| 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)
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