Dependence modeling and inference for multivariate data

多元数据的依赖建模和推理

• 批准号: 39476-2011
• 负责人: Genest, Christian
• 金额: $ 2.62万
• 依托单位: McGill University
• 依托单位国家: 加拿大
• 项目类别: Discovery Grants Program - Individual
• 财政年份: 2014
• 资助国家: 加拿大
• 起止时间: 2014-01-01 至 2015-12-31
• 项目状态: 已结题
• 来源: https://www.nserc-crsng.gc.ca/ase-oro/Details-Detailles_eng.asp?id=544833
• 关键词: Dependence; modeling; inference; multivariate; data

The research program is concerned with the development of stochastic models and statistical inference proce- dures for the study of dependence between several random variables. This topic is of prime importance in insurance, finance or hydrology, where accounting for dependence between claims, assets or extreme precipitations leads to better risk management practices and improves public safety.

该研究计划涉及随机模型和统计推断过程的发展，用于研究几个随机变量之间的相关性。这一主题在保险、金融或水文领域至关重要，因为在这些领域，对索赔、资产或极端降水之间的依赖性进行会计处理可以带来更好的风险管理实践，并改善公共安全。