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30 mars 2009
- doi: 10.58079/ouaq
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Arthur Charpentier, « Statistical seminar at Belo Horizonte », Freakonometrics, ID : 10.58079/ouaq
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Talk at the statistical seminar at the university of Belo Horizonte, Wednesday, on "multivariate extremes". Slides can be downloaded here. The talk will give a detailed introduction on multivariate extremes and related concepts. Then the case of Archimedean copula will be fully described (following the paper with Johan Segers). Many thanks to Renato Martins Assunção (here) for inviting me for a couple of days in Belo Horizonte ! Thanks also for your interest in my blog... and since I underst...