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X-WR-CALNAME:Centre for Mathematical Sciences
X-ORIGINAL-URL:http://math-sciences.org
X-WR-CALDESC:Events for Centre for Mathematical Sciences
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TZOFFSETFROM:+0000
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DTSTART:20150101T000000
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DTSTART;TZID=UTC:20151202T140000
DTEND;TZID=UTC:20151202T150000
DTSTAMP:20230401T142944
CREATED:20151212T222325Z
LAST-MODIFIED:20151212T222418Z
UID:528-1449064800-1449068400@math-sciences.org
SUMMARY:Julian Stander
DESCRIPTION:Title: “Bayesian Copula Modelling in the Presence of Covariates”\nAbstract:\nCopula models separate the dependence structure in a multivariate distribution from its\nunivariate marginals\, so overcoming many of the issues associated with commonly used\nstatistical modelling methods by allowing\, for example\, different complex asymmetric\ndependencies and tail behaviours to be modelled. We discuss the modelling of bivariate\ndata using copulas\, of which there are now a rich choice. The parameter or parameters of\nthe copula density are modelled as a function of a covariate using a natural cubic spline.\nWorking in the Bayesian framework\, we perform inference on the natural cubic spline\nand an associated smoothing parameter. We also discuss the choice of the copula density\nitself. We illustrate our approach using data from child health and finance. We mention\nthe extension of our methodology to more than one covariate and to multivariate data.\nPlease note that this talk will last considerably less than one hour. There may be the\npossibility also to discuss brie\ny a fun application of survival analysis to historical data\nthat yields interesting insights about how life expectancies may have changed since 1400\,\nbut this is not guaranteed.\nThe Royal Statistical Society SouthWest Local Group Annual General Meeting\nwill take place before the talk.
URL:http://math-sciences.org/event/julian-stander/
CATEGORIES:Seminars,Statistics and Data Science
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