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

  1. Title:
    Skew-Symmetric Distributions in 45'

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  2. Title:
    Pair-copula constructions – even more flexible than copulas

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  3. Title:
    Moment-Free Measures for the Multivariate Skew-t Distribution

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  4. Title:
    Strength of Tail Dependence based on Conditional Tail Expectation

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  5. Title:
    Testing for Skew-Symmetric Models

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  6. Title:
    Empirical and Sequential Empirical Copula Processes under Serial Dependence and Weak Smoothness Conditions

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  7. Title:
    Nonparametric Identification of Copula Structures

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  8. Title:
    State Space Models for Binary Response Data with Flexible Skewed Link Functions

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  9. Title:
    Bayesian Inference for the Multivariate Skew-Normal Distribution: A Population Monte-Carlo Approach

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  10. Title:
    Pros and Cons of Skew-Symmetric Distributions and Copulas – Discussion

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  11. Title:
    Tests of Independence for Sparse Contingency Tables and Beyond

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  12. Title:
    Testing Hypotheses for the Copula of Dynamic Models

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  13. Title:
    A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing

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  14. Title:
    Analysis of Heavy Rainfall in High Dimensions

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  15. Title:
    Nonparametric Mixtures based on Skew-Normal Distributions: An Application to Density Estimation

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  16. Title:
    Tail Dependence Elicitation for Ice Sheets

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  17. Title:
    Some Challenges in Portfolio Theory and Asset Pricing

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  18. Title:
    Multivariate Negative Binomial Models for Insurance Claim Counts

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  19. Title:
    Factor Copula Models for Item Response Data

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  20. Title:
    Skew t-Copula and its Estimation: For Application to Risk Aggregation

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