Dependence Concepts and Copulas

In course

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Description

This lecture covers dependence concepts and copulas, including copula definition, properties, and examples like Gaussian and Archimedean copulas. It discusses correlation fallacies, rank correlations, coefficients of tail dependence, and their applications in statistics.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_hnpedzva

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

Data analysis: Regression analysis

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