The world of vines

IF 0.6 Q4 STATISTICS & PROBABILITY

Dependence Modeling Pub Date : 2019-01-01 DOI:10.1515/demo-2019-0008

C. Genest, M. Scherer

引用次数: 5

Abstract

Claudia Czado is an Associate Professor of Applied Mathematical Statistics at Technische Universität München (TUM), Germany. She received a Diplom in Mathematics from Georg-August-Universität in Göttingen in 1984, and anMSc in Operations Research and Industrial Engineering from Cornell University, Ithaca, NY, in 1987. Her PhD, completed in 1989, is also from Cornell. Her rst regular academic appointment was at York University, Toronto, Canada, as an Assistant Professor. She was promoted to the rank of Associate Professor with tenure in 1994. In 1998, she returned to Germany and took up her present position in the Department of Mathematics at TUM. She is the author or coauthor of over 125 research articles and two books published by Springer: a 2011 German-language textbook with Thorsten Schmidt titled “Mathematische Statistik”, and a 2019 solo monograph on “Analyzing Dependent Data with Vine Copulas: A Practical Guide with R”.

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藤蔓的世界

Claudia Czado是德国工业大学Universität m (TUM)应用数理统计学副教授。她于1984年在Göttingen获得Georg-August-Universität的数学文凭，并于1987年在纽约州伊萨卡的康奈尔大学获得运筹学和工业工程硕士学位。她于1989年获得博士学位，也来自康奈尔大学。她的第一个正式学术任命是在加拿大多伦多的约克大学担任助理教授。她于1994年晋升为终身副教授。1998年，她回到德国，在慕尼黑工业大学数学系任职。她是b施普林格出版的125多篇研究文章和两本书的作者或合著者:2011年与Thorsten Schmidt合著的德语教科书《Mathematische statistics》，以及2019年的《用Vine Copulas分析依赖数据:R实用指南》的个人专著。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Dependence Modeling STATISTICS & PROBABILITY-

CiteScore

1.00

自引率

0.00%

发文量

审稿时长

12 weeks

期刊介绍： The journal Dependence Modeling aims at providing a medium for exchanging results and ideas in the area of multivariate dependence modeling. It is an open access fully peer-reviewed journal providing the readers with free, instant, and permanent access to all content worldwide. Dependence Modeling is listed by Web of Science (Emerging Sources Citation Index), Scopus, MathSciNet and Zentralblatt Math. The journal presents different types of articles: -"Research Articles" on fundamental theoretical aspects, as well as on significant applications in science, engineering, economics, finance, insurance and other fields. -"Review Articles" which present the existing literature on the specific topic from new perspectives. -"Interview articles" limited to two papers per year, covering interviews with milestone personalities in the field of Dependence Modeling. The journal topics include (but are not limited to):　 -Copula methods -Multivariate distributions -Estimation and goodness-of-fit tests -Measures of association -Quantitative risk management -Risk measures and stochastic orders -Time series -Environmental sciences -Computational methods and software -Extreme-value theory -Limit laws -Mass Transportations