Thematic month on statistics - Week 4: Extremes, copulas and actuarial science / Mois thématique sur les statistiques - Semaine 4 : Extrêmes, copules et actuariat

Collection Thematic month on statistics - Week 4: Extremes, copulas and actuarial science / Mois thématique sur les statistiques - Semaine 4 : Extrêmes, copules et actuariat

Organizer(s) Boutahar, Mohamed ; Pommeret, Denys ; Royer-Carenzi, Manuela

Date(s) 22/02/2016 - 26/02/2016

linked URL http://conferences.cirm-math.fr/1618.html

00:00:00 / 00:00:00

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Copulas based inference for discrete or mixed data

By Bruno Rémillard

In this talk I will introduce the multilinear empirical copula for discrete or mixed data and its asymptotic behavior will be studied. This result will then be used to construct inference procedures for multivariate data. Applications for testing independence will be presented.

Information about the video

Date of recording 23/02/2016
Date of publication 10/03/2016
Institution CIRM
Licence CC BY NC ND
Language English
Audience Researchers
Director(s) Guillaume Hennenfent
Format MP4

Citation data

DOI 10.24350/CIRM.V.18934103
Cite this video Rémillard, Bruno (23/02/2016). Copulas based inference for discrete or mixed data. CIRM. Audiovisual resource. DOI: 10.24350/CIRM.V.18934103
URL https://dx.doi.org/10.24350/CIRM.V.18934103

Domain(s)

Statistics Theory

MSC codes

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