Statistical dependence modeling festschrift in honor of Claudia Czado Thomas Nagler, Dorota Kurowicka, Roger Cooke, Harry Joe, editors

Format:

Book

Contributor:

Nagler, Thomas (Of Universität München), editor.

Kurowicka, Dorota, 1967- editor.

Cooke, Roger, 1942- editor.

Joe, Harry, editor.

Czado, Claudia, dedicatee.

Language:

English

Subjects (All):

Dependence (Statistics).

Copulas (Mathematical statistics).

Mathematical statistics.

Physical Description:

1 online resource

Place of Publication:

Cham, Switzerland Springer [2026]

Summary:

"This volume on statistical dependence modeling is published in honor of Claudia Czado and her influential career in statistics. Reflecting the breadth of her research interests, the book presents authoritative peer-reviewed contributions on theoretical foundations, methodological innovations, and applications in dependence modeling, statistical methodology and Bayesian computation. It also features two historical accounts of vine copulas, a field that Claudia Czado has significantly influenced and contributed to. The book serves both as a scholarly resource and as a celebration of her scientific accomplishments"-- Springer Nature Link

Contents:

Growth cycle of vine copulas / Kjersti Aas, Roger Cooke, Harry Joe, Dorota Kurowicka, and Thomas Nagler

A decade of elevating (with) vine copulas / Nicole Barthel, Eike Brechmann, and Dominik Müller

Stochastic simulation inference algorithm in restricted pair copula Bayesian network with single root node / Panagiotis Basiouras Serrano and Dorota Kurowicka

Gibbs copulas / Manfred Denker and Aleksey Min

Diagnostics for the validity of the simplifying assumption for vine copulas / Harry Joe

Identifiability and the simplifying assumption / Roger Cooke and Tim Bedford

Measures of non-simplifyingness for conditional copulas and vines / Alexis Derumigny

On dimension reduction in conditional dependence models / Thomas Nagler, Gerda Claeskens, and Irène Gijbels

Copula structural equation models for mediation pathway analysis / Canyi Chen, Ritoban Kundu, Wei Hao, and Peter X. K. Song

Cluster-specific ranking and variable importance for Scottish regional deprivation via vine mixtures / Özge Sahin, Ozan Evkaya, and Ariane Hanebeck

A flexible control function approach for survival data subject to different types of censoring / Ilias Willems, Sara Rutten, Gilles Crommen, and Ingrid Van Keilegom

Vine copula-based probabilistic weather forecasting : review, challenges, and future work / Annette Möller, David Jobst, and Ferdinand Buchner

Generalized precision matrices for non-Gaussian distributions : theory and portfolio applications / Karoline Bax, Alessandro Fulci, Sandra Paterlini, and Emanuele Taufer

LogTukey-type distributions as models for operational losses / Matthias Fischer

Marginal data augmentation for efficient Bayesian modeling of counts and rates with a demographic application / Gregor Zens and Sylvia Frühwirth-Schnatter

Notes:

Includes bibliographical references

Online resource; title from PDF title page (Springer Nature Link, viewed July 14, 2026)

Other Format:

Print version: Statistical dependence modeling

ISBN:

9783032142528

3032142520

OCLC:

1602969600

Access Restriction:

Restricted for use by site license