A gentle introduction to copula modeling

Event Date: 
Tuesday, 20 October, 2020 - 14:00
Prof Christian Genest, PhD

In this talk, designed for a broad mathematical audience, Dr. Genest will describe a relatively new and highly popular way of modeling multivariate data using copulas. This approach, which has found countless successful applications in areas such as finance, insurance, environmental science and the medical field over the past 30 years, is more general and flexible than traditional regression analysis or Cox’s proportional hazards model. Dr.Genest, who is widely regarded as one of the founders and most prolific contributors to copula modeling, will cover the basics of model construction, estimation, and validation using rank-based techniques. He will also outline some of the current challenges in the field.

Videoconference information:

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Meeting ID: 930 8428 0457

Passcode: 568238

About IBMI

Institute for Biostatistics and Medical Informatics (IBMI), formerly Institute for BioMedical Informatics (so still IBMI) was founded by the Faculty of Medicine as a result of a need for a unit which would perform, or coordinate, tasks related to data analysis and providing information, relevant for research in medicine. The programme of the institute, and its development, have been adjusting thorugh time to changes in financing and technological progress, but the basic aim remain the same: to support research in medicine. This is achieved through the following tasks:


Institute for Biostatistics and Medical Informatics
University of Ljubljana, Faculty of Medicine
Vrazov trg 2, 1000 Ljubljana

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