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VERSION:2.0
PRODID:https://evenements.uqam.ca
X-PUBLISHED-TTL:P1W
BEGIN:VEVENT
UID:5477@https://evenements.uqam.ca
DTSTART:20181129T163000Z
SEQUENCE:14
TRANSP:OPAQUE
DTEND:20181129T163000Z
URL:https://evenements.uqam.ca/evenements/seminaire-statqam-a-charpentier-u
 qam/5477?date=2018-11-29_15-30-00
LOCATION:UQAM - Pavillon Président-Kennedy (PK) (201\, avenue du Présiden
 t-Kennedy\, Montréal )
SUMMARY:Séminaire STATQAM: «Using transformations of variables to improve
  inference» par Arthur Charpentier
CLASS:PUBLIC
DESCRIPTION:Titre / Title : Using transformations of variables to improve i
 nference\n\n\n \n\n\nRésumé / abstract: In Geenens\, Charpentier &amp\;
  Paindaveine (2017)\, use used probit transformations on bivariate data to
  improve nonparametrics estimation of the copula density\, as intuited in 
 Charpentier\, Fermanian &amp\; Scaillet (2007). This probit transformation
  was extending Geenens (2014) in higher dimension. The idea of transformin
 g variables in the univariate context was also used in Charpentier &amp\; 
 Oulidi (2009)\, to improve quantile estimation. In those articles\, the id
 ea is either to transform variables to \"normalize\" them\, or to \"unifor
 mize\" them. This can be used to improve density estimation\, as well as f
 unctionals of that distribution. We will see in this talk recent results o
 btained with Emmanuel Flachaire\, in the context of inequality indices and
  risk measures.\n\nMot-clés : Statistiques\, Mathématiques\n\n
CATEGORIES:Séminaire
DTSTAMP:20260512T064110Z
CREATED:20181109T143316Z
LAST-MODIFIED:20260312T182104Z
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