Videos of the Workshop "Non-Gaussian Multivariate Statistical Models and their Applications" (2013)
Banff International Research Station for Mathematical Innovation and Discovery, Canada

  • Kjersti Aas, Norwegian Computing Center, and Claudia Czado, Technische Universität Muenchen (May 20, 2013)
    Pair-copula constructions – even more flexible than copulas
    [Watch video] [Download video (155 MB)]
  • Dorota Kurowicka, Nanyang Technological University (May 23, 2013)
    Joint density of correlations in correlation matrix with chordal sparsity patterns
    [Watch video] [Download video (93 MB)]
  • Eike Brechmann, Technische Universität Muenchen (May 23, 2013)
    Statistical Inference of Vine Copulas using the R-Package VineCopula
    [Watch video] [Download video (101 MB)]