Theses

2021
2020
2019
2018
2017
2015
2014
2013
2012
2011
2010

2021

Jaser, Miriam Angelika: Goodness-of-fit tests for elliptical copulas. Dissertation, 2021 mehr…

2020

Kreuzer, Alexander: Bayesian time series modeling with copula structures. Dissertation, 2020 mehr…

2019

Ballnus, Benjamin: Development and Evaluation of Sampling-based Parameter Estimation Methods for Dynamic Biological Processes. Dissertation, 2019 mehr…
Barthel, Nicole: Vine based models for multivariate volatility time-series and time-to-event data. Dissertation, 2019 mehr…
Hüttner, Amelie Angelika: Selected topics in credit risk: Realistic modeling of correlations and new pricing approaches for credit products. Dissertation, 2019 mehr…

2018

Nagler, Thomas: Nonparametric estimation in simplified vine copula models. Dissertation, 2018 mehr…

2017

Erhardt, Tobias Michael: Development of Vine Copula based Drought Indices and Model Evaluation under the Presence of Non-Stationarity. Dissertation, 2017 mehr…
Killiches, Matthias Markus: Model distances, block maxima and repeated measurements in the context of vine copulas. Dissertation, 2017 mehr…
Kraus, Daniel: D-vine copula based quantile regression and the simplifying assumption for vine copulas. Dissertation, 2017 mehr…
Müller, Dominik Thomas: Selection of Sparse Vine Copulas in Ultra High Dimensions. Dissertation, 2017 mehr…

2015

Gruber, Lutz Fabian: Bayesian Modeling of General Multivariate Problems and High-Dimensional Time Series. Dissertation, 2015 mehr…
Hug, Sabine Carolin: From low-dimensional model selection to high-dimensional inference: tailoring Bayesian methods to biological dynamical systems. Dissertation, 2015 mehr…

2014

Schepsmeier, Ulf: Estimating standard errors and efficient goodness-of-fit tests for regular vine copula models. Dissertation, 2014 mehr…

2013

Bauer, Alexander: Pair-copula constructions for non-Gaussian Bayesian networks. Dissertation, 2013 mehr…
Brechmann, Eike Christian: Hierarchical Kendall Copulas and the Modeling of Systemic and Operational Risk. Dissertation, 2013 mehr…
Stöber, Jakob: Regular Vine Copulas with the simplifying assumption, time-variation, and mixed discrete and continuous margins. Dissertation, 2013 mehr…

2012

Schmidl, Daniel: Bayesian model inference in dynamic biological systems using Markov Chain Monte Carlo methods. Dissertation, 2012 mehr…

2011

Min, Aleksey: Dependence modelling – From regression to copulas. Habilitation, 2011 mehr…

2010

Erhardt, Vinzenz: Modeling different dependence structures involving count data with applications to insurance, economics and genetics. Dissertation, 2010 mehr…

2022
2021
2020
2019
2018
2017
2016
2015
2014
2013
2012
2011
2010
2009
2008
2007

2022

Florian Kössinger: Vine Copula and mixture model based analysis of the Sachs data. Masterarbeit, 2022 mehr…
Philipp Emanuel Maria Sommer: Estimation and Backtesting of the Expected Shortfall and Value at Risk using Vine Copulas - An unconditional and conditional rolling window approach. Masterarbeit, 2022 mehr…
Tamara Simjanoska: D-vine Regression in Insurance. Masterarbeit, 2022 mehr…

2021

Ka Wing Ho: EM algorithm and its extensions for Gaussian and vine copula mixture models. Masterarbeit, 2021 mehr…
Leopold Anton Mareis: Vine copula based quantile regression including discrete components. Masterarbeit, 2021 mehr…
Mohamed Maarouf: Backtesting Value-at-Risk of Financial Data Using Vine Copulas. Masterarbeit, 2021 mehr…
Sebastian Scharl: D-vine Regression Based Bayesian Networks Applied to the Sachs Dataset. Masterarbeit, 2021 mehr…

2020

Niklas van Heiss: Estimation of Prediction Intervals for Next-Day Air Temperatures in South Korea Using D-vine Copula Based Quantile Regression. Masterarbeit, 2020 mehr…
Niklas van Heiss: Estimation of Prediction Intervals for Next-Day Air Temperatures in South Korea Using D-vine Copula Based Quantile Regression. Masterarbeit, 2020 mehr…
Renée Thommes : Conditional Kendall's τ estimation based on weights. Masterarbeit, 2020 mehr…

2019

Marija Tepegjozova: D- and C-vine quantile regression for large data sets. Masterarbeit, 2019 mehr…
Özge Sahin: Statistical Analysis of the Number of Sales of a Pharmacy Product. Masterarbeit, 2019 mehr…

2018

Georg Huber: D-vine copula based mean regression and a comparison with gradient boosting. Masterarbeit, 2018 mehr…
Jakob Herrmann: Regular vine copula based quantile regression. Masterarbeit, 2018 mehr…
Jixuan Wang: Dependence modelling of operational risk with special focus on multivariate compound Poisson processes. Masterarbeit, 2018 mehr…
Raphael Weber: Value at Risk Estimation with Subset Simulation. Masterarbeit, 2018 mehr…

2017

Felix Hunschede: D-Vine Copula Based Modelling and Forecasting of Exposure Limits in Reinsurance. Masterarbeit, 2017 mehr…
Ligeng Zhong: Empirical study of GAM vine copula models for S&P 100 data. Masterarbeit, 2017 mehr…
Ludovica Spazzini: Calibration of ensemble weather forecasts using D-vine copula models. Masterarbeit, 2017 mehr…
Niklas Schallhorn: D-vine quantile regression for mixed discrete and continuous data with applications to bank stress testing. Masterarbeit, 2017 mehr…

2016

Alexander Sakuth: Identification of Directly Imputable Missing Data Patterns Using R-vine Copulas and Application to Multiple Imputation. Masterarbeit, 2016 mehr…
Alexej Brauer : Kernel Estimation of Conditional Copula Densities. Masterarbeit, 2016 mehr…
Christian Bumann: Sparse structure selection for high-dimensional vine copula models. Masterarbeit, 2016 mehr…
Johannes Süß: Vine Copula Modeling in Operational Risk. Masterarbeit, 2016 mehr…
Silvia Hannes: Recognition of Truncated Vine Copula Models by Application of Gaussian DAG Structures. Masterarbeit, 2016 mehr…

2015

Benedikt Schamberger: Bayesian Analysis of the One-Factor Copula Model with Applications to Finance. Masterarbeit, 2015 mehr…
Nicole Barthel: Multivariate Survival Analysis using Vine-Copulas. Masterarbeit, 2015 mehr…
Stefan Glogger: Visualization of Trivariate Vine Copulae. Bachelorarbeit, 2015 mehr…
Susanna Elsner: Vine Copula based analysis of online customer demand under market competition. Masterarbeit, 2015 mehr…
Yulong Guo: Likelihood Discrimination of Three Dimensional Vine Copula Models. Masterarbeit, 2015 mehr…

2014

Otto Kähm: Assessing System Relevance of Financial Institutions Using Pair-Copula Constructions for Modeling. Masterarbeit, 2014 mehr…
Stephan Zeisberger: Vine Copula Imputation. Masterarbeit, 2014 mehr…
Thomas Nagler: Kernel Methods for Vine Copula Estimation. Masterarbeit, 2014 mehr…

2013

Amina Boukharrata: Nonparametric Estimation of Three Dimensional Pair-Copula Constructions. Masterarbeit, 2013 mehr…
Dominik Neubauer: Return and VaR Prediction of Equity Portfolios Using DAG and R-Vine Copula Based Models. Masterarbeit, 2013 mehr…
Eva Scheungrab: Copula Based Discriminant Analysis with Application. Masterarbeit, 2013 mehr…
Martina Beil: Modeling Dependencies among Financial Asset Returns Using Copulas. Masterarbeit, 2013 mehr…
Patrick Eschenburg: Properties of extreme-value copulas. Diplomarbeit, 2013 mehr…
Tobias M. Erhardt: Predicting Temperature Time Series Using Spatial Vine Copulae. Masterarbeit, 2013 mehr…

2012

Anastasia Schmidt: Sequential R-Vine Copula Selection Using Different Weights. Diplomarbeit, 2012 mehr…
Katharina Hendrich: Copula-based Analysis of Interdependence among Companies in the Banking and Insurance Sector. Diplomarbeit, 2012 mehr…
Michael Pachali: Modeling dependence among meteorological measurements and tree ring data. Diplomarbeit, 2012 mehr…
Philippe Bretan: Parent orderings in pair-copula Bayesian networks. Diplomarbeit, 2012 mehr…
Stephan Jeske: Heuristic Sequential Model Selection Strategies for R-Vine Copulas: Comparison and Applications. Masterarbeit, 2012 mehr…
Xaver Nebauer: Local change point detection in time-varying R-vine copula models. Diplomarbeit, 2012 mehr…

2011

Elisabeth Hobmaier: Influences on the loss of bone density in perimenopausal women - Applying linear mixed models. Diplomarbeit, 2011 mehr…
Jiying Luo: Stepwise estimation of D-Vines with arbitrary specified copula pairs and EDA Tools. Diplomarbeit, 2011 mehr…
Lutz Gruber: Bayesian Analysis of R-Vine Copulas. Masterarbeit, 2011 mehr…

2010

Eike Brechmann: Truncated and simplified regular vines and their applications. Diplomarbeit, 2010 mehr…
Jeffrey F. Dißmann: Statistical Inference for Regular Vines and Application. Diplomarbeit, 2010 mehr…
Jiabao Ma: Bayesian inference for D-vine pair-copula constructions based on different bivariate families. Diplomarbeit, 2010 mehr…
Matthias Lindinger: Modelling Dependence between Loss Triangles using Copula and DVine Constructions. Diplomarbeit, 2010 mehr…
Natalia Belgorodski: Selecting pair-copula families for regular vines with application to the multivariate analysis of European stock market indices. Diplomarbeit, 2010 mehr…
Ulf Schepsmeier: Maximum likelihood estimation of C-vine pair-copula constructions based on bivariate copulas from different families. Diplomarbeit, 2010 mehr…

2009

Jasper Niklas Lanzendörfer: Joint estimation of parameters in multivariate normal regression with correlated errors using pair-copula constructions and an application to finance. Diplomarbeit, 2009 mehr…

2008

Florian Gärtner: Bayesian Analysis of Multivariate Time Series Models based on Pair-Copula Construction. Diplomarbeit, 2008 mehr…

2007

Tanja Baumann: Modellierung von stochastischen Abhängigkeitsstrukturen auf Graphen. Diplomarbeit, 2007 mehr…

PhD and Habilitation Theses

2021

2020

2019

2018

2017

2015

2014

2013

2012

2011

2010

Diploma, Master and Bachelor Theses

2022

2021

2020

2019

2018

2017

2016

2015

2014

2013

2012

2011

2010

2009

2008

2007