Title	Multivariate Scenario Sets in the Non-Gaussian World
Creator	McNeil, Alexander
Publisher	Banff International Research Station for Mathematical Innovation and Discovery
Date Issued	2013-05-23
Description	There are numerous ways of creating multivariate scenario sets based on multivariate probability distributions. The idea is that these sets should contain the most plausible values and exclude the most extreme values generated by the distribution. The terminology
Extent	54 minutes
Subject	Mathematics; Statistics; Probability theory and stochastic processes
Type	Moving Image
File Format	video/mp4
Language	eng
Notes	Author affiliation: Heriot-Watt University
Series	BIRS Workshop Lecture Videos (Banff, Alta)
Date Available	2014-10-05
Provider	Vancouver : University of British Columbia Library
Rights	Attribution-NonCommercial-NoDerivs 2.5 Canada
DOI	10.14288/1.0044038
URI	http://hdl.handle.net/2429/50589
Affiliation	Non UBC
Peer Review Status	Unreviewed
Scholarly Level	Faculty
Rights URI	http://creativecommons.org/licenses/by-nc-nd/2.5/ca/
Aggregated Source Repository	DSpace

Open Collections

BIRS Workshop Lecture Videos