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Copula models for educational index generation

Grant number: 11/18285-6
Support type:Scholarships in Brazil - Post-Doctorate
Effective date (Start): May 01, 2012
Effective date (End): April 30, 2015
Field of knowledge:Physical Sciences and Mathematics - Probability and Statistics - Statistics
Principal researcher:Verónica Andrea González-López
Grantee:Mariela Fernández
Home Institution: Instituto de Matemática, Estatística e Computação Científica (IMECC). Universidade Estadual de Campinas (UNICAMP). Campinas , SP, Brazil


In this project we seek to apply the multivariate dependence modeling via copulas to educational research. By using technics already developed for financial risk and resources management, we intend to get indexes that help with the definition of educational politics at an instituition. On the theoretical side, it will be stressed the copula model selection, especially vine copulas. The first step in the project is the definition of the significant variables for the management educational matters modeling. Secondly, we apply models which combine regression analysis (commonly used in educational research) with copula models (widely used in several research areas, but not in educational research). For the choosing of the copula family, we create algorithms and tests, focusing on the ones that allow the selection between the dependence structure of vine copula. Finally, we generate educational indexes based on several financial risk measures such as the expected shortfall.

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Scientific publications
(References retrieved automatically from Web of Science and SciELO through information on FAPESP grants and their corresponding numbers as mentioned in the publications by the authors)
FERNANDEZ, MARIELA; GONZALEZ-LOPEZ, VERONICA ANDREA. Cumulative conditional expectation index. JOURNAL OF COMPUTATIONAL METHODS IN SCIENCES AND ENGINEERING, v. 18, n. 2, p. 387-403, 2018. Web of Science Citations: 0.
FERNANDEZ, MARIELA; GONZALEZ-LOPEZ, VERONICA A.; RIFO, LAURA R. A note on conjugate distributions for copulas. MATHEMATICAL METHODS IN THE APPLIED SCIENCES, v. 38, n. 18, SI, p. 4797-4803, DEC 2015. Web of Science Citations: 4.

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