日時：８月３１日（水）　１３：００～１４：００
場所：DSラーニングコモンズ（データサイエンス棟）

講演者：
Dou Xiaoling (早稲田大学　理工学術院　国際教育センター)
　「Baker distribution, Bernstein copula and B-spline copula」

概要：
Baker distribution is a method to construct multivariate distribution based on order statistics with given marginals. For Baker’s distribution with maximum correlation, we verify the limiting distribution and dependence structure. Baker’s distribution can be considered as a copula (the Bernstein copula). We define B-spline copula as a generalization of the Bernstein copula and estimate its parameters using an EM algorithm. This is a joint work with S. Kuriki, G.D. Lin, and D. Richards.

主催: データサイエンス教育研究センター