Copulas and Extreme ValuesExplores copulas for measuring dependence strength in distributions and transforming variables to unit Fréchet margins.
Price Returns AnalysisCovers the analysis of heavy-tailed price returns and clustered volatility in financial data.
Heavy-Tailed DistributionsExplores heavy-tailed distributions, the Hill estimator, convergence to Gaussian, and distribution comparison.
Chimpanzee Data AnalysisCovers the analysis of chimpanzee data on learning times and explores generalized linear models and logistic regression.