Compute Distance To:
 Documents Indexed: 88 Publications since 1985, including 2 Books 1 Contribution as Editor · 2 Further Contributions Co-Authors: 74 Co-Authors with 84 Joint Publications 1,469 Co-Co-Authors
all top 5

### Co-Authors

 6 single-authored 9 Min, Aleksey 8 Brechmann, Eike Christian 6 Stöber, Jakob 5 Munk, Axel 4 Erhardt, Vinzenz 4 Gruber, Lutz F. 4 Gschlößl, Susanne 4 Joe, Harry 4 Killiches, Matthias 3 Almeida, Carlos A. S. 3 Barthel, Nicole 3 Kraus, Daniel 3 Müller, Dominik 3 Nagler, Thomas 3 Schepsmeier, Ulf 2 Aas, Kjersti 2 Erhardt, Tobias Michael 2 Geerdens, Candida 2 Haug, Stephan 2 Hug, Sabine 2 Janssen, Paul 2 Korn, Elke 2 Korn, Ralf 2 Mai, Jan-Frederik 2 Müller, Gernot J. 2 Panagiotelis, Anastasios 2 Santner, Thomas J. 2 Scherer, Matthias 2 Schmidl, Daniel 2 Taqqu, Murad S. 2 Theis, Fabian Joachim 1 Bakken, Henrik 1 Bauer, Alexander 1 Baumgartner, Carolin 1 Bernard, Carole L. 1 Bogdan, Małgorzata 1 Bumann, C. 1 Cai, Jun 1 Chappell, Rick 1 Claeskens, Gerda 1 Dakovic, Rada 1 Delwarde, Antoine 1 Denuit, Michel M. 1 Dißmann, J. 1 Freitag, Gudrun 1 Frigessi, Arnoldo 1 Ghosh, Pulak 1 Gneiting, Tilmann 1 Held, Leonhard 1 Helms, Florian 1 Hendrich, Katharina 1 Heyn, Anette 1 Hofmann, Mathias 1 Holzmann, Hajo 1 Hong, Hyokyoung Grace 1 Jeske, Stephan 1 Kastenmeier, Rainer 1 Klein, Thomas 1 Kolbe, Andreas 1 Krämer, Nicole 1 Kurowicka, Dorota 1 Li, Haijun 1 Manner, Hans 1 Newton, Michael A. 1 Okhrin, Yarema 1 Pflüger, Carolin 1 Prokopenko, Sergij 1 Raftery, Adrian E. 1 Rudolph, Florian 1 Schabenberger, Holger 1 Schellhase, Christian 1 Schmidt, Thorsten 1 Sigloch, Karin 1 Silvestrini, Daniel 1 Song, Peter Xue-Kun 1 Tepegjozova, Marija 1 Varin, Cristiano 1 Zhou, Jing
all top 5

### Serials

 13 Computational Statistics and Data Analysis 7 Statistical Papers 6 Journal of Multivariate Analysis 6 Insurance Mathematics & Economics 5 Journal of Statistical Planning and Inference 4 The Canadian Journal of Statistics 4 Biometrics 4 Applied Stochastic Models in Business and Industry 4 Statistical Modelling 4 Bayesian Analysis 3 Journal of the American Statistical Association 3 Scandinavian Actuarial Journal 2 Journal of Statistical Computation and Simulation 2 Series in Quantitative Finance 2 Journal of Computational and Graphical Statistics 2 Statistics and Computing 2 Dependence Modeling 1 Journal of Applied Probability 1 Communications in Statistics. Stochastic Models 1 Communications in Statistics. Theory and Methods 1 Statistica Sinica 1 Australian & New Zealand Journal of Statistics 1 Journal of the Royal Statistical Society. Series B. Statistical Methodology 1 Biostatistics 1 ASTIN Bulletin 1 Statistical Applications in Genetics and Molecular Biology 1 Statistical Methods and Applications 1 Lecture Notes in Statistics 1 The Annals of Applied Statistics 1 Journal de la Société Française de Statistique 1 Statistics & Risk Modeling 1 Statistik und ihre Anwendungen
all top 5

### Fields

 84 Statistics (62-XX) 17 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 13 Numerical analysis (65-XX) 6 Probability theory and stochastic processes (60-XX) 2 Dynamical systems and ergodic theory (37-XX) 1 General and overarching topics; collections (00-XX) 1 Combinatorics (05-XX) 1 Geophysics (86-XX) 1 Biology and other natural sciences (92-XX)

### Citations contained in zbMATH Open

79 Publications have been cited 1,285 times in 696 Documents Cited by Year
Pair-copula constructions of multiple dependence. Zbl 1165.60009
Aas, Kjersti; Czado, Claudia; Frigessi, Arnoldo; Bakken, Henrik
2009
Selecting and estimating regular vine copulae and application to financial returns. Zbl 1400.62114
Dißmann, J.; Brechmann, E. C.; Czado, C.; Kurowicka, D.
2013
Predictive model assessment for count data. Zbl 1180.62162
Czado, Claudia; Gneiting, Tilmann; Held, Leonhard
2009
Truncated regular vines in high dimensions with application to financial data. Zbl 1274.62381
Brechmann, E. C.; Czado, C.; Aas, K.
2012
Bayesian Poisson log-bilinear mortality projections. Zbl 1110.62142
Czado, Claudia; Delwarde, Antoine; Denuit, Michel
2005
Simplified pair copula constructions – limitations and extensions. Zbl 1277.62139
Stöber, Jakob; Joe, Harry; Czado, Claudia
2013
The effect of link misspecification on binary regression inference. Zbl 0781.62037
1992
Modeling longitudinal data using a pair-copula decomposition of serial dependence. Zbl 1388.62171
Smith, Michael; Min, Aleksey; Almeida, Carlos; Czado, Claudia
2010
A mixed copula model for insurance claims and claim sizes. Zbl 1277.62249
Czado, Claudia; Kastenmeier, Rainer; Brechmann, Eike Christian; Min, Aleksey
2012
Pair copula constructions for multivariate discrete data. Zbl 1395.62114
Panagiotelis, Anastasios; Czado, Claudia; Joe, Harry
2012
Spatial modelling of claim frequency and claim size in non-life insurance. Zbl 1150.91026
2007
Nonparametric validation of similar distributions and assessment of goodness of fit. Zbl 0909.62047
1998
Risk management with high-dimensional vine copulas: an analysis of the Euro Stoxx 50. Zbl 1429.62462
2013
Bayesian inference for semiparametric binary regression. Zbl 0870.62026
Newton, Michael A.; Czado, Claudia; Chappell, Rick
1996
Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas. Zbl 1346.62071
2016
Simulating copulas. Stochastic models, sampling algorithms and applications. With contributions by Claudia Czado, Elke Korn, Ralf Korn and Jakob Stöber. Zbl 1301.65001
Mai, Jan-Frederik; Scherer, Matthias
2012
Sequential Bayesian model selection of regular vine copulas. Zbl 1335.62048
2015
Bayesian model selection for D-vine pair-copula constructions. Zbl 1219.62048
2011
Total loss estimation using copula-based regression models. Zbl 1290.91092
Krämer, Nicole; Brechmann, Eike C.; Silvestrini, Daniel; Czado, Claudia
2013
Modelling count data with overdispersion and spatial effects. Zbl 1310.62083
2008
Parametric link modification of both tails in binary regression. Zbl 0807.62052
1994
D-vine copula based quantile regression. Zbl 1466.62118
2017
Analyzing dependent data with vine copulas. A practical guide with R. Zbl 1425.62001
2019
On selecting parametric link transformation families in generalized linear models. Zbl 0879.62060
1997
Conditional quantiles and tail dependence. Zbl 1320.62164
2015
Application of survival analysis methods to long-term care insurance. Zbl 1074.62526
2002
Efficient Bayesian inference for stochastic time-varying copula models. Zbl 1243.62031
2012
R-vine models for spatial time series with an application to daily mean temperature. Zbl 1390.62326
Erhardt, Tobias Michael; Czado, Claudia; Schepsmeier, Ulf
2015
Selection of vine copulas. Zbl 1273.62110
Czado, Claudia; Brechmann, Eike Christian; Gruber, Lutz
2013
Pair-copula constructions for non-Gaussian DAG models. Zbl 1236.62044
Bauer, Alexander; Czado, Claudia; Klein, Thomas
2012
Conditional copula simulation for systemic risk stress testing. Zbl 1290.91173
Brechmann, Eike C.; Hendrich, Katharina; Czado, Claudia
2013
Modeling dependent yearly claim totals including zero claims in private health insurance. Zbl 1277.91084
2012
Noncanonical links in generalized linear models – when is the effort justified? Zbl 0969.62048
2000
Bayesian inference of binary regression models with parametric link. Zbl 0798.62036
1994
Choosing the link function and accounting for link uncertainty in generalized linear models using Bayes factors. Zbl 1125.62073
2006
A nonparametric test for similarity of marginals – with applications to the assessment of population bioequivalence. Zbl 1111.62042
Freitag, Gudrun; Czado, Claudia; Munk, Axel
2007
Maximum likelihood estimation of mixed C-vines with application to exchange rates. Zbl 07257878
Czado, Claudia; Schepsmeier, Ulf; Min, Aleksey
2012
A survey of functional laws of the iterated logarithm for self-similar processes. Zbl 0554.60041
1985
Calculation of LTC premiums based on direct estimates of transition probabilities. Zbl 1097.62126
Helms, Florian; Czado, Claudia; Gschlößl, Susanne
2005
An exponential continuous-time GARCH process. Zbl 1132.60308
2007
Selection strategies for regular vine copulae. Zbl 1316.62030
Czado, Claudia; Jeske, Stephan; Hofmann, Mathias
2013
Examination and visualisation of the simplifying assumption for vine copulas in three dimensions. Zbl 1373.62227
Killiches, Matthias; Kraus, Daniel; Czado, Claudia
2017
Orthogonalizing parametric link transformation families in binary regression analysis. Zbl 0761.62100
1992
Model selection for discrete regular vine copulas. Zbl 1466.62171
Panagiotelis, Anastasios; Czado, Claudia; Joe, Harry; Stöber, Jakob
2017
Comorbidity of chronic diseases in the elderly: patterns identified by a copula design for mixed responses. Zbl 1468.62182
Stöber, Jakob; Hong, Hyokyoung Grace; Czado, Claudia; Ghosh, Pulak
2015
Regime switches in the dependence structure of multidimensional financial data. Zbl 06984002
2014
State space mixed models for longitudinal observations with binary and binomial responses. Zbl 1312.62104
2008
Testing for zero-modification in count regression models. Zbl 1180.62033
2010
Multivariate regression analysis of panel data with binary outcomes applied to unemployment data. Zbl 1047.62509
2000
Nonparametric estimation of simplified vine copula models: comparison of methods. Zbl 1404.62034
Nagler, Thomas; Schellhase, Christian; Czado, Claudia
2017
Bayesian total loss estimation using shared random effects. Zbl 1318.91107
Baumgartner, Carolin; Gruber, Lutz F.; Czado, Claudia
2015
Assessing the similarity of distributions – finite sample performance of the empirical Mallows distance. Zbl 1060.62503
1998
Model selection in sparse high-dimensional vine copula models with an application to portfolio risk. Zbl 1419.62126
Nagler, T.; Bumann, C.; Czado, C.
2019
Spatial composite likelihood inference using local C-vines. Zbl 1328.62324
Erhardt, Tobias Michael; Czado, Claudia; Schepsmeier, Ulf
2015
A mixed autoregressive probit model for ordinal longitudinal data. Zbl 1437.62640
2010
Simulating copulas. Stochastic models, sampling algorithms and applications. With contributions by Claudia Czado, Elke Korn, Ralf Korn and Jakob Stöber. 2nd edition. Zbl 1367.65002
Mai, Jan-Frederik; Scherer, Matthias
2017
Norm restricted maximum likelihood estimators for binary regression models with parametric link. Zbl 0800.62280
1993
Non nested model selection for spatial count regression models with application to health insurance. Zbl 1297.62123
Czado, Claudia; Schabenberger, Holger; Erhardt, Vinzenz
2014
Dependence modelling in ultra high dimensions with vine copulas and the graphical lasso. Zbl 07058816
2019
Comparing point and interval estimates in the bivariate $$t$$-copula model with application to financial data. Zbl 1230.62028
2011
Modeling high-dimensional time-varying dependence using dynamic D-vine models. Zbl 1411.62290
Almeida, Carlos; Czado, Claudia; Manner, Hans
2016
Efficient maximum likelihood estimation of copula based meta $$t$$-distributions. Zbl 1328.65049
Zhang, Ran; Czado, Claudia; Min, Aleksey
2011
Zero-inflated generalized Poisson models with regression effects on the mean, dispersion and zero-inflation level applied to patent outsourcing rates. Zbl 07257676
Czado, Claudia; Erhardt, Vinzenz; Min, Aleksey; Wagner, Stefan
2007
Vine copula based likelihood estimation of dependence patterns in multivariate event time data. Zbl 1469.62017
Barthel, Nicole; Geerdens, Candida; Killiches, Matthias; Janssen, Paul; Czado, Claudia
2018
Model distances for vine copulas in high dimensions. Zbl 1384.62168
Killiches, Matthias; Kraus, Daniel; Czado, Claudia
2018
Selection of sparse vine copulas in high dimensions with the Lasso. Zbl 1430.62102
2019
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.
2013
A Bayesian linear model for the high-dimensional inverse problem of seismic tomography. Zbl 1288.62045
Zhang, Ran; Czado, Claudia; Sigloch, Karin
2013
SCOMDY models based on pair-copula constructions with application to exchange rates. Zbl 06983993
2014
Model-based quantification of the volatility of options at transaction level with extended count regression models. Zbl 1145.91043
2007
Locating multiple interacting quantitative trait loci with the zero-inflated generalized Poisson regression. Zbl 1304.92086
Erhardt, Vinzenz; Bogdan, Malgorzata; Czado, Claudia
2010
Dependence modeling for recurrent event times subject to right-censoring with D-vine copulas. Zbl 1436.62509
Barthel, Nicole; Geerdens, Candida; Czado, Claudia; Janssen, Paul
2019
Modeling individual migraine severity with autoregressive ordered probit models. Zbl 1333.62271
Czado, Claudia; Heyn, Anette; Müller, Gernot
2011
Modeling dependencies between rating categories and their effects on prediction in a credit risk portfolio. Zbl 1199.91250
2008
Model selection strategies for identifying most relevant covariates in homoscedastic linear models. Zbl 1284.62460
Min, Aleksey; Holzmann, Hajo; Czado, Claudia
2010
Bootstrap methods for the nonparametric assessment of population bioequivalence and similarity of distributions. Zbl 1111.62040
2001
A D-vine copula-based model for repeated measurements extending linear mixed models with homogeneous correlation structure. Zbl 1414.62450
2018
Bayesian model selection of regular vine copulas. Zbl 1407.62172
2018
Representing sparse Gaussian DAGs as sparse R-vines allowing for non-Gaussian dependence. Zbl 07498951
2018
Analyzing dependent data with vine copulas. A practical guide with R. Zbl 1425.62001
2019
Model selection in sparse high-dimensional vine copula models with an application to portfolio risk. Zbl 1419.62126
Nagler, T.; Bumann, C.; Czado, C.
2019
Dependence modelling in ultra high dimensions with vine copulas and the graphical lasso. Zbl 07058816
2019
Selection of sparse vine copulas in high dimensions with the Lasso. Zbl 1430.62102
2019
Dependence modeling for recurrent event times subject to right-censoring with D-vine copulas. Zbl 1436.62509
Barthel, Nicole; Geerdens, Candida; Czado, Claudia; Janssen, Paul
2019
Vine copula based likelihood estimation of dependence patterns in multivariate event time data. Zbl 1469.62017
Barthel, Nicole; Geerdens, Candida; Killiches, Matthias; Janssen, Paul; Czado, Claudia
2018
Model distances for vine copulas in high dimensions. Zbl 1384.62168
Killiches, Matthias; Kraus, Daniel; Czado, Claudia
2018
A D-vine copula-based model for repeated measurements extending linear mixed models with homogeneous correlation structure. Zbl 1414.62450
2018
Bayesian model selection of regular vine copulas. Zbl 1407.62172
2018
Representing sparse Gaussian DAGs as sparse R-vines allowing for non-Gaussian dependence. Zbl 07498951
2018
D-vine copula based quantile regression. Zbl 1466.62118
2017
Examination and visualisation of the simplifying assumption for vine copulas in three dimensions. Zbl 1373.62227
Killiches, Matthias; Kraus, Daniel; Czado, Claudia
2017
Model selection for discrete regular vine copulas. Zbl 1466.62171
Panagiotelis, Anastasios; Czado, Claudia; Joe, Harry; Stöber, Jakob
2017
Nonparametric estimation of simplified vine copula models: comparison of methods. Zbl 1404.62034
Nagler, Thomas; Schellhase, Christian; Czado, Claudia
2017
Simulating copulas. Stochastic models, sampling algorithms and applications. With contributions by Claudia Czado, Elke Korn, Ralf Korn and Jakob Stöber. 2nd edition. Zbl 1367.65002
Mai, Jan-Frederik; Scherer, Matthias
2017
Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas. Zbl 1346.62071
2016
Modeling high-dimensional time-varying dependence using dynamic D-vine models. Zbl 1411.62290
Almeida, Carlos; Czado, Claudia; Manner, Hans
2016
Sequential Bayesian model selection of regular vine copulas. Zbl 1335.62048
2015
Conditional quantiles and tail dependence. Zbl 1320.62164
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
2015
Comorbidity of chronic diseases in the elderly: patterns identified by a copula design for mixed responses. Zbl 1468.62182
Stöber, Jakob; Hong, Hyokyoung Grace; Czado, Claudia; Ghosh, Pulak
2015
Bayesian total loss estimation using shared random effects. Zbl 1318.91107
Baumgartner, Carolin; Gruber, Lutz F.; Czado, Claudia
2015
Spatial composite likelihood inference using local C-vines. Zbl 1328.62324
Erhardt, Tobias Michael; Czado, Claudia; Schepsmeier, Ulf
2015
Regime switches in the dependence structure of multidimensional financial data. Zbl 06984002
2014
Non nested model selection for spatial count regression models with application to health insurance. Zbl 1297.62123
Czado, Claudia; Schabenberger, Holger; Erhardt, Vinzenz
2014
SCOMDY models based on pair-copula constructions with application to exchange rates. Zbl 06983993
2014
Selecting and estimating regular vine copulae and application to financial returns. Zbl 1400.62114
Dißmann, J.; Brechmann, E. C.; Czado, C.; Kurowicka, D.
2013
Simplified pair copula constructions – limitations and extensions. Zbl 1277.62139
Stöber, Jakob; Joe, Harry; Czado, Claudia
2013
Risk management with high-dimensional vine copulas: an analysis of the Euro Stoxx 50. Zbl 1429.62462
2013
Total loss estimation using copula-based regression models. Zbl 1290.91092
Krämer, Nicole; Brechmann, Eike C.; Silvestrini, Daniel; Czado, Claudia
2013
Selection of vine copulas. Zbl 1273.62110
Czado, Claudia; Brechmann, Eike Christian; Gruber, Lutz
2013
Conditional copula simulation for systemic risk stress testing. Zbl 1290.91173
Brechmann, Eike C.; Hendrich, Katharina; Czado, Claudia
2013
Selection strategies for regular vine copulae. Zbl 1316.62030
Czado, Claudia; Jeske, Stephan; Hofmann, Mathias
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.
2013
A Bayesian linear model for the high-dimensional inverse problem of seismic tomography. Zbl 1288.62045
Zhang, Ran; Czado, Claudia; Sigloch, Karin
2013
Truncated regular vines in high dimensions with application to financial data. Zbl 1274.62381
Brechmann, E. C.; Czado, C.; Aas, K.
2012
A mixed copula model for insurance claims and claim sizes. Zbl 1277.62249
Czado, Claudia; Kastenmeier, Rainer; Brechmann, Eike Christian; Min, Aleksey
2012
Pair copula constructions for multivariate discrete data. Zbl 1395.62114
Panagiotelis, Anastasios; Czado, Claudia; Joe, Harry
2012
Simulating copulas. Stochastic models, sampling algorithms and applications. With contributions by Claudia Czado, Elke Korn, Ralf Korn and Jakob Stöber. Zbl 1301.65001
Mai, Jan-Frederik; Scherer, Matthias
2012
Efficient Bayesian inference for stochastic time-varying copula models. Zbl 1243.62031
2012
Pair-copula constructions for non-Gaussian DAG models. Zbl 1236.62044
Bauer, Alexander; Czado, Claudia; Klein, Thomas
2012
Modeling dependent yearly claim totals including zero claims in private health insurance. Zbl 1277.91084
2012
Maximum likelihood estimation of mixed C-vines with application to exchange rates. Zbl 07257878
Czado, Claudia; Schepsmeier, Ulf; Min, Aleksey
2012
Bayesian model selection for D-vine pair-copula constructions. Zbl 1219.62048
2011
Comparing point and interval estimates in the bivariate $$t$$-copula model with application to financial data. Zbl 1230.62028
2011
Efficient maximum likelihood estimation of copula based meta $$t$$-distributions. Zbl 1328.65049
Zhang, Ran; Czado, Claudia; Min, Aleksey
2011
Modeling individual migraine severity with autoregressive ordered probit models. Zbl 1333.62271
Czado, Claudia; Heyn, Anette; Müller, Gernot
2011
Modeling longitudinal data using a pair-copula decomposition of serial dependence. Zbl 1388.62171
Smith, Michael; Min, Aleksey; Almeida, Carlos; Czado, Claudia
2010
Testing for zero-modification in count regression models. Zbl 1180.62033
2010
A mixed autoregressive probit model for ordinal longitudinal data. Zbl 1437.62640
2010
Locating multiple interacting quantitative trait loci with the zero-inflated generalized Poisson regression. Zbl 1304.92086
Erhardt, Vinzenz; Bogdan, Malgorzata; Czado, Claudia
2010
Model selection strategies for identifying most relevant covariates in homoscedastic linear models. Zbl 1284.62460
Min, Aleksey; Holzmann, Hajo; Czado, Claudia
2010
Pair-copula constructions of multiple dependence. Zbl 1165.60009
Aas, Kjersti; Czado, Claudia; Frigessi, Arnoldo; Bakken, Henrik
2009
Predictive model assessment for count data. Zbl 1180.62162
Czado, Claudia; Gneiting, Tilmann; Held, Leonhard
2009
Modelling count data with overdispersion and spatial effects. Zbl 1310.62083
2008
State space mixed models for longitudinal observations with binary and binomial responses. Zbl 1312.62104
2008
Modeling dependencies between rating categories and their effects on prediction in a credit risk portfolio. Zbl 1199.91250
2008
Spatial modelling of claim frequency and claim size in non-life insurance. Zbl 1150.91026
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
2007
An exponential continuous-time GARCH process. Zbl 1132.60308
2007
Zero-inflated generalized Poisson models with regression effects on the mean, dispersion and zero-inflation level applied to patent outsourcing rates. Zbl 07257676
Czado, Claudia; Erhardt, Vinzenz; Min, Aleksey; Wagner, Stefan
2007
Model-based quantification of the volatility of options at transaction level with extended count regression models. Zbl 1145.91043
2007
Choosing the link function and accounting for link uncertainty in generalized linear models using Bayes factors. Zbl 1125.62073
2006
Bayesian Poisson log-bilinear mortality projections. Zbl 1110.62142
Czado, Claudia; Delwarde, Antoine; Denuit, Michel
2005
Calculation of LTC premiums based on direct estimates of transition probabilities. Zbl 1097.62126
Helms, Florian; Czado, Claudia; Gschlößl, Susanne
2005
Application of survival analysis methods to long-term care insurance. Zbl 1074.62526
2002
Bootstrap methods for the nonparametric assessment of population bioequivalence and similarity of distributions. Zbl 1111.62040
2001
Noncanonical links in generalized linear models – when is the effort justified? Zbl 0969.62048
2000
Multivariate regression analysis of panel data with binary outcomes applied to unemployment data. Zbl 1047.62509
2000
Nonparametric validation of similar distributions and assessment of goodness of fit. Zbl 0909.62047
1998
Assessing the similarity of distributions – finite sample performance of the empirical Mallows distance. Zbl 1060.62503
1998
On selecting parametric link transformation families in generalized linear models. Zbl 0879.62060
1997
Bayesian inference for semiparametric binary regression. Zbl 0870.62026
Newton, Michael A.; Czado, Claudia; Chappell, Rick
1996
Parametric link modification of both tails in binary regression. Zbl 0807.62052
1994
Bayesian inference of binary regression models with parametric link. Zbl 0798.62036
1994
Norm restricted maximum likelihood estimators for binary regression models with parametric link. Zbl 0800.62280
1993
The effect of link misspecification on binary regression inference. Zbl 0781.62037
1992
Orthogonalizing parametric link transformation families in binary regression analysis. Zbl 0761.62100
1992
A survey of functional laws of the iterated logarithm for self-similar processes. Zbl 0554.60041
1985
all top 5

### Cited by 1,197 Authors

 52 Czado, Claudia 26 Joe, Harry 12 Held, Leonhard 9 Brechmann, Eike Christian 9 Krupskii, Pavel 9 Min, Aleksey 8 Ahn, Jae Youn 8 Hua, Lei 8 Munk, Axel 8 Schepsmeier, Ulf 7 Blake, David 7 del Barrio, Eustasio 7 Dey, Dipak Kumar 7 Nagler, Thomas 7 Sriboonchitta, Songsak 6 Antonio, Katrien 6 Cairns, Andrew J. G. 6 Gneiting, Tilmann 6 Kurowicka, Dorota 6 Matrán, Carlos 6 Oh, Rosy 6 Stöber, Jakob 6 Tjøstheim, Dag B. 5 Aas, Kjersti 5 Cossette, Hélène 5 Gijbels, Irène 5 Haff, Ingrid Hobæk 5 Marceau, Étienne 5 Nikoloulopoulos, Aristidis K. 5 Zhu, Fukang 4 Bazán, Jorge Luis 4 Bouezmarni, Taoufik 4 Cuesta-Albertos, Juan Antonio 4 Denuit, Michel M. 4 Diawara, Norou 4 Fermanian, Jean-David 4 Fokianos, Konstantinos 4 Genest, Christian 4 Genton, Marc G. 4 Klüppelberg, Claudia 4 Okhrin, Yarema 4 Omelka, Marek 4 Rémillard, Bruno N. 4 Scherer, Matthias 4 Segers, Johan 4 Shi, Peng 4 Weiß, Gregor N. F. 3 Alqawba, Mohammed Sulaiman 3 Álvarez-Esteban, Pedro César 3 Bayer, Fábio Mariano 3 Bindele, Huybrechts F. 3 Bücher, Axel 3 Chaganty, Narasinga Rao 3 Chang, Bo 3 Chatrabgoun, Omid 3 Claeskens, Gerda 3 Cooke, Roger Marvin 3 Côté, Marie-Pier 3 De Giuli, Maria Elena 3 Dowd, Kevin 3 Durante, Fabrizio 3 Eling, Martin 3 Erhardt, Vinzenz 3 Feng, Xiaoping 3 Fuchs, Sebastian L. 3 Fuino, Michel 3 Goel, Anubha 3 Grothe, Oliver 3 Gruber, Lutz F. 3 Hassanzadeh, Fatemeh 3 Henze, Norbert 3 Huang, Xianzheng 3 Kazemi, Iraj 3 Kim, Jongmin 3 Kleinow, Torsten 3 Kohn, Robert J. 3 Lee, Woojoo 3 Li, Haijun 3 Li, Johnny Siu-Hang 3 Li, Qi 3 Ludkovski, Michael 3 MacMinn, Richard D. 3 Mazo, Gildas 3 Migon, Helio S. 3 Müller, Dominik 3 Otneim, Håkon 3 Peng, Liang 3 Planchet, Frédéric 3 Robert, Christian Yann 3 Roy, Vivekananda 3 Schellhase, Christian 3 Smith, Michael Stanley 3 Tutz, Gerhard E. 3 Valle, Luciana Dalla 3 Vatter, Thibault 3 Veraverbeke, Noël 3 Wagner, Joël 3 Wang, Xia 3 Zhu, Kailun 2 Alanazi, Fadhah Amer ...and 1,097 more Authors
all top 5

### Cited in 123 Serials

 54 Computational Statistics and Data Analysis 52 Journal of Multivariate Analysis 52 Insurance Mathematics & Economics 21 Statistical Papers 20 Journal of Applied Statistics 19 Dependence Modeling 17 North American Actuarial Journal 17 Statistics and Computing 16 Communications in Statistics. Theory and Methods 16 Scandinavian Actuarial Journal 15 The Annals of Applied Statistics 14 Journal of Statistical Planning and Inference 14 European Actuarial Journal 12 Test 11 Journal of Econometrics 11 Statistics & Probability Letters 11 Computational Statistics 11 Communications in Statistics. Simulation and Computation 11 Journal of Statistical Computation and Simulation 11 Electronic Journal of Statistics 10 Biometrical Journal 10 Journal of the American Statistical Association 10 European Journal of Operational Research 10 Statistical Modelling 9 The Canadian Journal of Statistics 9 Quantitative Finance 9 ASTIN Bulletin 9 Journal of Computational and Graphical Statistics 7 The Annals of Statistics 7 Biometrics 7 AStA. Advances in Statistical Analysis 6 Bernoulli 6 Thai Journal of Mathematics 6 Bayesian Analysis 5 Psychometrika 5 Statistical Science 4 Physica A 4 Journal of Time Series Analysis 4 International Journal of Approximate Reasoning 4 Journal of Economic Dynamics & Control 4 Lifetime Data Analysis 4 Methodology and Computing in Applied Probability 4 Econometric Theory 4 Statistical Methods and Applications 4 Sankhyā. Series B 3 Annals of the Institute of Statistical Mathematics 3 Fuzzy Sets and Systems 3 Statistics 3 Probability Theory and Related Fields 3 Econometric Reviews 3 Applied Mathematical Modelling 3 Journal of Nonparametric Statistics 3 Journal of the Royal Statistical Society. Series B. Statistical Methodology 3 Journal of Systems Science and Complexity 3 Journal of the Korean Statistical Society 3 Journal of Statistical Theory and Practice 3 Journal of Time Series Econometrics 3 Journal of Statistical Distributions and Applications 2 Advances in Applied Probability 2 Scandinavian Journal of Statistics 2 Statistica 2 Computers & Operations Research 2 Journal of Theoretical Probability 2 Annals of Operations Research 2 Economics Letters 2 Stochastic Processes and their Applications 2 Statistica Sinica 2 INFORMS Journal on Computing 2 Extremes 2 Biostatistics 2 Brazilian Journal of Probability and Statistics 2 Hacettepe Journal of Mathematics and Statistics 2 Statistical Methodology 2 Science China. Mathematics 2 Journal of Agricultural, Biological, and Environmental Statistics 2 Journal of Probability and Statistics 2 Communications in Mathematics and Statistics 2 SIAM/ASA Journal on Uncertainty Quantification 1 Acta Mechanica 1 Computer Methods in Applied Mechanics and Engineering 1 Journal of Computational Physics 1 Mathematical Biosciences 1 Theory of Probability and its Applications 1 The Annals of Probability 1 Applied Mathematics and Computation 1 International Journal of Mathematics and Mathematical Sciences 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 Machine Learning 1 The Annals of Applied Probability 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 ...and 23 more Serials
all top 5

### Cited in 26 Fields

 631 Statistics (62-XX) 181 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 90 Probability theory and stochastic processes (60-XX) 77 Numerical analysis (65-XX) 15 Operations research, mathematical programming (90-XX) 13 Biology and other natural sciences (92-XX) 8 Computer science (68-XX) 8 Geophysics (86-XX) 7 General and overarching topics; collections (00-XX) 4 Combinatorics (05-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 3 Statistical mechanics, structure of matter (82-XX) 2 Systems theory; control (93-XX) 2 Information and communication theory, circuits (94-XX) 1 History and biography (01-XX) 1 Mathematical logic and foundations (03-XX) 1 Real functions (26-XX) 1 Measure and integration (28-XX) 1 Partial differential equations (35-XX) 1 Approximations and expansions (41-XX) 1 Integral equations (45-XX) 1 Functional analysis (46-XX) 1 Operator theory (47-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Mechanics of deformable solids (74-XX)

### Wikidata Timeline

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