Lecture 17

13 Outubro 2023, 14:00 • José Pedro Gaivão

Measures of dependency. Concordance measures Kendall's tau

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Lecture 16

6 Outubro 2023, 13:30 • José Pedro Gaivão

Survival copula. Independent copula, min and max copulas.

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Lecture 15

6 Outubro 2023, 11:00 • José Pedro Gaivão

Skalar’s theorem and copulas.

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Lecture 14

4 Outubro 2023, 15:30 • José Pedro Gaivão

Stability of the maximum of the extreme value distribution; generalised Pareto distribution.

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Lecture 13

2 Outubro 2023, 15:30 • José Pedro Gaivão

Recognition of families of distributions and their relations. 

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