Date:04 September 2019, Wednesday
Location:S16-16-118 , DSAP Seminar Room, Faculty of Science
Time:03:00PM to 04:00PM
We discuss how the mixed model and the asymmetric mixed model family of bivariate extreme value can be extended to bivariate extreme value copulas with polynomial dependence function of arbitrary degree. An algorithm for fitting extreme value copulas with polynomial dependence functions to data will be presented and various practical issues that arise when fitting bivariate extreme value copula models will be discussed.
Block S16, Level 7, 6 Science Drive 2,
Faculty Of Science,
National University of Singapore
Singapore 117546
+65 6516 4416
+65 6872 3919
© National University of Singapore. All Rights Reserved.