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On Bivariate Extreme Value Copulas with Polynomial Dependence Functions
Professor Berwin A Turlach
School of Mathematics and Statistics (M019) The University of Western Australia
Wednesday 04 September 2019, 03:00pm - 04:00pm
S16-16-118 , DSAP Seminar Room, Faculty of Science

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.