JSM 2011 Online Program
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Activity Details
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502 ! | Wed, 8/3/2011, 10:30 AM - 12:20 PM | CC-A101 | |
Advances in Copula Modeling — Topic Contributed Papers | |||
Business and Economic Statistics Section , International Indian Statistical Association | |||
Organizer(s): Michael Stanley Smith , University of Melbourne | |||
Chair(s): Ori Rosen, The University of Texas at El Paso | |||
10:35 AM | Pair Copula Constructions of Multivariate Copulas and Their Applications — Claudia Czado, Technische Universität München | ||
10:55 AM | Pair Copula Constructions for Discrete Data — Anastasios Nicholas Panagiotelis, Technische Universität München ; Claudia Czado, Technische Universität München ; Harry Joe, University of British Columbia | ||
11:15 AM | Estimation of Copula Models with Discrete Margins — Michael Stanley Smith , University of Melbourne ; Mohamad Khaled, University of Sydney | ||
11:35 AM | Flexible Copula Models as Effective Multivariate Density Estimators — Robert Jacob Kohn, University of New South Wales | ||
11:55 AM | Truncated and Simplified Regular Vines for High-Dimensional Financial Risk Modeling — Eike Christian Brechmann, Technische Universität München ; Claudia Czado, Technische Universität München ; Kjersti Aas, Norwegian Computing Center | ||
12:15 PM | Floor Discussion |
2011 JSM Online Program Home
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