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CC = Vancouver Convention Centre   F = Fairmont Waterfront Vancouver
* = applied session       ! = JSM meeting theme

Activity Details

275 ! Tue, 7/31/2018, 8:30 AM - 10:20 AM CC-East 9
Advances in Dependence Modeling Through Copulas — Invited Papers
SSC, IMS, Section on Risk Analysis
Organizer(s): Johanna G. Neslehova, McGill University
Chair(s): Johanna G. Neslehova, McGill University
8:35 AM Visualizing Dependence in High Dimensions

Marius Hofert, University of Waterloo; Wayne Oldford, University of Waterloo
9:00 AM Bayesian Inference for Conditional Copulas Using Gaussian Process Single Index Models

Radu V Craiu, University of Toronto; Evgeny Levi, University of Toronto
9:25 AM 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
9:50 AM Semiparametric Inference for Copulas of Mixed Data
Bruno Remillard, HEC Montreal; Christian Genest, McGill University; Johanna G. Neslehova, McGill University
10:15 AM Floor Discussion