Nonparametric Copula Day

June 12, 2015

Over the last decades dependence modeling with copulas has become a popular tool in modern statistics. Copulas are now widely applied in fields such as finance, insurance and hydrology. In recent years, nonparametric methods for copula modeling are gaining momentum, since their flexibility enables to identify and capture even the most complex dependence patterns.

This workshop showcases recent developments related to nonparametric inference for copula functions with topics ranging from estimation to model selection. Its goal is to gather some of the most active researchers in the field in order to identify upcoming challanges, inspire new ideas, and initiate collaboration.


Social program

There will be an optional (self-pay) dinner on Thursday evening and a visit to a beer garden on Friday evening after the end of the workshop.


The workshop will be held in Room 2.01.10 at Parkring 13, 85748 Garching-Hochbrück (near Munich), Germany. Here you can find details and information on public transport.


We suggest to stay in a hotel near the workshop venue. See for example, Motel One, ibis, Hotel König Ludwig II.