MAS
6463
.01
Doubly Stochastic Measures and Copulas
Spring
2003
, 3
credit hours
|
| INSTRUCTOR | Dr.
Taylor
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| OFFICE | MAP 202B
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| OFFICE HOURS | M, 1-3; T, 1-2; W, 2-3; R, 1-2
|
| PHONE | 407-823-2228
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| EMAIL | mtaylor@pegasus.cc.ucf.edu
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| CLASS LOCATION | MAP 108
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| CLASS TIMES | TR 2-3:15
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| TEXTBOOK | An Introduction to Copulas
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| by | Roger Nelsen
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GRADING POLICY Grades will be determined by presentations and projects.
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TENTATIVE LIST OF TOPICS Copulas and doubly stochastic measures. Checkerboard copulas and shuffles of Min. Sklar's theorem. Frechet-Hoeffding bounds. Archimedean copulas. Extremals. Darsow-Olsen-Nguyen product. Measures of dependence.
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