Claudia Czado - Dokumente zum Namen - alle Infos bei Yasni.de

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[ ] A Bayesian Non-linear State Space Copula Model to...

arxiv.org

Authors:Alexander Kreuzer, Luciana Dalla Valle, Claudia Czado. (Submitted on 20 Mar 2019). Abstract: Air pollution is a serious issue that ...

Flexible Dependence Modeling of Operational Risk Losses and Its...

papers.ssrn.com

Operational risk data, when available, are usually scarce, heavy-tailed and possibly dependent. In this work, we introduce a model that captures such real-world

Locating Multiple Interacting Quantitative Trait Loci with the...

www.degruyter.com

Vinzenz Erhardt / Malgorzata Bogdan / Claudia Czado. 1 Technische Universität München. 1 Wroclaw University of Technology and Purdue

Bayesian inference for dynamic vine copulas in higher ...arxiv.org › stat

arxiv.org

Authors:Alexander Kreuzer, Claudia Czado · Download PDF. Abstract: We propose a class of dynamic vine copula models. This is an extension ...

Modeling Dependence of Operational Loss Frequencies by Eike...

papers.ssrn.com

Modeling dependence among operational loss frequencies is a natural way of trying to capture possible relationships between losses, which are categorized differ

[ ] Model selection in sparse high-dimensional vine copula...

arxiv.org

Authors:Thomas Nagler, Christian Bumann, Claudia Czado. (Submitted on 29 Jan (v1), last revised 19 Nov (this version, v3)). Abstract: Vine copulas ...

Modelling Longitudinal Data Using a Pair-Copula Decomposition of...

papers.ssrn.com

Copulas have proven to be very successful tools for the flexible modelling of cross-sectional dependence. In this paper we express the dependence structure of c

[ ] Selecting and estimating regular vine copulae and...

arxiv.org

Jeffrey Dissmann, Eike Christian Brechmann, Claudia Czado, Dorota Kurowicka. Regular vine distributions which constitute a flexible class of ...

JSM Online Program

ww2.amstat.org

Author(s):, Anastasios Nicholas Panagiotelis*+ and Claudia Czado and Harry Joe. Companies: Technische Universität München and Technische Universität ...

[ ] D-vine copula based quantile regression

arxiv.org

Authors: Daniel Kraus, Claudia Czado. (Submitted on 14 Oct (v1), last revised 16 Nov (this version, v4)). Abstract: Quantile regression, that is the prediction of conditional quantiles, has steadily gained importance in statistical modeling and financial applications. The authors introduce a new semiparametric ...

Risk management with high-dimensional vine copulas: An analysis of...

www.degruyter.com

Eike Christain Brechmann / Claudia Czado. 1Technische Universität München. Citation Information: Statistics & Risk Modeling. Volume

Statistical Science in Society abstracts | Statistics and Actuarial...

uwaterloo.ca

Hansjoerg Albrecher David Banks Derek Bingham Richard Cook Claudia Czado Rob Deardon Michael Kosorok Bala Rajaratnam Steven Scott Thérèse Stukel François...

Verwandte Suchanfragen zu Claudia Czado

Thorsten Schmidt
Stephan Haug
Matthias Czado

Ulrich Krengel
Klaus Klein-Wes
Mark Cole

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Dokumente zum Namen Claudia Czado