Sobel: Some alternatives to the classical multivariate normal model

Event Date: 

Wednesday, April 22, 2015 -
3:30pm to 5:00pm

Event Date Details: 

Refreshments served at 3:15 PM

Event Location: 

  • ESB 1001 (Engineering Science Building)

Dr. Barry Arnold (UCR) Sobel seminar

Title: Some alternatives to the classical multivariate normal model

Abstract:Although the classical multivariate model is aesthetically enticing, it is not unusual to encounter data sets which do not seem to fit the Gaussian model. A variety of flexible augmentations of the classical model have received attention in recent decades. A full survey will not be attempted. Instead we will concentrate on a few of the directions in which model augmentation has been proposed. Specifically we will discuss: conditional specification, hidden truncation, contour specification and a generalized Rosenblatt construction.