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This is the preliminary program for the 2009 Joint Statistical
Meetings in Washington, DC.
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The views expressed here are those of the individual authors and not necessarily those of the ASA or its board, officers, or staff. Back to main JSM 2009 Program page |
= Applied Session,
= Theme Session,
= Presenter| 587 | Thu, 8/6/09, 10:30 AM - 12:20 PM | CC-149B |
| Methods, Computing, and Application of Copulas - Topic Contributed - Papers | ||
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Business and Economic Statistics Section, SSC |
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| Organizer(s): Jun Yan, University of Connecticut | ||
| Chair(s): Jun Yan, University of Connecticut | ||
| 10:35 AM |
Properties and Uses of the Empirical Copula Process — Christian Genest, Université Laval
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| 10:55 AM |
Copula-Based Tests of Independence Among Continuous Random Vectors — Ivan Kojadinovic, The University of Auckland
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| 11:15 AM |
Archimedean Copulas and Beyond — Johanna Neslehova, ETH Zurich
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| 11:35 AM |
Local Power Analyses of Goodness-of-Fit Tests for Copulas — Jean-Francois Quessy, Universite du Quebec a Trois-Rivieres
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| 11:55 AM |
Hierarchical Insurance Claims Modeling — Emiliano A. Valdez, University of Connecticut; Edward W. Frees, University of Wisconsin-Madison
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| 12:15 PM | Floor Discussion | |
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JSM 2009
For information, contact jsm@amstat.org
or phone (888) 231-3473. If you have questions about the Continuing Education program,
please contact the Education Department. |