Copula Short Course
The statistical modeling of natural events frequently involves the modeling of the joint distribution of several random phenomena. Copulas are mathematical objects that are particularly suitable for modeling the multivariate dependence between several continuous random variables, independently of their marginal distributions. This explains why they are more and more often used in hydrology and environmental sciences. With the development of powerful statistical software (such as the R statistical system), a multivariate analysis based on copulas appears increasingly feasible. This one-week short course will focus on the theory and statistical practice of copulas with applications to hydrological problems and related environmental issues. It will also contain an introduction to multivariate extreme-value theory from a copula perspective. Theoretical concepts will be illustrated through the analysis of real-world datasets using the R statistical system.
2017: Copulas for hydrology and environmental sciences
Nanjing, China | August 13-19, 2017
Instructurs:
Salvatore Grimaldi, Università della Tuscia, Italy
Gianfausto Salvadori, Università del Salento, Italy
Elena Ridolfi, Università di Perugia, Italy
Zhongmin Liang, Hohai University, China
College of Hydrology and Water Resources of Hohai Univeristy (http://en.hhu.edu.cn).
2016: Copulas for hydrology and environmental sciences
Pieve Tesino, Italy | July 24-30, 2016
Instructurs:
Ivan Kojadinovic, Université de Pau et des Pays de l'Adour, France
Salvatore Grimaldi, Università della Tuscia, Italy
Gianfausto Salvadori, Università del Salento, Italy
Centro Studi Alpino of Università degli Studi della Tuscia.
2015: Copulas for hydrology and environmental sciences
Pau, France | July 6-10, 2015
Instructurs:
Ivan Kojadinovic, Université de Pau et des Pays de l'Adour, France
Philippe Naveau, Laboratoire des Sciences du Climat et l’Environnement, France
Salvatore Grimaldi, Università della Tuscia, Italy
Gianfausto Salvadori, Università del Salento, Italy
Université de Pau et des Pays de l'Adour.
2014: Copula for hydrology and climate applications
Irvine, California USA | July 28- August 1, 2014
http://climate.eng.uci.edu/copula/
Instructurs:
Ivan Kojadinovic, Université de Pau et des Pays de l'Adour, France
Amir AghaKouchak, University of California, USA
Salvatore Grimaldi, Università della Tuscia, Italy
Gianfausto Salvadori, Università del Salento, Italy
The Henry Samueli School of Engineering, University of California.
2013: Copula for hydrological application
Hannover, Germany | August 19-23, 2013
http://www.iww.uni-hannover.de/copula/index.html
Instructurs:
Ivan Kojadinovic, Université de Pau et des Pays de l'Adour, France
András Bárdossy, Universität Stuttgart
Benedikt Gräler, Westfälische Wilhelms-Universität Münster
Uwe Haberlandt, Leibniz Universität Hannover
Gianfausto Salvadori, Università del Salento, Italy
Leibniz University Hannover, Institute of Water Resources Management.
2011: Copula Function: Theory and Practice
Viterbo, Italy | July 18-22, 2011
Università della Tuscia.
2009: Copula Function: Theory and Practice
New York, USA | July 20-24, 2011
Columbia University - Polytechnic Institute of New York University.