Olga Reznikova

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Outline Introduction Semi-parametric dynamic copula Motivation Local likelihood estimation Variance of the estimator Bias of the estimator Bandwidth selection Estimation of joint likelihood Modeling of marginal distributions Simulations and applications Simulations Empirical example Conclusions Problems and Solutions Problems Modeling dependence is critical(More)
Wednesday 14 th October (Young Statisticians Afternoon) 13h30 Registration and welcome 14h00 Contributed talks young statisticians-Gordon Gudendorf (U.C.Louvain) Nonparametric estimation of multivariate extreme value copulas-Koen Mahieu (K.U.Leuven) Maxbias Curves for Multivariate Regression Estimators-Girma Minalu (U.Hasselt) Estimating the impact of(More)
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