https://tue.osiris-student.nl/onderwijscatalogus/extern/cursus?cursuscode=2MBS60&collegejaar=2026&taal=enNo description
Learning objectives:
This course aims to provide students both with a firm theoretical basis for advanced statistical models that depict dependence as well practical skills to analyze data with these models. At the end of the course, a successful student should be able to:
- Categorize dependence models based on their definitions, assumptions, and fundamental properties;
- Apply the mathematical theory behind copulas and graphical models;
- Conduct estimation and hypothesis testing for copula models;
- Analyze dependence models with statistical software;
- Answer real-world modeling questions with the advanced models studied in the course.
Written examination