| Publication | Date of Publication | Type |
|---|
| Vine copula-based Bayesian classification for multivariate time series of electroencephalography eye states | 2025-01-14 | Paper |
| A Bayesian non-linear state space copula model for air pollution in Beijing | 2024-11-27 | Paper |
| Standardized drought indices: a novel univariate and multivariate approach | 2024-11-20 | Paper |
| Bayesian spatial modelling for high dimensional seismic inverse problems | 2024-11-14 | Paper |
| Dependence modelling with regular vine copula models: a case-study for car crash simulation data | 2024-11-14 | Paper |
| High-dimensional sparse vine copula regression with application to genomic prediction | 2024-10-28 | Paper |
| COPAR -- multivariate time series modeling using the copula autoregressive model | 2024-07-18 | Paper |
| Multivariate option pricing using copulae | 2024-07-10 | Paper |
| Dependent censoring based on parametric copulas | 2024-02-09 | Paper |
| Two‐part D‐vine copula models for longitudinal insurance claim data | 2023-04-13 | Paper |
| Representing Sparse Gaussian DAGs as Sparse R-Vines Allowing for Non-Gaussian Dependence | 2022-03-28 | Paper |
| Nonparametric C- and D-vine-based quantile regression | 2022-03-01 | Paper |
| Maximum likelihood estimation of mixed C-vines with application to exchange rates | 2020-10-08 | Paper |
| Modelling transport mode decisions using hierarchical logistic regression models with spatial and cluster effects | 2020-10-08 | Paper |
| Stochastic volatility models for ordinal-valued time series with application to finance | 2020-10-07 | Paper |
| A mixed autoregressive probit model for ordinal longitudinal data | 2020-08-04 | Paper |
| Dependence modeling for recurrent event times subject to right‐censoring with D‐vine copulas | 2020-02-07 | Paper |
| A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series | 2019-11-22 | Paper |
| Selection of sparse vine copulas in high dimensions with the Lasso | 2019-10-18 | Paper |
| Model selection in sparse high-dimensional vine copula models with an application to portfolio risk | 2019-07-02 | Paper |
| Dependence modelling in ultra high dimensions with vine copulas and the graphical Lasso | 2019-05-24 | Paper |
| Analyzing dependent data with vine copulas. A practical guide with R | 2019-04-11 | Paper |
| A D‐vine copula‐based model for repeated measurements extending linear mixed models with homogeneous correlation structure | 2019-03-13 | Paper |
| Modeling high‐dimensional time‐varying dependence using dynamic D‐vine models | 2019-02-08 | Paper |
| Bayesian model selection of regular vine copulas | 2018-12-06 | Paper |
| SCOMDY models based on pair-copula constructions with application to exchange rates | 2018-11-23 | Paper |
| Regime switches in the dependence structure of multidimensional financial data | 2018-11-23 | Paper |
| Selecting and estimating regular vine copulae and application to financial returns | 2018-11-08 | Paper |
| Nonparametric estimation of simplified vine copula models: comparison of methods | 2018-11-01 | Paper |
| Comorbidity of chronic diseases in the elderly: patterns identified by a copula design for mixed responses | 2018-08-21 | Paper |
| Vine copula based likelihood estimation of dependence patterns in multivariate event time data | 2018-08-17 | Paper |
| D-vine copula based quantile regression | 2018-08-14 | Paper |
| Model selection for discrete regular vine copulas | 2018-08-14 | Paper |
| Model distances for vine copulas in high dimensions | 2018-02-27 | Paper |
| Examination and visualisation of the simplifying assumption for vine copulas in three dimensions | 2017-09-27 | Paper |
| D-vine copula based quantile regression | 2017-06-01 | Paper |
| Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas | 2016-10-01 | Paper |
| Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas | 2016-09-13 | Paper |
| Sequential Bayesian model selection of regular vine copulas | 2016-04-22 | Paper |
| Modeling individual migraine severity with autoregressive ordered probit models | 2016-03-24 | Paper |
| A vine-copula based adaptive MCMC sampler for efficient inference of dynamical systems | 2016-02-02 | Paper |
| Rejoinder: ``A vine-copula based adaptive MCMC sampler for efficient inference of dynamical systems | 2016-02-02 | Paper |
| R‐vine models for spatial time series with an application to daily mean temperature | 2016-01-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5262090 | 2015-07-13 | Paper |
| Conditional quantiles and tail dependence | 2015-06-18 | Paper |
| Spatial composite likelihood inference using local C-vines | 2015-06-18 | Paper |
| Bayesian total loss estimation using shared random effects | 2015-05-26 | Paper |
| Locating multiple interacting quantitative trait loci with the zero-inflated generalized Poisson regression | 2015-02-05 | Paper |
| Non nested model selection for spatial count regression models with application to health insurance | 2014-09-26 | Paper |
| Bayesian Risk Analysis | 2014-06-30 | Paper |
| Conditional copula simulation for systemic risk stress testing | 2014-06-23 | Paper |
| Total loss estimation using copula-based regression models | 2014-06-23 | Paper |
| Model selection strategies for identifying most relevant covariates in homoscedastic linear models | 2014-04-14 | Paper |
| Risk management with high-dimensional vine copulas: an analysis of the Euro Stoxx 50 | 2014-01-22 | Paper |
| Simplified pair copula constructions -- limitations and extensions | 2014-01-10 | Paper |
| A mixed copula model for insurance claims and claim sizes | 2013-12-13 | Paper |
| Modeling dependent yearly claim totals including zero claims in private health insurance | 2013-12-13 | Paper |
| Selection of Vine Copulas | 2013-09-20 | Paper |
| Selecting and estimating regular vine copulae and application to financial returns | 2013-03-01 | Paper |
| Pair Copula Constructions for Multivariate Discrete Data | 2012-11-09 | Paper |
| Efficient Bayesian inference for stochastic time-varying copula models | 2012-07-16 | Paper |
| Truncated regular vines in high dimensions with application to financial data | 2012-03-22 | Paper |
| Pair-copula constructions for non-Gaussian DAG models | 2012-03-22 | Paper |
| Comparing point and interval estimates in the bivariate \(t\)-copula model with application to financial data | 2011-10-25 | Paper |
| Bayesian model selection for D-vine pair-copula constructions | 2011-08-16 | Paper |
| Mathematical statistics. | 2011-01-10 | Paper |
| Modeling dependencies between rating categories and their effects on prediction in a credit risk portfolio | 2010-04-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3405570 | 2010-02-10 | Paper |
| Predictive Model Assessment for Count Data | 2010-01-21 | Paper |
| State space mixed models for longitudinal observations with binary and binomial responses | 2009-09-14 | Paper |
| Does a Gibbs sampler approach to spatial Poisson regression models outperform a single site MH sampler? | 2009-06-16 | Paper |
| Pair-copula constructions of multiple dependence | 2009-05-12 | Paper |
| Pair-copula constructions of multiple dependence | 2009-04-01 | Paper |
| Modelling count data with overdispersion and spatial effects | 2008-09-22 | Paper |
| Spatial modelling of claim frequency and claim size in non-life insurance | 2008-06-18 | Paper |
| An Exponential Continuous-Time GARCH Process | 2008-03-07 | Paper |
| Model‐based quantification of the volatility of options at transaction level with extended count regression models | 2007-12-16 | Paper |
| Mixed effect models for absolute log returns of ultra high frequency data | 2007-05-29 | Paper |
| Bayesian Poisson log-bilinear mortality projections | 2007-05-24 | Paper |
| A nonparametric test for similarity of marginals -- with applications to the assessment of population bioequivalence | 2007-02-14 | Paper |
| Choosing the link function and accounting for link uncertainty in generalized linear models using Bayes factors | 2006-11-14 | Paper |
| Calculation of LTC Premiums Based on Direct Estimates of Transition Probabilities | 2006-10-04 | Paper |
| Application of survival analysis methods to long-term care insurance. | 2003-11-16 | Paper |
| Noncanonical links in generalized linear models -- when is the effort justified? | 2001-10-04 | Paper |
| Bootstrap methods for the nonparametric assessment of population bioequivalence and similarity of distributions | 2001-01-01 | Paper |
| Multivariate regression analysis of panel data with binary outcomes applied to unemployment data | 2000-01-01 | Paper |
| Nonparametric Validation of Similar Distributions and Assessment of Goodness of Fit | 1999-04-08 | Paper |
| On selecting parametric link transformation families in generalized linear models | 1998-01-22 | Paper |
| Assessing the similarity of distributions - finite sample performance of the empirical mallows distance | 1998-01-01 | Paper |
| Bayesian Inference for Semiparametric Binary Regression | 1997-09-01 | Paper |
| Parametric link modification of both tails in binary regression | 1995-03-01 | Paper |
| Bayesian inference of binary regression models with parametric link | 1994-11-08 | Paper |
| Norm restricted maximum likelihood estimators for binary regression models with parametric link | 1994-01-31 | Paper |
| The effect of link misspecification on binary regression inference | 1993-04-01 | Paper |
| Orthogonalizing parametric link transformation families in binary regression analysis | 1992-12-14 | Paper |
| A survey of functional laws of the iterated logarithm for self-similar processes | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4722933 | 1985-01-01 | Paper |
