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Mini-course “Copulas and their Applications” Professor Paul Deheuvels (Universit´e Pierre et Marie Curie)

Paul Deheuvels, Member of French Academy of Sciences.

On November 6-16 professor Paul Deheuvels, Member of French Academy of Sciences delivered a series of lectures on 'Copulas and their Applications'.

Program of course:
Chapter 1: General theory of copulæ - Existence - Bounds - Examples

Chapter 2: Statistical Inference - The Copula Process - Limit Theorems
Chapter 3: Tests of Independence - Measures of Dependence
Chapter 4: A Collection of Copulæ of Practical Interest 
Chapter 5: Extreme-Value Copulæ - Statistical Inference 
Chapter 6: Archimedean Copulæ - Statistical Inference
Chapter 7: Farlie-Gumbel-Morgenstern Models 
Chapter 8: Local Models - Truncation - Tail Dependence
Chapter 9: Modelling Dependence by Copulæ - Applications
Chapter 10: Alternative to Copulæ - The Rosenblatt Transformation