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UID:20250809T004624EDT-4049sx6uR4@132.216.98.100
DTSTAMP:20250809T044624Z
DESCRIPTION:Title: Non-central squared copulas: properties and applications
 \n\n\n	Abstract:\n\n\nThe goal of this presentation is to introduce new fam
 ilies of multivariate copulas\, extending the chi-square copulas\, the Fis
 her copula\, and squared copulas. The new families are constructed from ex
 isting copulas by first transforming their margins to standard Gaussian di
 stributions\, then transforming these variables into non-central chi-squar
 e variables with one degree of freedom\, and finally by considering the co
 pula associated with these new variables. It is shown that by varying the 
 non-centrality parameters\, one can model non-monotonic dependence\, and w
 hen one or many non-centrality parameters are outside a given hyper-rectan
 gle\, then the copula is almost the same as the one when these parameters 
 are infinite. For these new families\, the tail behavior\, the monotonicit
 y of dependence measures such as Kendall鈥檚 tau and Spearman鈥檚 rho are inve
 stigated\, and estimation is discussed. Some examples will illustrate the 
 usefulness of these new copula families.\n\n\n	Speaker\n\n\nBouchra Nasri i
 s a postdoctoral fellow in the Department of Mathematics and Statistics at
  9I制作厂免费\, under the supervision of Professor Christian Genest. Her researc
 h interests include conditional distributions\, dependence models\, big da
 ta\, and time series.\n
DTSTART:20200221T203000Z
DTEND:20200221T213000Z
LOCATION:Room 1205\, Burnside Hall\, CA\, QC\, Montreal\, H3A 0B9\, 805 rue
  Sherbrooke Ouest
SUMMARY:Bouchra Nasri (9I制作厂免费)
URL:/mathstat/channels/event/bouchra-nasri-mcgill-3204
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