Project Details
Distributional copula regression for space-time data (A07)
Subject Area
Statistics and Econometrics
Mathematics
Mathematics
Term
since 2024
Project identifier
Deutsche Forschungsgemeinschaft (DFG) - Project number 520388526
Distributional copula regression for space-time data develops novel models for multivariate spatio-temporal data using distributional copula regression. Of particular interest are tests for the significance of predictors and automatic variable selection using Bayesian selection priors. In the long run, the project will consider computationally efficient modeling of non-stationary dependencies using stochastic partial differential equations.
DFG Programme
CRC/Transregios
Applicant Institution
Technische Universität Dortmund
Project Heads
Professor Dr. Holger Dette, since 7/2024; Professorin Dr. Nadja Klein, since 7/2024