GAZI UNIVERSITY INFORMATION PACKAGE - 2019 ACADEMIC YEAR

COURSE DESCRIPTION
COPULA FUNCTIONS/6181303
Course Title: COPULA FUNCTIONS
Credits 3 ECTS 7.5
Semester 1 Compulsory/Elective Elective
COURSE INFO
 -- LANGUAGE OF INSTRUCTION
  Turkish
 -- NAME OF LECTURER(S)
  Prof. Dr. Salih ÇELEBİOĞLU
 -- WEB SITE(S) OF LECTURER(S)
  http://websitem.gazi.edu.tr/site/scelebi
 -- EMAIL(S) OF LECTURER(S)
  scelebi@gazi.edu.tr
 -- LEARNING OUTCOMES OF THE COURSE UNIT
To remember the multivariate distribution functions in respects of their theoretical properties and simulation.
To have a good grasp of Sklar's theorem which expresses a multivariate distribution function by its one variable marginals and its copula.
To be able to use the copulas and survival copulas in the multivariate random variable generation by means of their fundamental properties.
To have a good grasp of copula constructions by algebraic and geometric methods.
To have a grasp of bivariate and multivariate Arhimedean copulas by their fundamental, limit and order properties.
To have a grasp of Kendall's tau and Spearmann's rho as a dependence and concordance measure.
To have a good grasp of miscellaneous dependence concepts.
 -- MODE OF DELIVERY
  The mode of delivery of this course is Face to face.
 -- PREREQUISITES AND CO-REQUISITES
  There is no prerequisite or co-requisite for this course.
 -- RECOMMENDED OPTIONAL PROGRAMME COMPONENTS
  There is no recommended optional programme component for this course.
 --COURSE CONTENT
1. Week  Definitions, basic properties, a short history, random variables, Sklar’s theorem
2. Week  Survival copulas, symmetry, order
3. Week  Random variate generation, multivariate copulas
4. Week  Methods of constructing copulas, the inversion, geometric methods
5. Week  Algebraic methods
6. Week  Constructing multivariate copulas
7. Week  Archimedean copulas, one-parameter families, fundamental properties
8. Week  Midterm examination
9. Week  Order and limiting cases, two-parameter families, multivariate archimedean copulas
10. Week  Dependence, concordance, Kendall’s Tau, Spearmann’s Rho
11. Week  The relations between Kendall’s Tau and Spearmann’s Rho, other concordance measures
12. Week  Quadrant dependence, Tail and stochastic monotonicity, likelihood ratio dependence
13. Week  Measures of association, Gini’s coefficient, median regression, multivariate dependence
14. Week  Distributions with fixed marginals
15. Week  Operations on distribution functions and Markov processes
16. Week  Final examination
 -- RECOMMENDED OR REQUIRED READING
  1. Nelsen R.B., 2006, An Introduction to Copulas, Springer, NY. 2. Joe H., 1997, Multivariate Models and Dependence Concepts. Chapman & Hall, London.
 -- PLANNED LEARNING ACTIVITIES AND TEACHING METHODS
  Lecture
 -- WORK PLACEMENT(S)
  Not Applicable
 -- ASSESSMENT METHODS AND CRITERIA
 
Quantity
Percentage
 Mid-terms
1
20
 Assignment
4
10
 Exercises
0
10
 Projects
1
0
 Practice
0
0
 Quiz
0
0
 Contribution of In-term Studies to Overall Grade  
40
 Contribution of Final Examination to Overall Grade  
60
 -- WORKLOAD
 Efficiency  Total Week Count  Weekly Duration (in hour)  Total Workload in Semester
 Theoretical Study Hours of Course Per Week
3
14
42
 Practising Hours of Course Per Week
0
 Reading
12
3
36
 Searching in Internet and Library
3
2
6
 Designing and Applying Materials
0
 Preparing Reports
10
5
50
 Preparing Presentation
0
 Presentation
0
 Mid-Term and Studying for Mid-Term
3
5
15
 Final and Studying for Final
4
9
36
 Other
0
 TOTAL WORKLOAD: 
185
 TOTAL WORKLOAD / 25: 
7.4
 ECTS: 
7.5
 -- COURSE'S CONTRIBUTION TO PROGRAM
NO
 PROGRAM LEARNING OUTCOMES
1
2
3
4
5
11. Based on the capabilities of undergraduate level, the students enrolled to the program can develop and deepen their knowledge and skill at the level of expertise on the same field of the undergradute study or a different field.X
22. The students use their theoretical and practical knowledge at the level of expertise in the area of statistics.X
33. The students should evaluate their acquired knowledge and skills in a critical perspective and the critical point of view guides their learning process.X
44. Theoretical and practical knowledge gained in graduate level in the field of Statistics should be applied and transfer to the current problems.X
55. By performing the process from the identification of the scientific research problem to reporting and the process should be transferred in oral, written and visual ways.X
66. The students should use computer software and information technologies on the level required by the field of Statistics.X
77. The students should have the ability to use Statistics in interdisciplinary studies.X
88. The students should have enough foreign language level to pursue statistical literature.X
99. At the required level of field of statistics, he/she should use statistical software and information technology efficiently in a such a way that helps solving problems in his/her research.X
1010. In the process of applying knowledge in a professional sense, social, scientific, and ethical values should be regarded.X