Online Program Home
My Program

Keyword Search

Legend:
CC = Vancouver Convention Centre   F = Fairmont Waterfront Vancouver
* = applied session       ! = JSM meeting theme

Keyword Search Criteria: Copulas returned 15 record(s)
Sunday, 07/29/2018
Dependence Modeling for Recurrent Event Times Subject to Right-Censoring with D-Vine Copulas
Nicole Barthel, Technical University Munich; Candida Geerdens, Hasselt University; Claudia Czado, Technical University Munich; Paul Janssen, Hasselt University


Dependence Modeling for Recurrent Event Times Subject to Right-Censoring with D-Vine Copulas
Nicole Barthel, Technical University Munich; Candida Geerdens, Hasselt University; Claudia Czado, Technical University Munich; Paul Janssen, Hasselt University
2:25 PM

Monday, 07/30/2018
Full-Range Tail Dependence Copulas with Applications in Insurance
Rafael Lovas, Purdue University; Tom Leinart, Purdue University; Jianxi Su, Purdue University


Dependence Among Spectral-Based Measures Through Copulas: Theoretical Framework and Research on Change-Points
Charles Fontaine, King Abdullah University of Science and Technology; Hernando Ombao, King Abdullah University of Science and Technology; Yongxin Zhu, King Abdullah University of Science and Technology
10:50 AM

Tuesday, 07/31/2018
Analysis of Non-Stationary Time Series Using Copula-Based Dependence Measures
Yongxin Zhu, King Abdullah University of Science and Technology; Charles Fontaine, King Abdullah University of Science and Technology; Hernando Ombao, King Abdullah University of Science and Technology


Visualizing Dependence in High Dimensions
Marius Hofert, University of Waterloo; Wayne Oldford, University of Waterloo
8:35 AM

Bayesian Inference for Conditional Copulas Using Gaussian Process Single Index Models
Radu V Craiu, University of Toronto; Evgeny Levi, University of Toronto
9:00 AM

Conditional Normal Copulas and Their Use in Applications
Pavel Krupskiy, University of British Columbia; Harry Joe, University of British Columbia; Marc G Genton, King Abdullah University of Science and Technology
9:25 AM

Semiparametric Inference for Copulas of Mixed Data
Bruno Remillard, HEC Montreal; Christian Genest, McGill University; Johanna G. Neslehova, McGill University
9:50 AM

A Flexible Construction for Bivariate Copulas Emphasizing Local Dependence
Xiaonan Zhu, New Mexico State University; Suttisak Wisadwongsa, Chiang Mai University; Tonghui Wang, New Mexico State University
11:35 AM

Bayesian Analysis of Multivariate Crash Counts Using Copulas
Eun Sug Park, Texas A&M Transportation Institute; Man-Suk Oh, Ewha Womans University; Rosy Oh, Ewha Womans University; Jae Youn Ahn, Ewha Womans University
2:05 PM

Modeling Count Data via Copulas: Comparison of Kendall's Tau and Spearman's Rho
Hadi Safari Katesari, Southern Illinois ?University, Carbondale; Samira Zaroudi, Science and Research Branch, Islamic Azad University; Reza Safari Katesari, Payame Noor University; S. Yaser Samadi, Southern Illinois University
2:20 PM

Implicit Copulas from Bayesian Regularized Regression Smoothers
Nadja Klein, University of Melbourne; Michael Stanley Smith, University of Melbourne
2:45 PM

Variational Bayes Estimation of Time Series Copulas for Multivariate Ordinal and Mixed Data
Michael Stanley Smith, University of Melbourne; Ruben Loaiza-Maya, Unviersity of Melbourne
3:05 PM

Wednesday, 08/01/2018
On a Class of Full-Range Tail Dependence Copulas with Insurance Applications
Jianxi Su, Purdue University; Lei Hua, Northern Illinois University
3:25 PM