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Statistical procedures for composite hypotheses involving copulas

Statistical procedures for composite hypotheses involving copulas
涉及联结函数的复合假设的统计程序
批准号:
327108-2009
负责人:
Quessy, JeanFrançois
金额:
$1.71万
依托单位国家:
加拿大
项目类别:
Discovery Grants Program - Individual
财政年份:
2013
资助国家:
加拿大
项目状态:
已结题
起止时间:
2013-01-01 至 2014-12-31

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英文摘要
A thorough understanding of many financial and climatic phenomena requires the simultaneous observation of many random variables. Recently, the theory of copulas has revolutionized the classical approach of multidimensional modelling by perfectly defining the nature of the dependence between random variables without relying on the individual stochastic behaviours. However, a satisfactory and rigorous application of copulas requires the use of statistical methods that are strongly justified, which remains to be developed in many contexts of applications.
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Formal statistical tools for the dependence modeling of environmental data
  • 批准号:
    RGPIN-2019-06854
  • 项目类别:
    Discovery Grants Program - Individual
  • 资助金额:
    $2.62万
  • 财政年份:
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  • 依托单位:
Formal statistical tools for the dependence modeling of environmental data
  • 批准号:
    RGPIN-2019-06854
  • 项目类别:
    Discovery Grants Program - Individual
  • 资助金额:
    $2.62万
  • 财政年份:
    2021
  • 负责人:
    Quessy, JeanFrançois
  • 依托单位:
Formal statistical tools for the dependence modeling of environmental data
  • 批准号:
    RGPIN-2019-06854
  • 项目类别:
    Discovery Grants Program - Individual
  • 资助金额:
    $2.62万
  • 财政年份:
    2020
  • 负责人:
    Quessy, JeanFrançois
  • 依托单位:
Formal statistical tools for the dependence modeling of environmental data
  • 批准号:
    RGPIN-2019-06854
  • 项目类别:
    Discovery Grants Program - Individual
  • 资助金额:
    $2.62万
  • 财政年份:
    2019
  • 负责人:
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  • 依托单位:
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