Legend:
CC = Vancouver Convention Centre F = Fairmont Waterfront Vancouver
* = applied session ! = JSM meeting theme
Activity Details
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275 !
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Tue, 7/31/2018,
8:30 AM -
10:20 AM
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CC-East 9
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Advances in Dependence Modeling Through Copulas — Invited Papers
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SSC, IMS, Section on Risk Analysis
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Organizer(s): Johanna G. Neslehova, McGill University
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Chair(s): Johanna G. Neslehova, McGill University
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8:35 AM
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Visualizing Dependence in High Dimensions
Marius Hofert, University of Waterloo; Wayne Oldford, University of Waterloo
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9:00 AM
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Bayesian Inference for Conditional Copulas Using Gaussian Process Single Index Models
Radu V Craiu, University of Toronto; Evgeny Levi, University of Toronto
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9:25 AM
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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
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9:50 AM
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Semiparametric Inference for Copulas of Mixed Data
Bruno Remillard, HEC Montreal; Christian Genest, McGill University; Johanna G. Neslehova, McGill University
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10:15 AM
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Floor Discussion
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