Does a Gibbs sampler approach to spatial Poisson regression models outperform a single site MH sampler? - Susanne Gschlößl; Claudia Czado (Comput. Stat. Data Anal., 2008)

Model selection strategies for identifying most relevant covariates in homoscedastic linear models. - Aleksey Min; Hajo Holzmann; Claudia Czado (Comput. Stat. Data Anal., 2010)

Efficient maximum likelihood estimation of copula based meta t-distributions. - Ran Zhang; Claudia Czado; Aleksey Min (Comput. Stat. Data Anal., 2011)

Modeling individual migraine severity with autoregressive ordered probit models. - Claudia Czado; Anette Heyn; Gernot Müller (Stat. Methods Appl., 2011)

Efficient Bayesian inference for stochastic time-varying copula models. - Carlos Almeida; Claudia Czado (Comput. Stat. Data Anal., 2012)

Selecting and estimating regular vine copulae and application to financial returns. - J. Dißmann; Eike C. Brechmann; Claudia Czado; Dorota Kurowicka (Comput. Stat. Data Anal., 2013)

Simplified pair copula constructions - Limitations and extensions. - Jakob Stöber; Harry Joe; Claudia Czado (J. Multivar. Anal., 2013)

SCOMDY models based on pair-copula constructions with application to exchange rates. - Aleksey Min; Claudia Czado (Comput. Stat. Data Anal., 2014)

Regime switches in the dependence structure of multidimensional financial data. - Jakob Stöber; Claudia Czado (Comput. Stat. Data Anal., 2014)

Comorbidity of chronic diseases in the elderly: Patterns identified by a copula design for mixed responses. - Jakob Stöber; Hyokyoung Grace Hong; Claudia Czado; Pulak Ghosh (Comput. Stat. Data Anal., 2015)

Conditional quantiles and tail dependence. - Carole Bernard; Claudia Czado (J. Multivar. Anal., 2015)

Spatial composite likelihood inference using local C-vines. - Tobias Michael Erhardt; Claudia Czado; Ulf Schepsmeier (J. Multivar. Anal., 2015)

Preface to special issue on high-dimensional dependence and copulas. - Harry Joe; Jun Cai; Claudia Czado; Haijun Li (J. Multivar. Anal., 2015)

Spatial R-vine copula for streamflow scenario simulation. - Guilherme Pereira; Álvaro Veiga; Tobias Michael Erhardt; Claudia Czado (PSCC, 2016)

Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas. - Thomas Nagler; Claudia Czado (J. Multivar. Anal., 2016)

D-vine copula based quantile regression. - Daniel Kraus; Claudia Czado (Comput. Stat. Data Anal., 2017)

Model selection for discrete regular vine copulas. - Anastasios Panagiotelis; Claudia Czado; Harry Joe; Jakob Stöber (Comput. Stat. Data Anal., 2017)

Vine copula based likelihood estimation of dependence patterns in multivariate event time data. - Nicole Barthel; Candida Geerdens; Matthias Killiches; Paul Janssen; Claudia Czado (Comput. Stat. Data Anal., 2018)

Model distances for vine copulas in high dimensions. - Matthias Killiches; Daniel Kraus; Claudia Czado (Stat. Comput., 2018)

Dependence modelling in ultra high dimensions with vine copulas and the Graphical Lasso. - Dominik Müller; Claudia Czado (Comput. Stat. Data Anal., 2019)

Model selection in sparse high-dimensional vine copula models with an application to portfolio risk. - Thomas Nagler; C. Bumann; Claudia Czado (J. Multivar. Anal., 2019)

Selection of sparse vine copulas in high dimensions with the Lasso. - Dominik Müller; Claudia Czado (Stat. Comput., 2019)

A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series. - Nicole Barthel; Claudia Czado; Yarema Okhrin (Comput. Stat. Data Anal., 2020)

Modeling of Stochastic Wind Based on Operational Flight Data Using Karhunen-Loève Expansion Method. - Xiaolong Wang; Lukas Beller; Claudia Czado; Florian Holzapfel (Sensors, 2020)

On the Observability of Gaussian Models using Discrete Density Approximations. - Ariane Hanebeck; Claudia Czado (FUSION, 2022)

Bayesian multivariate nonlinear state space copula models. - Alexander Kreuzer; Luciana Dalla Valle; Claudia Czado (Comput. Stat. Data Anal., 2023)

D-Vine-Based Correction of Physics-Based Model Output for the Identification of Risky Flights With Respect to Runway Overruns. - Hassan Alnasser; Marco Pfahler; Ariane Hanebeck; Lukas Beller; Claudia Czado (IEEE Access, 2024)

TVineSynth: A Truncated C-Vine Copula Generator of Synthetic Tabular Data to Balance Privacy and Utility. - Elisabeth Griesbauer; Claudia Czado; Arnoldo Frigessi; Ingrid Hobæk Haff (AISTATS, 2025)

Vine copula based structural equation models. - Claudia Czado (Comput. Stat. Data Anal., 2025)

Sampling from Conditional Distributions of Simplified Vines. - Ariane Hanebeck; Özge Sahin; Petra Havlícková; Claudia Czado (Stat. Comput., 2025)