Title	Pros and Cons of Skew-Symmetric Distributions and Copulas – Discussion
Creator	Adcock, Chris
Publisher	Banff International Research Station for Mathematical Innovation and Discovery
Date Issued	2013-05-21
Description	The use of non-normal multivariate distributions generally presents challenges, which are both theoretical and empirical. Different classes of such distributions offer different opportunities and problems. The aim of this discussion is twofold. First it is to agree a list of headings with which non- normal multivariate distributions may be characterised. Secondly it is to discuss the pros and cons of skew-symmetric distributions and copulas under these headings. An obvious example is the computation of tail probabilities, for which the differences in the two types of distributions are clear. An output from this discussion could be the re-invigoration of existing streams of research. It could include a list of potential research projects.
Extent	45 minutes
Subject	Mathematics; Statistics; Probability theory and stochastic processes
Type	Moving Image
File Format	video/mp4
Language	eng
Notes	Author affiliation: Sheffield University Management School
Series	BIRS Workshop Lecture Videos (Banff, Alta)
Date Available	2014-10-03
Provider	Vancouver : University of British Columbia Library
Rights	Attribution-NonCommercial-NoDerivs 2.5 Canada
DOI	10.14288/1.0044028
URI	http://hdl.handle.net/2429/50577
Affiliation	Non UBC
Peer Review Status	Unreviewed
Scholarly Level	Researcher
Rights URI	http://creativecommons.org/licenses/by-nc-nd/2.5/ca/
Aggregated Source Repository	DSpace

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Pros and Cons of Skew-Symmetric Distributions and Copulas – Discussion Adcock, Chris

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