PHYSTAT Seminar: Introduction to Copulas

by Lu Yang (UMN)

Wednesday 13 May 2026, 16:00 → 17:15 Europe/Zurich

Abstract: It has now been sixty years since the introduction of copulas in 1959 by Sklar in the context of probabilistic metric spaces. Copulas are now a widely used tool in biomedical applications, finance and insurance for understanding relationships among variables whose distribution cannot be approximated by a normal curve. This presentation introduces copulas and shows how they can be used in regression contexts. I will also give a number of examples to illustrate how copulas can be used.

Lu Yang is an Assistant Professor in the School of Statistics at the University of Minnesota. She received her Ph.D. in Statistics from the University of Wisconsin-Madison in 2017. Prior to joining UMN, she was an Assistant Professor in Actuarial Science and Mathematical Finance at the University of Amsterdam. Her overarching interests are in the development of statistical methodology motivated by insurance applications. Her current research focuses on multivariate analysis, nonparametric estimation of copulas, and regression model diagnostics, especially with discrete and semicontinuous outcomes.