64th ISI World Statistics Congress - Ottawa, Canada

64th ISI World Statistics Congress - Ottawa, Canada

A selective history of Canadian contributions to copula theory

Conference

64th ISI World Statistics Congress - Ottawa, Canada

Format: IPS Abstract

Keywords: copula

Session: IPS 259 - Canadian Contributions to the Statistical Sciences

Thursday 20 July 10 a.m. - noon (Canada/Eastern)

Abstract

This non-technical talk aims to celebrate the significant contributions to the field of copula theory made by statisticians in Canada. It begins with a brief overview of the origins of copulas, followed by a discussion on the involvement of pioneering statisticians in Canada in key meetings held in Rome and Seattle during the 1990s and the impact of meetings held in Canada in the decades that followed. The presentation primarily focuses on seminal works by early contributors who played a noteworthy role in the growing popularity of copulas. It concludes by highlighting some of the currently active areas of research. Overall, the talk offers a selective (and thus necessarily biased) overview of copula research in Canada; it is by no means an exhaustive review.