Sunday, July 24
Arriving at Pieve Tesino (shuttle available for participants).
8’30 pm : Icebreaker Dinner.
Monday, July 25
General refresh on univariate and multivariate statistics.
Introduction to the R statistical system.
Tuesday, July 26
Introduction to the theory of copulas [definition, properties, measures of association, conditioning, construction of copulas].
Estimation of copulas from data [method of moments, maximum pseudo-likelihood, R examples].
Projects - Data presentations, target of the projects.
Wednesday, July 27
Goodness-of-fit and related tests for copulas [with R examples].
Projects - presentation of data provided by students - discussion of specific and common problems.
Thursday, July 28
Applications of copulas in environmental sciences [multivariate Return Periods, multivariate Hazard Scenarios, multivariate failure probabilities, multivariate Structural risk assessment, problems of Ties, Basin similarity].
Serially dependent data, stationarity problems, changing point tests.
Friday, July 29
Saturday, July 30
Morning: Leaving from Pieve Tesino