Student Seminar
Speaker: Aditya Khambete, IIT Bombay
Host: Suman Kumar Sahoo
Title: Dependence modelling using copulas, and the extension to discrete random vectors.
Time, day and date: 2:00:00 PM – 3:00:00 PM, Wednesday, February 11
Venue: Room 215
Abstract: In this talk we will introduce the notion of copulas to model the dependence in multivariate distributions, discuss how the classical notion fails for discrete multivariate distributions, and then use ideas from Geenens (2020) to extend the idea to multivariate discrete distributions.