JSM 2011 Online Program

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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

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