Spletno predavanje prof. dr. Christiana Genesta: A gentle introduction to copula modeling [20. 10. 2020 ob 14:15]

Vljudno vabljeni na predavanje v okviru biostatističnega centra, v torek, 20. oktobra 2020, ob 14:15 prek Zoom-a. Predaval bo prof. dr. Christian Genest iz McGill University (Kanada) na temo A gentle introduction to copula modeling.

Za razumevanje predavanj je dobrodošlo znanje diplomiranega matematika ali študenta
višjih letnikov matematike.

In this talk, designed for a broad mathematical audience, Dr. Genest will describe a relatively new and highly popular way of modeling multivariate data using copulas. This
approach, which has found countless successful applications in areas such as finance, insurance, environmental science and the medical field over the past 30 years, is more general and flexible than traditional regression analysis or Cox’s proportional hazards model. Dr. Genest, who is widely regarded as one of the founders and most prolific contributors to copula modeling, will cover the basics of model construction, estimation, and validation using rank-based techniques. He will also outline some of the current challenges in the field.

Ljubitelji matematike vljudno vabljeni!

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