Bayesian copula modelling of multivariate dependence: getting to grips with data that is far from normal

多元依赖性的贝叶斯联结建模：处理远离正常的数据

• 批准号: FT110100729
• 负责人: Prof Michael Smith
• 金额: $ 53.79万
• 依托单位: The University of Melbourne
• 依托单位国家: 澳大利亚
• 项目类别: ARC Future Fellowships
• 财政年份: 2012
• 资助国家: 澳大利亚
• 起止时间: 2012-05-31 至 2016-01-31
• 项目状态: 已结题
• 来源: https://dataportal.arc.gov.au/RGS/Web/Grants/FT110100729
• 关键词: Bayesian; copula; modelling; multivariate; dependence

Copula models are very popular tools that are changing the way analysts deal with information rich data in fields as diverse as marketing, finance and transport studies. This project aims to improve and extend these tools, so that more accurate and reliable models can be employed, resulting in improved evidence-based decision-making.

Copula模型是非常受欢迎的工具，它正在改变分析师在营销、金融和运输研究等不同领域处理信息丰富数据的方式。该项目旨在改进和扩展这些工具，以便采用更准确和可靠的模型，从而改进循证决策。