A gentle introduction to copula modeling

Datum dogodka: 
torek, 20. oktober 2020 - 14:00
Lokacija predavanja: 
predavanje na daljavo
Predavatelj: 
prof. dr. Christian Genest

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.

Informacije za videokonferenco:

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Na kratko o IBMI

Inštitut za biostatistiko in medicinsko informatiko (IBMI), prej Inštitut za biomedicinsko informatiko (torej tudi IBMI), je Medicinska fakulteta ustanovila leta 1973 kot izraz potrebe po izvajanju in usklajevanju del, vezanih na analizo podatkov in posredovanje informacij. Program dela in razvoja se je skozi čas prilagajal predvsem spremembam pri financiranju in tehnološkemu napredku, vendar so temeljne smernice ostale enake: inštitut se predvsem posveča dejavnostim, ki so pomembne za raziskovalno delo v medicini. Te pa lahko razdelimo na:

Kontakt

Inštitut za biostatistiko in medicinsko informatiko
Medicinska fakulteta
Univerza v Ljubljani
Vrazov trg 2, 1000 Ljubljana, Slovenija

tel: (01) 543-77-70
fax: (01) 543-77-71
email: ibmi (at) mf.uni-lj.si