Overview on Multivariate Distributions

In June 2016, with Olivier L’Haridon, we will organize a (small) conference, in Rennes, on risk models in a multi-attribute framework. In order to fully enjoy the workshop (more to come on the blog), we will organize every month an internal workshop on that topic. We will start tomorrow afternoon, 13:00-14:30, and I will give a brief talk on multivariate distributions, with an emphasis on spherical / elliptical distributions, distributions on the simplex, and copulas. Slides are now online,



Cite this blog post
Arthur Charpentier (2015, November 22). Overview on Multivariate Distributions. Freakonometrics. Retrieved April 18, 2024, from https://doi.org/10.58079/ov1d

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