STAT 335 Statistical Dependence Modeling with Copulas

This advanced statistics course is an introduction to the statistical dependence modeling with copulas. Topics covered include: (a) Fundamentals: Sklar’s Theorem, Basic properties, Some copulas for discrete variables, Measures of association; (b) Models: Elliptical copulas, Archimedean copulas, Extreme-Value copulas, Factor copulas, Vine copulas; and (c) Inference: Inference based on measures of association, The empirical copula, Likelihood-based inference for parametric copulas. Additional modern special topics will also be discussed.




STAT 220, STAT 230, STAT 250