Research interests

  • Modeling of dependencies
  • Vine copulas and distributions
  • Bayesian Inference and model selection using Markov Chain Monte Carlo methods
  • Generalized linear models with time and space components
  • Overdispersion models
  • Non Gaussian belief networks
  • Risk management in insurance, finance and medicine

Link to Vine Copula Hompage

Books

Czado C.(2019)
Analyzing dependent data with vine copulas
Lecture Notes in Statistics Vol. 222
Springer Verlag

Czado, C. and Schmidt, T. (2011)
Mathematische Statistik
Springer-Verlag, Berlin
Product Flyer
Link to publisher
Link to eBook

Further publications

2021

  • Sahin, Özge and Czado, Claudia: Vine copula mixture models and clustering for non-Gaussian data. Preprint, 2021 mehr…
  • Tepegjozova, M., Zhou, J., Claeskens, G., and Czado, C.: Nonparametric C- and D-vine based quantile regression. Preprint, 2021 mehr…

2020

  • Alexander Kreuzer, Claudia Czado: Efficient Bayesian inference for nonlinear state space models with univariate autoregressive state equation. Journal of Computational and Graphical Statistics 29 (3), 2020, 523-534 mehr…
  • Barthel, Nicole; Czado, Claudia; Okhrin, Yarema: A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series. Computational Statistics & Data Analysis 142 (142), 2020, t.b.a. mehr…
  • Wang, Xiaolong; Beller, Lukas; Czado, Claudia; Holzapfel, Florian: Modeling of Stochastic Wind Based on Operational Flight Data Using Karhunen–Loève Expansion Method. Sensors 20 (16), 2020, 4634 mehr…

2019

  • Acar, Elif F., Czado, Claudia and Lysy, Martin: Flexible dynamic vine copula models for multivariate time series data. Econometrics and Statistics 12 (12), 2019, 181-197 mehr…
  • Barthel, Nicole; Geerdens, Candida; Czado, Claudia; Janssen, Paul: Dependence modeling for recurrent event times subject to right‐censoring with D‐vine copulas. Biometrics 75 (2), 2019, 439-451 mehr…
  • Czado, Claudia: Diggle, P., Gather, U., and Zeger, S. (Hrsg.): Analyzing Dependent Data with Vine Copulas – A Practical Guide With R. Band 222. Springer International Publishing, 2019 mehr…
  • Czado, Claudia; Ivanov, Eugen; Okhrin, Yarema: Modelling temporal dependence of realized variances with vines. Econometrics and Statistics 12, 2019, 198-216 mehr…
  • Jäger, W.S.; Nagler, T.; Czado, C.; McCall, R.T.: A statistical simulation method for joint time series of non-stationary hourly wave parameters. Coastal Engineering 146 (146), 2019, 14-31 mehr…
  • Kreuzer, A. and Czado, C.: Bayesian inference for a single factor copula stochastic volatility model using Hamiltonian Monte Carlo. Preprint, 2019 mehr…
  • Kreuzer, A. and Czado, C.: Bayesian inference for dynamic vine copulas in higher dimensions. Preprint, 2019 mehr…
  • Kreuzer, A. and Czado, C.: Efficient Bayesian inference for nonlinear state space models with univariate autoregressive state equation. Preprint, 2019 mehr…
  • Kreuzer, A., Dalla Valle, L., and Czado, Claudia: A Bayesian Non-linear State Space Copula Model to Predict Air Pollution in Beijing. Preprint, 2019 mehr…
  • Kreuzer, A., Dalla Valle, L. and Czado, C.: Bayesian Multivariate Nonlinear State Space Copula Models. Preprint, 2019 mehr…
  • Müller, D. and Czado C.: Selection of Sparse Vine Copulas in High Dimensions with the Lasso. Statistics and Computing 29 (2), 2019, 269-287 mehr…
  • Müller, D. and Czado, C.: Dependence modelling in ultra high dimensions with vine copulas and the Graphical Lasso. Computational Statistics & Data Analysis 137, 2019, 211-232 mehr…
  • Nagler, T., Bumann, C. and Czado, C.: Model selection in sparse high-dimensional vine copula models with an application to portfolio risk. Journal of Multivariate Analysis 172, 2019, 180-192 mehr…

2018

  • Barthel, Nicole; Geerdens, Candida; Killiches, Matthias; Janssen, Paul; Czado, Claudia: Vine copula based likelihood estimation of dependence patterns in multivariate event time data. Computational Statistics & Data Analysis 117, 2018, 109-127 mehr…
  • Erhardt, T.M. and Czado, C.: Standardized drought indices: A novel uni- and multivariate approach. Journal of the Royal Statistical Society: Series C (Applied Statistics) 67 (3), 2018, 643-664 mehr…
  • Gruber, L. and Czado, D.: Bayesian Model Selection of Regular Vine Copulas. Bayesian Analysis 13 (4), 2018, 1111-1135 mehr…
  • Jäger, W.S., Nagler, T., Czado, C. and McCall, R.T.: A Statistical Simulation Method for Joint Time Series of Non-stationary Hourly Wave Parameters. Preprint, 2018 mehr…
  • Killiches, M. and Czado, C.: AD‐vine copula‐based model for repeated measurements extending linear mixed models with homogeneous correlation structure. Journal of The International Biometric Society, 2018 mehr…
  • Killiches, M., Kraus, D. and Czado, C.: Model distances for vine copulas in high dimensions. Statistics and Computing 28 (2), 2018, 323–341 mehr…
  • Killiches, M., Kraus, D., and Czado, C.: Model distances for vine copulas in high dimensions. Statistics and Computing 28 (2), 2018, 323–341 mehr…
  • Möller, A., Spazzini, L., Kraus, D., Nagler, T. and Czado, C.: Vine copula based post-processing of ensemble forecasts for temperature. Preprint, 2018 mehr…
  • Müller, D. and Czado, D.: Representing Sparse Gaussian DAGs as Sparse R-vines Allowing for Non-Gaussian Dependence. Journal of Computational and Graphical Statistics 27 (2), 2018, 334-344 mehr…
  • Müller, Dominik; Czado, Claudia: Selection of sparse vine copulas in high dimensions with the Lasso. Statistics and Computing 29 (2), 2018, 269-287 mehr…

2017

  • Fischer, M., Kraus, D., Pfeuffer, M., and Czado, C.: Stress Testing German Industry Sectors: Results from a Vine Copula Based Quantile Regression. Risks 5 (3), 2017, 38-50 mehr…
  • Killiches, M. and Czado, C.: A D-vine copula based model for repeated measurements extending linear mixed models with homogeneous correlation structure. Preprint, 2017 mehr…
  • Killiches, M., Kraus, D., and Czado, C.: Using model distances to investigate the simplifying assumption, model selection and truncation levels for vine copulas. Preprint, 2017 mehr…
  • Killiches, M., Kraus, D., and Czado, C.: Examination and visualization of the simplifying assumption for vine copulas in three dimensions. Australian and New Zealand Journal of Statistics 59 (1), 2017, 95–117 mehr…
  • Kraus, D. and Czado, C.: Growing simplified vine copula trees: improving Dißmann's algorithm. Preprint, 2017 mehr…
  • Kraus, D. and Czado, C.: D-vine copula based quantile regression. Computational Statistics and Data Analysis 110, 2017, 1-18 mehr…
  • Kreuzer, A., Erhardt, T., Nagler, T., and Czado, C.: Heavy tailed spatial autocorrelation models. Preprint, 2017 mehr…
  • Müller, D. and Czado C.: Dependence Modeling in Ultra High Dimensions with Vine Copulas and the Graphical Lasso. Preprint, 2017 mehr…
  • Pereira, G., Veiga, A., Erhardt, T., and Czado, C.: A periodic spatial vine copula model for multi-site streamflow simulation. Electric Power Systems Research 152, 2017, 9-17 mehr…
  • Schallhorn, N., Kraus, D., Nagler, T., and Czado, C.: D-vine quantile regression with discrete variables. Preprint, 2017 mehr…

2016

  • Barthel, N., Geerdens, C., Killiches, M., Janssen, P., and Czado, C.: Vine copula based inference of multivariate event time data. Preprint, 2016 mehr…
  • Bauer, A. and Czado, C.: Pair-copula Bayesian networks. Journal of Computational and Graphical Statistics 25 (4), 2016, 1248–1271 mehr…
  • Müller, D. and Czado C.: Representing sparse Gaussian DAGs as sparse R-vines allowing for non-Gaussian Dependence. Preprint, 2016 mehr…
  • Nagler, T. and Czado, C.: Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas. Journal of Multivariate Analysis 151 (C), 2016, 69-89 mehr…

2015

  • Baumgartner, C., Gruber, L., and Czado, C.: Bayesian total loss estimation using shared random effects. Insurance: Mathematics and Economics 62, 2015, 194-201 mehr…
  • Brechmann, E.C., and Czado, C.: COPAR - Multivariate time series modeling using the COPula AutoRegressive model. Applied Stochastic Models in Business and Industry 31 (4), 2015, 495-514 mehr…
  • Erhardt, T.M., Czado, C. and Schepsmeier, U.: Spatial composite likelihood inference using local C-vines. Journal of Multivariate Analysis 138, 2015, 74-88 mehr…
  • Erhardt, T.M., Czado, C., and Schepsmeier, U.: R-vine models for spatial time series with an application to daily mean temperature. Biometrics 71 (2), 2015, 323-332 mehr…
  • Gruber, L., and Czado C.: Sequential Bayesian model selection of regular vine copulas. Bayesian Analysis 10 (4), 2015, 937-963 mehr…
  • 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 88, 2015, 28-39 mehr…

2014

  • Brechmann, E.C., Czado, C., and Paterlini, S.: Flexible dependence modeling of operational risk losses and its impact on total capital requirements. Journal of Banking and Finance 40 (C), 2014, 271-285 mehr…
  • Czado, C., Schabenberger, H., and Erhardt, V.: Nonnested model selection for spatial count regression models with application to health insurance. Statistical Papers 55 (2), 2014, 455-476 mehr…
  • Gruber, L., and Czado C.: Bayesian model selection of regular vine copulas. In: Ettore Lanzarone, Francesca Ieva (Hrsg.): The Contribution of Young Researchers to Bayesian Statistics. Springer, 2014 mehr…
  • Min, A., and Czado, C.: SCOMDY models based on pair-copula constructions with application to exchange rates. Computational Statistics and Data Analysis 76, 2014, 523-535 mehr…
  • Stöber, J., and Czado, C.: Regime switches in the dependence structure of multidimensional financial data. Computational Statistics and Data Analysis 76, 2014, 672-686 mehr…

2013

  • Bernard, C., and Czado, C.: Multivariate option pricing using copulae. Applied Stochastic Models in Business and Industry 29 (5), 2013, 509–526 mehr…
  • Brechmann, E.C., Hendrich, K., and Czado, C.: Conditional copula simulation for systemic risk stress testing. Insurance: Mathematics and Economics 53 (3), 2013, 722–732 mehr…
  • Brechmann, E.C., and Czado, C.: Risk management with high-dimensional vine copulas: An analysis of the Euro Stoxx 50. Statistics and Risk Modeling 30 (4), 2013, 307–342 mehr…
  • Czado, C., Brechmann, E.C., and Gruber, L.: Selection of Vine Copulas. In: Jaworski, Piotr, Durante, Fabrizio, Härdle, Wolfgang Karl: Copulae in Mathematical and Quantitative Finance. Springer, 2013, 17-37 mehr…
  • Dißmann, J., Brechmann, E.C., Czado, C., and Kurowicka, D.: Selecting and estimating regular vine copulae and application to financial returns. Computational Statistics and Data Analysis 59, 2013, 52–69 mehr…
  • Krämer, N., Brechmann, E.C., Silvestrini, D., and Czado, C.: Total loss estimation using copula-based regression models. Insurance: Mathematics and Economics 53 (3), 2013, 829–839 mehr…

2012

  • Almeida, C. and Czado, C.: Efficient Bayesian inference for stochastic time-varying copula models. Computational Statistics and Data Analysis 56 (6), 2012, 1511–1527 mehr…
  • Bauer, A. and Czado, C.: Pair-copula Bayesian networks. Preprint , 2012 mehr…
  • Bauer, A., Czado, C. and Klein, T.: Pair-copula constructions for non-Gaussian DAG models. The Canadian Journal of Statistics 40 (1), 2012, 86 - 109 mehr…
  • Brechmann, E.C., Czado, C. and Aas, K.: Truncated regular vines in high dimensions with applications to financial data. Canadian Journal of Statistics 40 (1), 2012, 68-85 mehr…
  • Czado, C., Kastenmeier, R., Brechmann, E.C., and Min, A.: A mixed copula model for insurance claims and claim sizes. Scandinavian Actuarial Journal 4 (1.12), 2012, 278-305 mehr…
  • Czado, C., Schepsmeier, U. and Min, A.: Maximum likelihood estimation of mixed C-vines with application to exchange rates. Statistical Modelling 12 (3), 2012, 229-255 mehr…

2011

  • Brechmann, E.C., Czado, C. and Ng, P.: Quantifying geographical and macroeconomic effects on bank branch deposits using linear mixed models. International Journal of Statistics and Management Systems 6 (1-2), 2011, 22-46 mehr…
  • Czado, C. and Schmidt, T.: Mathematische Statistik. Springer Verlag, 2011 mehr…
  • Czado, C., Heyn, A., Müller, G.: Modeling individual migraine severity with autoregressive ordered probit models. Statistical Methods and Applications 20 (1), 2011, 101-121 mehr…
  • Czado, C., Zhang, R., Min, A.: Efficient maximum likelihood estimation of copula based meta t-distributions. Computational Statistics and Data Analysis 55 (3), 2011, 1196–1214 mehr…
  • Dakovic, R., Czado, C.: Comparing point and interval estimates in the bivariate t-copula model with application to financial data. Statistical Papers 52 (3), 2011, 709-731 mehr…
  • Min, A. and Czado,C.: Bayesian model selection for D-vine pair-copula constructions. Canadian Journal of Statistics 39 (2), 2011, 239–258 mehr…

2010

  • Czado, C.: Pair-copula constructions of multivariate copulas. In: Workshop on Copula Theory and its Applications. Springer, 2010, 93-109 mehr…
  • Czado, C. and Haug, S.: An ACD-ECOGARCH(1,1) model. Journal of Financial Econometrics 8 (3), 2010, 335-344 mehr…
  • Czado, C., Gärtner, F., and Min, A.: Analysis of australian electricity loads using joint bayesian inference of d-vines with autoregressive margins. In: Dependence Modeling - Handbook on Vine Copulae.. World Scientific, 2010 mehr…
  • Czado, C., Haug, S.: Finite sample properties of the QMLE in the ACD-ECOGARCH(1,1) model. Supplement to "An ACD-ECOGARCH(1,1) model", 2010 mehr…
  • Czado, C.., Nguyen, T., Müller, G: Ordinal stochastic volatility and stochastic volatility models for price changes: An empirical comparison. In: Kneib, Thomas, Tutz, Gerhard: Statistical Modelling and Regression Structures. Springer, 2010, 301-320 mehr…
  • Dakovic, R., Czado, C., Berg, D.: Bankruptcy prediction in Norway: a comparison study. Applied Economics Letters 17 (17), 2010, 1739-1746 mehr…
  • Erhardt, V., Bogdan, M. and Czado, C.: Locating multiple interacting quantitative trait loci with the zero-inflated generalized Poisson regression. Statistical Applications in Genetics and Molecular Biology 9 (1), 2010 mehr…
  • Erhardt, V., Czado, C.: A method for approximately sampling high-dimensional count variables with prespecified Pearson correlation. INFORMS - Journal on Computing, 2010 mehr…
  • Hofmann, M. and Czado, C.: Assessing the VaR of a portfolio using D-vine copula based multivariate GARCH models. Preprint, 2010 mehr…
  • Min, A. and Czado, C.: Bayesian inference for multivariate copulas using pair-copula constructions. Journal of Financial Econometrics 8 (4), 2010, 511-546 mehr…
  • Min, A., Holzmann, H., and Czado, C.: Model selection strategies for identifying most relevant covariates in homoscedastic linear models. Computational Statistics and Data Analysis 54, 2010, 3194-3211 mehr…
  • Min, A., and Czado, C.: Testing for zero-modification in count regression models. Statistica Sinica 20, 2010, 323-341 mehr…
  • Smith, M., Min, A., Almeida,C. and Czado,C.: Modelling longitudinal data using a pair-copula decomposition of serial dependence. Journal of the American Statistical Association 105 (492), 2010, 1467-1479 mehr…

2009

  • Aas, K., Czado, C., Frigessi, A. and Bakken, H.: Pair-copula constructions of multiple dependence. Insurance Mathematics and Economics 44 (2), 2009, 182-198 mehr…
  • Czado, C., Gneiting, T., Held, L.: Predictive model assessment for count data. Biometrics 65 (4), 2009, 1254-1261 mehr…
  • Czado, C., Gärtner, F., Min, A.: Analysis of Australian electricity loads using joint Bayesian inference of D-Vines with autoregressive margins. In: Kurowicka, D., Joe, H.: Dependence Modeling - Handbook on Vine Copulae.. World Scientific, 2009 mehr…
  • Czado, C., Min, A.: Bayesian inference for D-vines: estimation and model selection. In: Dependence Modeling - Handbook on Vine Copulae.. World Scientific, 2009 mehr…
  • Czado, C., Min, A., Baumann, T., Dakovic, R.: Pair-copula constructions for modeling exchange rate dependence. Preprint, 2009 mehr…
  • Czado, C., Pfettner, J, Gschlößl, S., Schiller, F.: Nonnested model comparison of GLM and GAM count regression models for life insurance data. Preprint, 2009 mehr…
  • Erhardt, V., Czado, C.: Generalized estimating equations for longitudinal generalized Poisson count data with regression effects on the mean and dispersion level. Preprint, 2009 mehr…
  • Erhardt, V., Czado, C.: Sampling count variables with specified Pearson correlation - a comparison between a naive and a C-vine sampling approach. In: Kurowicka, D., Joe, H.: Dependence Modeling - Handbook on Vine Copulae. World Scientific, 2009 mehr…
  • Müller, G., Czado, C.: Stochastic volatility models for ordinal valued time series with application to finance. Statistical Modelling 9 (1), 2009, 69-95 mehr…
  • Varin, C. and Czado, C.: A mixed autoregressive probit model for ordinal longitudinal data. Biostatistics 11 (1), 2009, 127-138 mehr…

2008

  • Czado, C., Pflüger, C.: Modeling dependencies between rating categories and their efects on prediction in a credit risk portfolio. Applied Stochastic Models in Business and Industry 24 (3), 2008, 237-259 mehr…
  • Czado, C., Prokopenko, S.: Modeling transport mode decisions using hierarchical logistic regression models with spatial and cluster effects. Statistical Modelling 8 (4), 2008, 315-345 mehr…
  • Czado, C., Song, P. X.-K.: State space mixed models for longitudinal observations with binary and binomial responses. Statistical Papers 49 (4), 2008, 691-714 mehr…
  • Gschlößl, S., Czado, C.: Modelling count data with overdispersion and spatial effects. Statistical Papers (49(3)), 2008, 531-552 mehr…
  • Gschlößl, S., Czado, C.: Does a Gibbs sampler approach to spatial Poisson regression models outperform a single site MH sampler? Computational Statistics and Data Analysis 52 (9), 2008, 4184-4202 mehr…

2007

  • Czado, C. and Kolbe, A.: Model-based quantification of the volatility of options at transaction level with extended count regression models. Applied Stochastic Models in Business and Industry 23 (1), 2007, 1-21 mehr…
  • Czado, C., Erhardt, V., Min, A. and Wagner, S.: Zero-inflated generalized Poisson models with regression effects on the mean, dispersion and zero-inflation level applied to patent outsourcing rates. Statistical Modelling 7 (2), 2007, 125-153 mehr…
  • Freitag, G., Czado, C., Munk, A.: A nonparametric test for similarity of marginals - with applications to the assessment of population bioequivalence. Journal of Statistical Planning and Inference 137 (3), 2007, 697-711 mehr…
  • Gschlößl, S. and Czado, C.: Spatial modelling of claim frequency and claim size in non-life insurance. Scandinavian Actuarial Journal 107, 2007, 202-225 mehr…
  • Haug S. and Czado, C.: An exponential continuous time GARCH process. Journal of Applied Probability 44 (4), 2007, 960-976 mehr…

2006

  • Czado, C. and Raftery, A.E.: Choosing the link function and accounting for link uncertainty in generalized linear models using Bayes factors. Statistical Papers 47 (3), 2006, 419-442 mehr…
  • Haug, S. and Czado, C.: Mixed effect models for absolute log returns of ultra high frequency data. Applied Stochastic Models in Business and Industry 22 (3), 2006, 243-267 mehr…
  • Haug, S., Czado, C.: A fractionally integrated ECOGARCH process. Discussion Paper 484 beim SFB 386 "Diskrete Strukturen"., 2006 mehr…
  • Holzmann, H., Min, A., Czado, C.: Validating linear restrictions in linear regression models with general error structure. Discussion Paper 478 beim SFB 386 "Diskrete Strukturen", 2006 mehr…

2005

  • Czado, C., Delwarde, A., Denuit, M.: Bayesian poisson log-bilinear mortality projections. Insurance: Mathematics and Economics 36 (3), 2005, 260-284 mehr…
  • Czado, C., Heyn, A., Müller, G.: Modeling individual migraine severity with autoregressive ordered probit models. Discussion Paper 413 beim SFB 386 "Diskrete Strukturen". , 2005 mehr…
  • Czado, C., Min, A.: Zero-inflated generalized Poisson regression: Asymptotic theory and applications. Discussion Paper 474 beim SFB 386 "Diskrete Strukturen". , 2005 mehr…
  • Czado, C., Prokopenko, S., Zängler, T.W.: Räumliche Logit-Modelle der individuellen Verkehrsmittelwahl mit Berücksichtigung von Clustereffekten. In: Deutsche Verkehrswissenschaftliche Gesellschaft (Hrsg.): 12. Seminar für Statistik und Verkehr - Mikroökonometrische Methoden in der Verkehrsforschung. . Schriftenreihe der Deutschen Verkehrswissenschaftlichen Gesellschaft e.V. DVWG, B 280 , 2005 mehr…
  • Helms, F., Czado, C., Gschlößl, S.: Calculation of LTC premiums based on direct estimates of transition probabilities. ASTIN Bulletin 35, 2005, 455-469 mehr…
  • Högn, R., Czado, C.: Multiresolution Analysis of Long Time Series With Applications to Finance. Discussion Paper 497 beim SFB 386 "Diskrete Strukturen", 2005 mehr…
  • Müller, G., Czado, C.: An autoregressive ordered probit model with application to high frequency financial data. Journal of Computational and Graphical Statistics 14 (2), 2005, 320-338 mehr…

2004

  • Czado, C.: Einführung zu Markov Chain Monte Carlo Verfahren mit Anwendung auf Gesamtschadenmodelle. Blätter der Deutschen Gesellschaft für Versicherungs- und Finanzmathematik 26 (3), 2004, 331-350 mehr…

2003

  • Czado, C., Gschlößl, S.: The inception selection effect of diagnosis in a German long term care portfolio. Discussion Paper 357 beim SFB 386 "Diskrete Strukturen", 2003 mehr…
  • Högn, R., Czado, C.: Theoretical foundations of autoregressive models for time series on acyclic directed graphs. Discussion Paper 326 beim SFB 386 "Diskrete Strukturen". , 2003 mehr…
  • Müller, G., Czado, C., Antes, S., Rottenwallner, M.: Regression models for ordinal valued time series: applications in high frequency finance and medicine. Discussion Paper 335 beim SFB 386 "Diskrete Strukturen". , 2003 mehr…

2002

  • Czado, C., Rudolph,F.: Application of survival analysis methods to long term care insurance. Insurance: Mathematics and Economics 31 (3), 2002, 395-413 mehr…

2001

  • Czado, C.: Individual migraine risk management using binary state space mixed models. Preprint, 2001 mehr…

2000

  • Czado, C.: Multivariate regression analysis of panel data with binaryoutcomes applied to unemployment data. Statistical Papers 41 (3), 2000, 281-304 mehr…
  • Czado, C., and Munk, A.: Noncanonical links in generalized linear models - when is the effort justified. Journal of Statistical Planning and Inference 87 (2), 2000, 317-345 mehr…

1998

  • Czado, C., and Munk, A.: Assessing the similarity of distributions - finite sample performance of the empirical Mallow distance. Journal of Statistical Computation and Simulation 60 (4), 1998 mehr…
  • Czado, C., and Munk, A.: Nonparametric validation of similar distributions and assessment of goodness of fit. Journal of the Royal Statistical Society: Series B 60 (1), 1998, 223-241 mehr…

1997

  • Czado, C.: On selecting parametric link transformation families in generalized linear models. Journal of Statistical Planning and Inference 61 (1), 1997, 125-139 mehr…

1996

  • Czado, C. Chappell, R., and Newton, M.: Bayesian Inference for semiparametric binary regression. Journal of the American Statistical Association 91 (433), 1996, 142-153 mehr…

1994

  • Czado, C.: Modeling overdispersion in binomial regression. Preprint, 1994 mehr…
  • Czado, C.: Parametric link modification of both tails in binary regression. Statistical Papers 35 (1), 1994, 189-201 mehr…
  • Czado, C.: Bayesian inference of binary regression models with parametric link. Journal of Statistical Planning and Inference 41 (2), 1994, 121-140 mehr…

1993

  • Czado, C.: Norm restricted maximum likelihood estimators for binary regression models with parametric link. Communications in Statistics, Theory and Methods 22 (8), 1993, 2259-2274 mehr…

1985

  • Czado, C., Taqqu, M.S.: Reproducing kernel Hilbert space for some non-Gaussian processes. Probability in Banach Spaces/ Lecture Notes in Mathematics 1153, 1985, 128-140 mehr…
  • Czado, C., Taqqu, M.S.: A survey of functional laws of the iterated logarithm for self-similar processes. Stochastic Models 1 (1), 1985, 77-115 mehr…