Multivariate Distributions: Spherical and Elliptical

About
Privacy
Disclaimer

Graph Chatbot

Related lectures (31)

Copula Densities: Tail Dependence

Covers copula densities and tail dependence in quantitative risk management.

Elements of Statistics: Probability and Random Variables

Introduces key concepts in probability and random variables, covering statistics, distributions, and covariance.

Joint Distributions

Explores joint distributions, marginal laws, covariance, correlation, and variance properties.

Maximum Likelihood Estimation: Multivariate Statistics

Explores maximum likelihood estimation and multivariate hypothesis testing, including challenges and strategies for testing multiple hypotheses.

Risk Measures: VaR and ES

Explores Value-at-Risk and Expected Shortfall as key risk measures in financial risk management.

Statistical Signal Processing

Covers Gaussian Mixture Models, Denoising, Data Classification, and Spike Sorting using Principal Component Analysis.

Multivariate Statistics: Wishart and Hotelling T²

Explores the Wishart distribution, properties of Wishart matrices, and the Hotelling T² distribution, including the two-sample Hotelling T² statistic.

Aggregate Risk: Coherent Risk Measures

Explores the importance of aggregate risk and coherent risk measures, including their interpretation and implications.

Clustering & Density Estimation

Covers clustering, PCA, LDA, K-means, GMM, KDE, and Mean Shift algorithms for density estimation and clustering.

Maximum Likelihood Estimation

Covers Maximum Likelihood Estimation, focusing on ML Estimation-Distribution, Shrinkage Estimation, and Loss functions.

Basics of Risk Analysis and Management

Introduces the basics of risk analysis and management in civil engineering, covering distributions, statistical reminders, and mathematical interpretation techniques.

Page 2 of 2