Distributional copula regression for space-time data (A07)

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

Subproject of TRR 391:  Spatio-temporal Statistics for the Transition of Energy and Transport

Applicant Institution Technische Universität Dortmund

Project Heads Professor Dr. Holger Dette, since 7/2024; Professorin Dr. Nadja Klein, since 7/2024