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Roger Bian Nelsen | Lewis Clark College - United States

Grant number: 10/51940-5
Support Opportunities:Research Grants - Visiting Researcher Grant - International
Start date: February 28, 2011
End date: May 30, 2011
Field of knowledge:Physical Sciences and Mathematics - Probability and Statistics - Applied Probability and Statistics
Principal Investigator:Nikolai Valtchev Kolev
Grantee:Nikolai Valtchev Kolev
Visiting researcher: Roger Bian Nelsen
Visiting researcher institution: Lewis & Clark College, United States
Host Institution: Instituto de Matemática e Estatística (IME). Universidade de São Paulo (USP). São Paulo , SP, Brazil
Associated research grant:08/51097-6 - Time Series, Dependence Analysis and Applications, AP.TEM

Abstract

During his visit to IME-USP, Prof. Roger Nelsen will work with Prof. N. Kolev (MAE) and will collaborate with Professors C.A. Pereira and V. Belitsky (MAE), D. Paiva and E. Tuesta (EACH-USP), L. Hotta and V. Gonzalez-Lopez (IMECC-UNICAMP), with the PhD students F. Baumann, J. Augusto and other interested researchers and students. This project will focus on extending a class of probability integral transforms introduced by Nelsen et al. (2001) when the marginal distributions are of any type and in multivariate case. Additionally, we intend to propose new global and local measures based on directional dependence. (AU)

Articles published in Agência FAPESP Newsletter about the research grant:
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Articles published in other media outlets ( ):
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Scientific publications
(References retrieved automatically from Web of Science and SciELO through information on FAPESP grants and their corresponding numbers as mentioned in the publications by the authors)
GARCIA, JESUS E.; GONZALEZ-LOPEZ, V. A.; NELSEN, R. B.. A new index to measure positive dependence in trivariate distributions. JOURNAL OF MULTIVARIATE ANALYSIS, v. 115, p. 481-495, . (10/51940-5)