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Monday, June 6, 2011 |
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08:30 - 09:00
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Registration (Room 5345) and Coffee & Croissants (Room 6245)
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Session - Copulas: Looking ahead
Chair : Christian Genest Meeting room(s) : 6214 |
09:00 - 09:30
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Welcome - Christian Genest
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09:30 - 10:30
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Kjersti Aas
(Norwegian Computing Center) Pair-copula constructions: even more flexible than copulas | Abstract |
10:30 - 11:00
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Coffee break
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Room(s) 6245
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11:00 - 12:00
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Matthias Scherer
(Technische Universität München) Hierarchical copulas | Abstract |
12:00 - 14:00
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Lunch break
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14:00 - 15:00
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Johanna Nešlehová
(McGill University) Inglorious count copulas | Abstract |
15:00 - 16:00
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Simon Guillotte
(Université du Québec à Montréal) Bayesian methodology for copulas: the past and the present | Abstract |
16:00 - 16:30
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Coffee break
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Room(s) 6245
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16:30 - 17:00
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Poster presentation - chaired by Jean-François Plante (Five-minute presentation for each poster)
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Room(s) 6214
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17:00 - 18:30
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Poster Session with Wine & Cheese
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Room(s) 6245
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Tuesday, June 7, 2011 |
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08:00 - 08:30
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Coffee & Croissants
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Room(s) 6245
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Session - Dynamic copula models
Chair : Jean-François Quessy Meeting room(s) : 6214 |
08:30 - 10:30
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Andrew Patton
(Duke University) Copula models for multivariate time series | Abstract |
10:30 - 11:00
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Coffee break
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Room(s) 6245
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11:00 - 12:00
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Discussion - Discussants: J.-D. Fermanian, D. Guégan, and Y. Fan (20 minutes each)
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12:00 - 14:00
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Lunch break
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14:00 - 14:45
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Dominique Guégan
(Université Paris 1 (Panthéon–Sorbonne)) Dynamic copula models: a quantitative finance framework | Abstract |
14:45 - 15:30
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Bruno Rémillard
(HEC Montréal) Dynamic copulas | Abstract |
15:30 - 16:00
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Coffee break
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Room(s) 6245
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16:00 - 16:45
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Jean-David Fermanian
(Ensae-Crest) Pseudo-copulas | Abstract |
Wednesday, June 8, 2011 |
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08:00 - 08:30
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Coffee & Croissants
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Room(s) 6245
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Session - Copulas and extremes
Chair : Debbie Dupuis Meeting room(s) : 6214 |
08:30 - 10:30
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Johan Segers
(Université catholique de Louvain) Studying extremal dependence via copulas | Abstract |
10:30 - 11:00
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Coffee break
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Room(s) 6245
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11:00 - 12:00
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Discussion - Discussants: H. Dette, M. Falk, and A.-L. Fougères (20 minutes each)
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12:00 - 14:00
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Lunch break
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14:00 - 14:45
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Holger Dette
(Ruhr-Universität Bochum) New estimators of the Pickands dependence function and a test for extreme-value dependence | Abstract |
14:45 - 15:30
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Anne-Laure Fougères
(Université Claude-Bernard Lyon 1) Some insights into asymptotic independence | Abstract |
15:30 - 16:00
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Coffee break
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Room(s) 6245
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16:00 - 16:45
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Michael Falk
(Universitä̈t Würzburg) The multivariate piecing-together approach revisited | Abstract |
19:00
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Conference Dinner at "Le Cercle" (HEC Montréal)
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Thursday, June 9, 2011 |
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08:00 - 08:30
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Coffee & Croissants
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Room(s) 6245
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Session - Copulas with incomplete data
Chair : Johanna Nešlehová Meeting room(s) : 6214 |
08:30 - 10:30
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Noël Veraverbeke
(Hasselt University) Copulas, covariates and censoring | Abstract |
10:30 - 11:00
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Coffee break
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Room(s) 6245
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11:00 - 12:00
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Discussion - Discussants: R. Craiu, L.-P. Rivest, and W. Wang (20 minutes each)
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12:00 - 13:30
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Lunch break
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13:30 - 14:15
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V. Radu Craiu
(University of Toronto) In mixed company: Copula-based models for dependence between continuous and discrete random variables | Abstract |
14:15 - 15:00
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Weijing Wang
(National Chiao Tung University) Semi-parametric inference for dependent truncation data based on copula models | Abstract |
15:00 - 15:30
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Coffee break
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Room(s) 6245
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15:30 - 16:15
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Lajmi Lakhal-Chaieb
(Université Laval) On the association between failure times in the presence of dependent censoring: a sensitivity study | Abstract |
16:15 - 17:00
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Yanqin Fan
(Vanderbilt University) Narrowing bounds for principal stratum treatment effects | Abstract |
Last modified : Tuesday, May 31, 2011 10:51