Wednesday, April 5, 2017 (1:00 p.m. in Yost 306)
Title: Dependency measures and copulas for multidimensional infinitely divisible distributions
Speaker: Wesley Maddox (Case Western Reserve University)
Advisor: Wojbor Woyczynski (Professor, Case Western Reserve University)
Abstract: Multivariate Linnik distributions, despite their potential usefulness, have not been well-studied due to their difficulty in finding representations and estimators. Parameter estimation methods are...