Program

 

 

Monday, 07.28.2014
Morning Lectures (9 - 12 a.m.)

  • Opening
  • Univariate Statistics: A brief overview
  • Copulas: Basics

Afternoon Lab Practice (2 - 6 p.m.)

  • Introduction to "R" statistical software


Tuesday, 07.29.2014
Morning Lectures (9 - 12 a.m.)

  • Copulas: types of copulas, measures of association, dependence and conditioning, construction of copulas, Extreme Values copulas

Afternoon Lab (2 - 6 p.m.)

  • Copula parameter estimation with "R"
  • Identification of groups for student projects


Wednesday, 07.30.2014
Morning Lectures (9 - 12 a.m.)

  • Goodness-of-fit tests for copulas with "R"

Afternoon Lab (2 - 6 p.m.)

  • Copulas - Special topics: multivariate Return Periods, Quantiles, Design, and Risk Assessment
  • Working on student projects


Thursday, 07.31.2014
Morning Lectures (9 - 12 a.m.)

  • Copulas and ties: Randomization (Jittering)
  • Copulas and spatial modelling

Afternoon Lab (2 - 6 p.m.)

  • Serial dependence in data, and stationarity problems
  • Working on student projects


Friday, 08.01.2014
Morning Lectures (9 - 12 a.m.)

  • Working on student projects

Afternoon Lab (2 - 6 p.m.)

  • Presentation of students projects