[Forum SIS] avviso di seminario, Sapienza 11 marzo 2015

[Brunero Liseo]

Avviso di seminario


Relatore: Radu Craiu
Department of Statistical Sciences
University of Toronto

Titolo: Bayesian Inference for Conditional Copula models
with Continuous and Binary Responses

Dove e Quando:
mercoledì 11 marzo ore 11.30 Aula Fanfani (quinto piano, edificio Economia)
Viale del Castro Laurenziano 9, Roma



Abstract:
The conditional copula device allows the use of copula models in the study
of
dependence between response variables in regression settings.
We consider situations in which the dependence structure varies
with covariates and we introduce a Bayesian model that allows for
joint estimation of the marginal and joint models.
The dependence between the copula parameter and the
covariates is modeled via polynomial splines. Extensions to multiple
covariates are implemented via additive models. We discuss the
computation algorithm required for inference and demonstrate the
performance of model selection techniques on simulated and real data.


Tutti gli interessati sono invitati a partecipare


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Brunero Liseo
*Dip. di metodi e modelli per il territorio, l'economia e la finanza *
*Sapienza Università di Roma*

*Viale Castro Laurenziano, 9 Roma I-00161 *Tel. +39 06 49766973
Fax +39 06 4957606
*http://www.memotef.uniroma1.it/users/liseo-brunero
<http://www.memotef.uniroma1.it/users/liseo-brunero>*
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