C13 - Chapter 4

17 Outubro 2018, 10:00 • Alexandra Bugalho de Moura

4.3. Measures of dependency

4.4. Tail dependence

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C12 - Chapter 4

15 Outubro 2018, 16:00 • Alexandra Bugalho de Moura

4.2 Skalar's theorem and copulas

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C11 - Chapter 4

12 Outubro 2018, 11:30 • Alexandra Bugalho de Moura

Exercises:

- the dispersed linear exponential family

4.  INTRODUCTION TO COPULAS

4.1. Introduction

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C10 - Chapter 3

10 Outubro 2018, 10:00 • Alexandra Bugalho de Moura

Fisher-Tippet theorem: examples.

3.3.  Generalised Pareto distribution.

Stability of excesses of the generalized Pareto distributions. Examples. 

Exercises.

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C9 - Chapter 3

8 Outubro 2018, 15:30 • Alexandra Bugalho de Moura

3.2. Recognition of families of distributions and their relations.

3.3. Extreme value distributions: distribution of the maximum; stability of the maximum of the extreme value distribution;

Examples

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