Date: 2011-10-07

Time: 15:30-16:30

Location: BURN 1205

Abstract:

In this talk, the following topics will be discussed: A class of bivariate probability integral transforms and Kendall distribution; bivariate quantile curves, central and lateral regions; non-exchangeability and radial asymmetry identification; new measures of nonexchangeability and radial asymmetry; financial applications and a few open problems (joint work with Flavio Ferreira).

Speaker

Nikolai Kolev is a Professor of Statistics at the University of Sao Paulo, Brazil.