Christian Genest: A gentle introduction to copula modeling

Date of publication: 12. 10. 2020
Mathematics colloquium
Torek, 20. oktober 2020, ob 14:15, predavanje preko Zoom-a
In this talk, designed for a broad mathematical audience, Dr. Genest will describe a relatively new and highly popular way of modeling multivariate data using copulas. This approach, which has found countless successful applications in areas such as finance, insurance, environmental science and the medical field over the past 30 years, is more general and flexible than traditional regression analysis or Cox’s proportional hazards model. Dr. Genest, who is widely regarded as one of the founders and most prolific contributors to copula modeling, will cover the basics of model construction, estimation, and validation using rank-based techniques. He will also outline some of the current challenges in the field.

The lecture will be given via ZOOM:

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Meeting ID: 930 8428 0457 Passcode: 568238
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Primož Moravec