Non-Gaussian Multivariate Statistical Models and their Applications

Videos from BIRS Workshop 13w5146

, Università di Padova
- 10:13
Skew-Symmetric Distributions in 45'
Watch video | Download video: 201305200934-Azzalini.mp4 (120M)
, Norwegian Computing Center
- 14:02
Pair-copula constructions – even more flexible than copulas
Watch video | Download video: 201305201301-Aas.mp4 (155M)
, University of Padova
- 14:31
Moment-Free Measures for the Multivariate Skew-t Distribution
Watch video | Download video: 201305201403-Giorgi.mp4 (82M)
, Northern Illinois Univerity
- 15:00
Strength of Tail Dependence based on Conditional Tail Expectation
Watch video | Download video: 201305201432-Hua.mp4 (71M)
, University of Sevilla
- 17:28
Testing for Skew-Symmetric Models
Watch video | Download video: 201305201701-JimnezGamero.mp4 (97M)
, Ruhr-Universitaet Bochum
- 09:26
Empirical and Sequential Empirical Copula Processes under Serial Dependence and Weak Smoothness Conditions
Watch video | Download video: 201305210900-Volgushev.mp4 (74M)
, King Abdullah University of Science and Technology
- 09:58
Nonparametric Identification of Copula Structures
Watch video | Download video: 201305210927-Genton.mp4 (71M)
, University of Connecticut
- 11:00
State Space Models for Binary Response Data with Flexible Skewed Link Functions
Watch video | Download video: 201305211030-Dey.mp4 (77M)
, University La Sapienza of Rome
- 11:33
Bayesian Inference for the Multivariate Skew-Normal Distribution: A Population Monte-Carlo Approach
Watch video | Download video: 201305211103-Liseo.mp4 (75M)
, Sheffield University Management School
- 15:01
Pros and Cons of Skew-Symmetric Distributions and Copulas – Discussion
Watch video | Download video: 201305211416-Adcock.mp4 (217M)
, McGill University
- 16:01
Tests of Independence for Sparse Contingency Tables and Beyond
Watch video | Download video: 201305211531-Neslehova.mp4 (70M)
, HEC Montréal
- 16:28
Testing Hypotheses for the Copula of Dynamic Models
Watch video | Download video: 201305211603-Rmillard.mp4 (65M)
, Université de Pau et des Pays de l'Adour
- 16:51
A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing
Watch video | Download video: 201305211629-Kojadinovic.mp4 (46M)
, Commissariat à l'énergie atomique et aux énergies alternatives
- 09:35
Analysis of Heavy Rainfall in High Dimensions
Watch video | Download video: 201305220904-Naveau.mp4 (103M)
, Universidade Federal de Minas Gerais
- 10:12
Nonparametric Mixtures based on Skew-Normal Distributions: An Application to Density Estimation
Watch video | Download video: 201305220936-Loschi.mp4 (92M)
, Resources for the Future
- 11:06
Tail Dependence Elicitation for Ice Sheets
Watch video | Download video: 201305221037-Cooke.mp4 (116M)
, Sheffield University Management School
- 11:35
Some Challenges in Portfolio Theory and Asset Pricing
Watch video | Download video: 201305221107-Adcock.mp4 (68M)
, University of Connecticut
- 10:03
Multivariate Negative Binomial Models for Insurance Claim Counts
Watch video | Download video: 201305230933-Valdez.mp4 (83M)
, University of East Anglia
- 10:56
Factor Copula Models for Item Response Data
Watch video | Download video: 201305231029-Nikoloulopoulos.mp4 (63M)
, Bank of Japan and Institute of Statistical Mathematics
- 11:15
Skew t-Copula and its Estimation: For Application to Risk Aggregation
Watch video | Download video: 201305231057-Yoshiba.mp4 (40M)
, Nanyang Technological University
- 11:58
Joint density of correlations in correlation matrix with chordal sparsity patterns
Watch video | Download video: 201305231124-Kurowicka.mp4 (93M)
, Heriot-Watt University
- 14:27
Multivariate Scenario Sets in the Non-Gaussian World
Watch video | Download video: 201305231333-McNeil.mp4 (127M)
, Université de Pau et des Pays de l'Adour
- 16:20
A Brief Presentation of the R Copula Package
Watch video | Download video: 201305231541-Kojadinovic.mp4 (130M)
, Technische Universitaet Muenchen
- 16:55
Statistical Inference of Vine Copulas using the R-Package VineCopula
Watch video | Download video: 201305231621-Brechmann.mp4 (101M)