Báo cáo viên: Phạm Việt Hùng
Thời gian: 14h, Thứ 5, ngày 30/5/2019
Địa điểm: Phòng 302, Nhà A5, Viện Toán học
Tóm tắt: Constructing a multivariate distribution between correlated random variables with fixed marginal distributions is an important problem in modelling. In this talk, we present an introduction to two special kinds of copula: Bernstein and B-Spline. Some practical applications are also discussed.
References:
- Rose Baker. An order-statistics-based method for constructing multivariate distributions with fixed marginals. Journal of Multivariate Analysis 99 (2008) 2312–2327.
- Kuriki et al. Dependence Properties of B-Spline Copulas. arXiv:1902.04749v1
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