Non-Gaussian Multivariate Statistical Models and their Applications
Videos from BIRS Workshop
Adelchi Azzalini, Università di Padova
Monday May 20, 2013 09:34 - 10:13
Skew-Symmetric Distributions in 45'
Kjersti Aas, Norwegian Computing Center
Monday May 20, 2013 13:01 - 14:02
Pair-copula constructions – even more flexible than copulas
Emanuele Giorgi, University of Padova
Monday May 20, 2013 14:03 - 14:31
Moment-Free Measures for the Multivariate Skew-t Distribution
Lei Hua, Northern Illinois Univerity
Monday May 20, 2013 14:32 - 15:00
Strength of Tail Dependence based on Conditional Tail Expectation
María Dolores Jiménez-Gamero, University of Sevilla
Monday May 20, 2013 17:01 - 17:28
Testing for Skew-Symmetric Models
Stanislav Volgushev, Ruhr-Universitaet Bochum
Tuesday May 21, 2013 09:00 - 09:26
Empirical and Sequential Empirical Copula Processes under Serial Dependence and Weak Smoothness Conditions
Marc Genton, King Abdullah University of Science and Technology
Tuesday May 21, 2013 09:27 - 09:58
Nonparametric Identification of Copula Structures
Dipak Dey, University of Connecticut
Tuesday May 21, 2013 10:30 - 11:00
State Space Models for Binary Response Data with Flexible Skewed Link Functions
Brunero Liseo, University La Sapienza of Rome
Tuesday May 21, 2013 11:03 - 11:33
Bayesian Inference for the Multivariate Skew-Normal Distribution: A Population Monte-Carlo Approach
Chris Adcock, Sheffield University Management School
Tuesday May 21, 2013 14:16 - 15:01
Pros and Cons of Skew-Symmetric Distributions and Copulas – Discussion
Johanna Neslehova, McGill University
Tuesday May 21, 2013 15:31 - 16:01
Tests of Independence for Sparse Contingency Tables and Beyond
Bruno Rémillard, HEC Montréal
Tuesday May 21, 2013 16:03 - 16:28
Testing Hypotheses for the Copula of Dynamic Models
Ivan Kojadinovic, Université de Pau et des Pays de l'Adour
Tuesday May 21, 2013 16:29 - 16:51
A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing
Philippe Naveau, Commissariat à l'énergie atomique et aux énergies alternatives
Wednesday May 22, 2013 09:04 - 09:35
Analysis of Heavy Rainfall in High Dimensions
Rosangela Loschi, Universidade Federal de Minas Gerais
Wednesday May 22, 2013 09:36 - 10:12
Nonparametric Mixtures based on Skew-Normal Distributions: An Application to Density Estimation
Roger Cooke, Resources for the Future
Wednesday May 22, 2013 10:37 - 11:06
Tail Dependence Elicitation for Ice Sheets
Chris Adcock, Sheffield University Management School
Wednesday May 22, 2013 11:07 - 11:35
Some Challenges in Portfolio Theory and Asset Pricing
Emiliano Valdez, University of Connecticut
Thursday May 23, 2013 09:33 - 10:03
Multivariate Negative Binomial Models for Insurance Claim Counts
Aristidis K. Nikoloulopoulos, University of East Anglia
Thursday May 23, 2013 10:29 - 10:56
Factor Copula Models for Item Response Data
Toshinao Yoshiba, Bank of Japan and Institute of Statistical Mathematics
Thursday May 23, 2013 10:57 - 11:15
Skew t-Copula and its Estimation: For Application to Risk Aggregation
Dorota Kurowicka, Nanyang Technological University
Thursday May 23, 2013 11:24 - 11:58
Joint density of correlations in correlation matrix with chordal sparsity patterns
Alexander McNeil, Heriot-Watt University
Thursday May 23, 2013 13:33 - 14:27
Multivariate Scenario Sets in the Non-Gaussian World
Ivan Kojadinovic, Université de Pau et des Pays de l'Adour
Thursday May 23, 2013 15:41 - 16:20
A Brief Presentation of the R Copula Package
Eike Brechmann, Technische Universitaet Muenchen
Thursday May 23, 2013 16:21 - 16:55
Statistical Inference of Vine Copulas using the R-Package VineCopula
