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https://www.concordia.ca/content/shared/en/events/main/2020/02/27/a-birds-eye-view-to-copula-modeling.html

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Workshops & seminars

Lecture: A bird's eye view to copula modeling

Date and time
Date & time

February 27, 2020
2 p.m. – 4 p.m.

Where
Where

Room EV01.162
Engineering, Computer Science and Visual Arts Integrated Complex
1515 St. Catherine W.
Sir George Williams Campus

Cost
Cost

This event is free

Wheelchair accessible
Wheelchair accessible

Yes

Speaker(s)
Speaker(s)

Prof. Christian Genest

Contact
Contact

Shadi Hatami

In this talk, designed for a broad audience, professor Christian 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.

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.

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