Mi scuso per eventuali ricezioni multiple Avviso di seminario Relatore: Radu Craiu Department of Statistical Sciences University of Toronto Titolo: Bayesian Inference for Conditional Copula models with Continuous and Binary Responses Dove e Quando: mercoledì 11 marzo ore 11.30 Aula Fanfani (quinto piano, edificio Economia) Viale del Castro Laurenziano 9, Roma Abstract: The conditional copula device allows the use of copula models in the study of dependence between response variables in regression settings. We consider situations in which the dependence structure varies with covariates and we introduce a Bayesian model that allows for joint estimation of the marginal and joint models. The dependence between the copula parameter and the covariates is modeled via polynomial splines. Extensions to multiple covariates are implemented via additive models. We discuss the computation algorithm required for inference and demonstrate the performance of model selection techniques on simulated and real data. Tutti gli interessati sono invitati a partecipare -- ============================================ Brunero Liseo *Dip. di metodi e modelli per il territorio, l'economia e la finanza * *Sapienza Università di Roma* *Viale Castro Laurenziano, 9 Roma I-00161 *Tel. +39 06 49766973 Fax +39 06 4957606 *http://www.memotef.uniroma1.it/users/liseo-brunero <http://www.memotef.uniroma1.it/users/liseo-brunero>* =============================================