CV Lattes
Universidade Estadual de Campinas (UNICAMP). Instituto de Matemática, Estatística e Computação Científica (IMECC) (Institutional affiliation from the last research proposal) Birthplace: Brazil
Caroline de Freitas Sakamoto in research grants and scholarships supported by FAPESP.
| News published in Agência FAPESP Newsletter about the researcher |
| More itemsLess items |
| TITULO |
| Articles published in other media outlets ( ): |
| More itemsLess items |
| VEICULO: TITULO (DATA) |
| VEICULO: TITULO (DATA) |
The construction of multivariate distributions with asymmetric dependencies, especially with complex tail dependence is a necessary requirement in many applications, particularly in finance. The theory of copulas can be very useful in this task. In this sense, some of the proposals suggested in the literature are Archimedean hierarchical models, pair-copula models and t-Student copula. Th…
| 1 / 1 | Completed scholarships in Brazil |
| Associated processes | |