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