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:

1. Rose Baker. An order-statistics-based method for constructing multivariate distributions with fixed marginals. Journal of Multivariate Analysis 99 (2008) 2312–2327.
2. Kuriki et al. Dependence Properties of B-Spline Copulas. arXiv:1902.04749v1