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Copulas based inference for discrete or mixed data
Multi angle
Authors : Rémillard, Bruno (Author of the conference)
CIRM (Publisher )
62E20 - Asymptotic distribution theory in statistics
62G10 - Nonparametric hypothesis testing
62G20 - Nonparametric asymptotic efficiency
62H15 - Multivariate hypothesis testing
CIRM (Publisher )
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Abstract :
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.
Keywords : dependence models; count data; copulas
MSC Codes : Keywords : dependence models; count data; copulas
62E20 - Asymptotic distribution theory in statistics
62G10 - Nonparametric hypothesis testing
62G20 - Nonparametric asymptotic efficiency
62H15 - Multivariate hypothesis testing
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Information on the Video
Film maker : Hennenfent, GuillaumeLanguage : English Available date : 10/03/16 Conference Date : 23/02/2016 Subseries : Research talks arXiv category : Statistics Theory Mathematical Area(s) : Probability & Statistics Format : MP4 (.mp4) - HD Video Time : 00:33:02 Targeted Audience : Researchers Download : https://videos.cirm-math.fr/2016-02-23_Remillard.mp4 
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Information on the Event
Event Title : Thematic month on statistics - Week 4: Extremes, copulas and actuarial science / Mois thématique sur les statistiques - Semaine 4 : Extrêmes, copules et actuariatEvent Organizers : Boutahar, Mohamed ; Pommeret, Denys ; Royer-Carenzi, Manuela Dates : 22/02/16 - 28/02/16 Event Year : 2016 Event URL : http://conferences.cirm-math.fr/1618.html
Citation Data
DOI : 10.24350/CIRM.V.18934103Cite this video as: Rémillard, Bruno (2016). Copulas based inference for discrete or mixed data. CIRM. Audiovisual resource. doi:10.24350/CIRM.V.18934103 URI : http://dx.doi.org/10.24350/CIRM.V.18934103 |
See Also
- [Multi angle] On tail dependence coefficients of transformed multivariate Archimedean copulas / Author of the conference Di Bernardino, Elena.
- [Multi angle] Discrete Schur-constant models in inssurance / Author of the conference Lefèvre, Claude.
- [Multi angle] Fractional Poisson process: long-range dependence and applications in ruin theory / Author of the conference Biard, Romain.
- [Multi angle] A measure of dependence for stable distributions / Author of the conference Nolan, John P..
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