Claudia Czado
VIDWAN ID: 544147

Dr Claudia Czado

Female Doctor of Philosophy
Associate Professor | Department of Mathematics
Technical University of Munich
Bavaria
Expertise: Mathematics
254 Publications
0 Projects
7403 Scopus Citations
6541 CrossRef
28 Years 6 Months Total Experience
Publications
254 Total
Articles
220
Books
8
Chapters
18
Proceedings
8
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Scopus Scopus
7,403 Citations
39 h-index
CrossRef CrossRef
6,541 Citations
38 h-index
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Personal Details

Doctor of Philosophy
1989
N/A
Associate Professor
Mar 1998 – Present
Technical University of Munich | Department of Mathematics
Physical Sciences
Mathematics

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Scholarly Work

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Scholarly Publications

On selecting parametric link transformation families in generalized linear models

Journal Article
Journal of Statistical Planning and Inference. Year: 1997. Volume: 61 , Issue: 1 , Pages: 125-139 .
Authors: Claudia Czado

Bayesian inference for semiparametric binary regression

Journal Article
Journal of the American Statistical Association. Year: 1996. Volume: 91 , Issue: 433 , Pages: 142-153 .
Authors: Michael A. Newton; Claudia Czado; Rick Chappell

Bayesian inference for latent factor copulas and application to financial risk forecasting

Open Access
Journal Article
Econometrics. Year: 2017. Volume: 5 , Issue: 2 .
Authors: Benedikt Schamberger; Lutz Gruber; Claudia Czado

Regime switching vine copula models for global equity and volatility indices

Open Access
Journal Article
Econometrics. Year: 2017. Volume: 5 , Issue: 1 .
Authors: Holger Fink; Yulia Klimova; Claudia Czado; Jakob Stöber

Block-maxima of vines

Book Chapter
Year: 2016. Pages: 109-130 .

Total loss estimation using copula-based regression models

Journal Article
Insurance: Mathematics and Economics. Year: 2013. Volume: 53 , Issue: 3 , Pages: 829-839 .
Authors: Nicole Krämer; Eike C. Brechmann; Daniel Silvestrini; Claudia Czado

Preface

Editorial
Year: 2021. Volume: 703 , Pages: v-vii .

On the Observability of Copula State Space Models using a Bayesian Approach

Open Access
Journal Article
Statistics and Computing. Year: 2026. Volume: 36 , Issue: 4 .
Authors: Ariane Hanebeck; Claudia Czado
Showing 1 to 8 of 254 publications