10:40 a.m.-12:10 p.m. New Statistical Methods for Multivariate Dependency and Cluster
New Statistical Methods for Multivariate Dependency and Cluster Organizer: Keming Yu (Brunel University, U.K.) Email: Keming.Yu@brunel.ac.uk Chair: Keming Yu (Brunel University, U.K.) Email: Keming.Yu@brunel.ac.uk
|
||
10:40-11:10
|
Speakers:
Yuanhua Feng
Department of Actuarial
Mathematics and Statistics, The Maxwell Institute for Email: Y.Feng@hw.ac.uk Title: Semiparametric Modelling of Local and Conditional Correlations
|
|
11:10-11:40
|
Baibing Li The Business School, Loughborough University, United Kingdom Email: B.Li2@lboro.ac.uk Title: The Clustering-Function-Based Method: Formulation, Computation and Applications
|
|
11:40-12:10
|
Keming Yu The Centre for the Analysis of Risk and Optimisation Modelling Applications Department of Mathematical Sciences, Brunel University, U.K. Email: Keming.Yu@brunel.ac.uk Title: Local Copula Quantile Regression
|