BEGIN:VCALENDAR VERSION:2.0 PRODID:-//132.216.98.100//NONSGML kigkonsult.se iCalcreator 2.20.4// BEGIN:VEVENT UID:20251227T191513EST-7424JTXp3d@132.216.98.100 DTSTAMP:20251228T001513Z DESCRIPTION:Using transformations of variables to improve inference\n \nAbs tract: In Geenens\, Charpentier & Paindaveine (2017)\, use used probit tra nsformations on bivariate data to improve nonparametrics estimation of the copula density\, as intuited in Charpentier\, Fermanian & Scaillet (2007) . This probit transformation was extending Geenens (2014) in higher dimens ion. The idea of transforming variables in the univariate context was also used in Charpentier & Oulidi (2009)\, to improve quantile estimation. In those articles\, the idea is either to transform variables to 'normalize' them\, or to 'uniformize' them. This can be used to improve density estima tion\, as well as functionals of that distribution. We will see in this ta lk recent results obtained with Emmanuel Flachaire\, in the context of ine quality indices and risk measures. DTSTART:20181129T203000Z DTEND:20181129T213000Z LOCATION:CA\, QC\, Montreal\, H2X 3Y7\, PK-5115\, 201\, av. du Président-Ke nnedy\, SUMMARY:Arthur Charpentier\, UQAM URL:/mathstat/channels/event/arthur-charpentier-uqam-2 92022 END:VEVENT END:VCALENDAR