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UID:20250514T053133EDT-2308ioNXU8@132.216.98.100
DTSTAMP:20250514T093133Z
DESCRIPTION: \n\nTitle: The empirical copula process on classes of non-rect
 angular sets\n\n \n\nAbstract:\n\nThe copula of a random vector with unkno
 wn marginals can be estimated non-parametrically by the empirical copula\,
  akin to the empirical distribution. However\, the asymptotic analysis of 
 the empirical copula is made considerably more involved than that of the e
 mpirical distribution by the use of pseudo-observations\, involving the ma
 rginal empirical distribution functions. In particular\, it is still unkno
 wn whether the empirical copula evaluated at a non-rectangular set is asym
 ptotically normally distributed. In this work\, sufficient conditions unde
 r which this is the case are identified. The result is extended to a Donsk
 er theorem for the empirical copula indexed by an infinite collection of n
 on-rectangular sets. Some aspects of the proof involving geometric measure
  theory will be discussed. Based on ongoing joint work with Axel Bücher\, 
 Johan Segers and Stanislav Volgushev.\n\nSpeaker\n\nMichaël Lalancette hol
 ds a PhD in Statistics (2022) from the University of Toronto\, where he wa
 s supervised by Stanislav Volgushev and coadvised by Sebastian Engelke (Un
 iversity of Geneva). He was a postdoctoral fellow at the Technical Univers
 ity of Munich before joining UQAM as an assistant professor of Statistics 
 in 2023. He is broadly interested in multivariate extreme value theory\, a
 nd in dependence modeling through copulas and graphical models.\n\nhttps:/
 /mcgill.zoom.us/j/81032144286\n\nMeeting ID: 810 3214 4286\n\nPasscode: No
 ne\n
DTSTART:20250207T203000Z
DTEND:20250207T213000Z
LOCATION:Room 1104\, Burnside Hall\, CA\, QC\, Montreal\, H3A 0B9\, 805 rue
  Sherbrooke Ouest
SUMMARY:Michaël Lalancette (UQAM)   
URL:/mathstat/channels/event/michael-lalancette-uqam-3
 63407
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