Video: Toshinao Yoshiba, "Skew t-Copula and its Estimation: For Application to Risk Aggregation"

Video From 13w5146: Non-Gaussian Multivariate Statistical Models and their Applications

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

Toshinao Yoshiba, Video: Skew t-Copula and its Estimation: For Application to Risk Aggregation

Toshinao Yoshiba, Skew t-Copula and its Estimation: For Application to Risk Aggregation, Non-Gaussian Multivariate Statistical Models and their Applications, BIRS, BIRS talk, 13w5146, math, mathematics, video

Banff International Research Station

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40M

http://www.birs.ca/events/2013/5-day-workshops/13w5146/videos

http://www.birs.ca/events/2013/5-day-workshops/13w5146/videos/watch/201305231057-Yoshiba.html

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