of Forecasting
1 ALEA. Latin American Journal of Probability and Mathematical Statistics
1 Statistical Analysis and Data Mining
1 Mathematical Geosciences
1 Science China. Mathematics
1 Advances in Decision Sciences
...and 7 more Serials

Citations by Year

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