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Keyword Search Criteria: Tail Dependence returned 6 record(s)
Sunday, 07/29/2018
Model Based Clustering via Copula and Applications
Marta Nai Ruscone, LIUC
4:50 PM

Monday, 07/30/2018
Bayesian Bivariate Extreme Value Analysis with Application in Environmental Statistics
Yuan Tian, North Carolina State University; Brian Reich, North Carolina State University


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


Tuesday, 07/31/2018
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

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

Thursday, 08/02/2018
Local Likelihood Estimation of Complex Tail Dependence Structures in High Dimensions, Applied to U.S. Precipitation Extremes
Raphaƫl Huser, KAUST; Daniela Castro, King Abdullah University of Science and Technology
8:35 AM