STA4500H: Statistical Dependence: Copula Models and Beyond

The course discusses modern developments in modeling statistical dependence. Emphasis will be placed on copula models, particularly on conditional copula models that can be used in regression settings.

Tentative topics include: Random Effects; Copula Models for Continuous Data; Dependence measures; Types of Dependence; Conditional Copulas for Continuous Data; Copula Models for Discrete/Mixed Data; Conditional Copula Models for Discrete/Mixed Data; Vines.

Credit Value (FCE)

0.25

Delivery Mode

In Class

School of Graduate Studies University of Toronto 63 St. George Street Toronto, ON Canada M5S 2Z9
Tel: 416-978-6614

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