|
Abstract:
|
In the first part, the notions of copula and copula models will be introduced. The fundamental role of rank-based techniques for inference purposes will be highlighted. Various tools for model construction, fitting and validation will first be presented in the vanilla case of multivariate continuous data without covariates. It will then be seen how extensions can lead, e.g., to powerful tests of independence for sparse contingency tables and new effective ways of analyzing multivariate time series data.
|
