McGill Statistics Seminars, 18 novembre 2011

le 15 novembre 2011 à 07:56
Jean-Francois Plante

Le vendredi 18 novembre 2011, 15:30, salle 1205 du Pavillon Burnside.

Construction of bivariate distributions via principal components
Amparo Casanova, Dalla Lana School of Public Health, University of Toronto

The diagonal expansion of a bivariate distribution (Lancaster, 1958) has been used as a tool to construct bivariate distributions; this method has been generalized using principal dimensions of random variables (Cuadras 2002). Sufficient and necessary conditions are given for uniform, exponential, logistic and Pareto marginals in the one and two-dimensional case. The corresponding copulas are obtained.

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