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Southampton Statistical Sciences Research Institute

Optimum design of experiments for copula models with applications Seminar

Time:
18:00
Date:
23 February 2016
Venue:
The seminar will take place at 18:00 in Murray Building 58, room 1007 and will be followed by a drinks reception that you are also warmly invited to attend.

For more information regarding this seminar, please email FSHMS_Comms@soton.ac.uk .

Event details

S3RI seminar

The Southampton Statistical Sciences Research Institute is delighted to announce Werner Müller, Professor and Deputy Head of the Institute of Applied Statistics at Johannes Kepler University Linz, as guest speaker at our special seminar on February 23rd 2016.

Entitled “Optimum design of experiments for copula models with applications,” Professor Müller will assert that although copula modelling has become a standard tool in many areas of applied statistics over the past decade, the design of related experiments remains a largely neglected aspect. Whether the estimation of copula parameters can be enhanced by optimizing experimental conditions and how robust all the parameter estimates for the model are with respect to the type of copula employed is a particular issue. In his presentation Professor Müller will employ an equivalence theorem for (bivariate) copula models which allows formulation of proficient design algorithms and quick checks of whether designs are optimal or at least efficient. Some examples illustrate that in practical situations considerable gains in design efficiency can be achieved. Particular applications in clinical testing and paired comparisons will be also discussed.

Speaker information

Werner Müller, Institute of Applied Statistics at Johannes Kepler University Linz. Professor and Deputy Head

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