Birs- 13w5146: Non-Gaussian Multivariate Statistical Models and their Applications
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Title: Skew-Symmetric Distributions in 45'
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Title: Pair-copula constructions – even more flexible than copulas
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Title: Moment-Free Measures for the Multivariate Skew-t Distribution
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Title: Strength of Tail Dependence based on Conditional Tail Expectation
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Title: Testing for Skew-Symmetric Models
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Title: Empirical and Sequential Empirical Copula Processes under Serial Dependence and Weak Smoothness Conditions
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Title: Nonparametric Identification of Copula Structures
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Title: State Space Models for Binary Response Data with Flexible Skewed Link Functions
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Title: Bayesian Inference for the Multivariate Skew-Normal Distribution: A Population Monte-Carlo Approach
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Title: Pros and Cons of Skew-Symmetric Distributions and Copulas – Discussion
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Title: Tests of Independence for Sparse Contingency Tables and Beyond
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Title: Testing Hypotheses for the Copula of Dynamic Models
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Title: A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing
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Title: Analysis of Heavy Rainfall in High Dimensions
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Title: Nonparametric Mixtures based on Skew-Normal Distributions: An Application to Density Estimation
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Title: Tail Dependence Elicitation for Ice Sheets
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Title: Some Challenges in Portfolio Theory and Asset Pricing
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Title: Multivariate Negative Binomial Models for Insurance Claim Counts
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Title: Factor Copula Models for Item Response Data
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Title: Skew t-Copula and its Estimation: For Application to Risk Aggregation
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