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X-WR-CALNAME;VALUE=TEXT:Events
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TZID:America/Toronto
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DTSTART:20181104T020000
TZOFFSETFROM:-0400
TZOFFSETTO:-0500
TZNAME:EST
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DTSTART:20190310T020000
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UID:calendar.1331.field_event_date.0@uwaterloo.ca/statistics-and-actuarial-
science
DTSTAMP:20220122T053421Z
CREATED:20190122T133658Z
DESCRIPTION:Background risk model and inference based on ranks of residuals
\n\n\n\nIt is often easier to model the behaviour of a random vector by ch
oosing the marginal distributions and the copula separately rather than us
ing a classical multivariate distribution. Many copula families\, includin
g the classes of Archimedean and elliptical copulas\, may be written as th
e survival copula of a random vector R(X\,Y)\, where R is a strictly posit
ive random variable independent of the random vector (X\,Y). A unified fra
mework is presented for studying the dependence structure underlying this
stochastic representation\, which is called the background risk model. How
ever\, in many applications\, part of the dependence may be explained by o
bservable external factors\, which justifies the use of generalized linear
models for the marginal distributions. In this case and under some condit
ions that will be discussed\, the inference on the copula can be based on
the ranks of suitable residuals.
DTSTART;TZID=America/Toronto:20190329T103000
DTEND;TZID=America/Toronto:20190329T103000
LAST-MODIFIED:20190318T123559Z
LOCATION:M3 - Mathematics 3\n \n\n Room: 3127 \n
\n\n \n\n 200 University Avenue West \n
Waterloo\, ON\n
N2L 3G1\n \nCanada
SUMMARY:Department seminar by Marie-Pier Cote\, Laval University
URL;TYPE=URI:https://uwaterloo.ca/statistics-and-actuarial-science/events/d
epartment-seminar-marie-pier-cote-laval-university
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