McGill Statistics Seminars, 7 octobre 2011

le 2 octobre 2011 à 21:53
Jean-Francois Plante

Le vendredi 7 octobre 2011, 15:30, salle 1205 du Pavillon Burnside.

Nonexchangeability and radial asymmetry identification via bivariate quantiles, with financial applications
Nikolai Kolev, University of Sao Paulo, Brazil

In this talk, the following topics will be discussed: A class of bivariate probability integral transforms and Kendall distribution; bivariate quantile curves, central and lateral regions; non-exchangeability and radial asymmetry identification; new measures of nonexchangeability and radial asymmetry; financial applications and a few open problems (joint work with Flavio Ferreira).