PhD and Habilitation Theses

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…

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…

Diploma, Master and Bachelor Theses

2016

  • Alexander Sakuth: Identification of Directly Imputable Missing Data Patterns Using R-vine Copulas and Application to Multiple Imputation. Masterarbeit, 2016 mehr…
  • Christian Bumann: Sparse structure selection for high-dimensional vine copula models. 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…