2026 Co-Research Meetings: Advances in Copula Theory
2026共同研究集会「コピュラ理論の新展開」
The 3rd meeting: 2027, 1/27(Wed) and 1/28(Thur)
Co-Res. Member: Emura, Hino, Takatani, Kato, Koike, Yoshiba, Tsukahara, Michimae, Sun, Jeng, Izumi, Ota
Organizer/Chair: Takeshi Emura (Hiroshima Univ) and Toshinao Yoshiba (Tokyo Metropolitan Univ)
Venue: The Institute of Statistical Mathematics , Seminar room 2 (3F)
January 27(Wed): Reception 13:00-13:30
13:30-15:10: Finance and time series: Chaired by T. Yoshiba
Hideatsu Tsukahara (Seijo Univ）：Dynamic spatial panel data models with copulas: empirical study
Li-Hsien Sun (Nantioal Central Univ, Taiwan）：Multiple structural change detection in time series using rotated BB1 copula Markov models
Takaaki Koike (Hitotsubashi Univ）：Improved bounds of tail copulas and their applications to tail risk functionals
Toshinao Yoshiba (Tokyo Metro Univ）：Dynamic skew-t copula modelling for multivariate asset price movement
15:10-15:30 Break
15:30-17:10: Survival and reliability analyses: Chaired by T. Emura
Shuhei Ota (Kanagawa Univ）：Dependence modeling for bivariate soil data in reliability analysis
Kota Izumi (Kitasato Univ）：Semi-Modular Bayesian Survival Analysis with Copulas
Sy Han Chiou (Southern Methodist Univ, USA): Regression analysis of bivariate survival data using pseudo-observations
Clarissa Auryn Kahardinata (Chang Gung Univ, Taiwan): Survival tree under dependent censoring: prediction for breast cancer
16:50-17:00 Closing: Yoshiba T (Tokyo Metro Univ)
January 28(Thursday) : Reception 13:00-13:30
Session I: Chair: Emura T (Hiroshima Univ)
13:30-14:00 Shuen-Lin Jeng (National Cheng Kung Univ, Taiwan）：Inference of highway pavement life based on a copula degradation model
14:00-14:20 Discussions by Sun, Yoshiba, and Ota
14:20-14:45 Rikuto Takatani (Hiroshima Univ）：A copula model for dependent censoring with the exponential margins
14:45-15:10 Shogo Kato (ISM）：Goodness-of-fit tests for copula models using copula-based divergences
Break
Session II: Chair: Yoshiba T (Tokyo Metro Univ)
15:25-15:50 Masaki Hino (SOKENDAI）：Inference for bivariate cure copula models with zero-inflated gamma frailty
15:50-16:15 Hirofumi Michimae (Kitasato Univ）：Bayesian estimation for bivariate discrete-time first-event data: Gaussian copula versus Laplace-based local odds-ratio inference
16:15-16:40 Takeshi Emura（Hiroshima Univ）：Parametric inference for the Mann-Whitney effect
under survival copula models
16:40-16:50 Special Issue on Copula Theory
16:50-17:00 Closing: Yoshiba T (Tokyo Metro Univ)
The 4th meeting: 2027, 3/16(Tue), 3/17(Wed) and 3/18(Thur)
Co-Res. Member: Emura, Hino, Sei, Koike, Yoshiba, Michimae, Izumi, Dou, Ota, Poignard, Konno, Wilke
Organizer/Chair: Takeshi Emura (Hiroshima Univ) and Toshinao Yoshiba (Tokyo Metropolitan Univ)
Venue: The Institute of Statistical Mathematics , Seminar room 5 (3F)
謝辞：本研究は統計数理研究所共同研究プログラム（2026-ISMCRP-5004）の助成を受けたものです