| Publication | Date of Publication | Type |
|---|
Asymptotic comparison of negative multinomial and multivariate normal experiments
(available as arXiv preprint) | N/A | Paper |
On the Gaussian product inequality conjecture for disjoint principal minors of Wishart random matrices
(available as arXiv preprint) | N/A | Paper |
Asymptotics for non-degenerate multivariate U-statistics with estimated nuisance parameters under the null and local alternative hypotheses
(available as arXiv preprint) | N/A | Paper |
On Wilks' joint moment formulas for embedded principal minors of Wishart random matrices
(available as arXiv preprint) | N/A | Paper |
A conversation with David Bellhouse
International Statistical Review | 2026-08-21 | Paper |
The role of dice in the emergence of the probability calculus
International Statistical Review | 2026-08-21 | Paper |
A goodness-of-fit test for regression models with discrete outcomes
The Canadian Journal of Statistics | 2026-08-20 | Paper |
On conditional independence within multivariate Bernoulli random vectors
Statistics & Probability Letters | 2026-08-19 | Paper |
Joint modelling of annual precipitation maxima over several durations for the construction of intensity-duration-frequency curves
The Canadian Journal of Statistics | 2026-05-27 | Paper |
A Factor-Copula Latent-Vine Time Series Model for Extreme Flood Insurance Losses
Journal of the American Statistical Association | 2026-04-21 | Paper |
A class of multivariate max-infinitely divisible distributions based on random scaling
Chilean Journal of Statistics | 2026-02-12 | Paper |
On noncentral Wishart mixtures of noncentral Wisharts and their use for testing random effects in factorial design models
Journal of Mathematical Analysis and Applications | 2025-10-21 | Paper |
Normal approximations for the multivariate inverse Gaussian distribution and asymmetric kernel smoothing on d-dimensional half-spaces
Electronic Journal of Statistics | 2025-09-26 | Paper |
Comonotonicity and counter-monotonicity: Review and implications for likelihood-based estimation
Communications in Statistics. Theory and Methods | 2025-09-18 | Paper |
Asymptotic behavior of the empirical checkerboard copula process for binary data: an educational presentation
Examples and Counterexamples | 2025-09-05 | Paper |
| ETASbootstrap | 2025-08-19 | Software |
On Wilks' joint moment formulas for embedded principal minors of Wishart random matrices
Stat | 2025-07-08 | Paper |
Local linear smoothing for regression surfaces on the simplex using Dirichlet kernels
Statistical Papers | 2025-06-11 | Paper |
An explicit Wishart moment formula for the product of two disjoint principal minors
Proceedings of the American Mathematical Society | 2025-02-11 | Paper |
On the Gaussian product inequality conjecture for disjoint principal minors of Wishart random matrices
Electronic Journal of Probability | 2024-12-20 | Paper |
Martin Bradbury Wilk (1922--2013)
Journal of the Royal Statistical Society. Series A. Statistics in Society | 2024-12-06 | Paper |
Modelling extreme rain accumulation with an application to the 2011 Lake Champlain flood
Journal of the Royal Statistical Society. Series C. Applied Statistics | 2024-11-21 | Paper |
Predicting extreme surges from sparse data using a copula-based hierarchical Bayesian spatial model
Environmetrics | 2024-10-28 | Paper |
A self-exciting marked point process model for drought analysis
Environmetrics | 2024-10-11 | Paper |
A conversation with Marc Hallin
International Statistical Review | 2024-09-30 | Paper |
On an extension of Stein's lemma
Comptes Rendus Mathématiques de l'Académie des Sciences | 2024-09-09 | Paper |
On the Mai-Wang stochastic decomposition for _p-norm symmetric survival functions on the positive orthant
Journal of Multivariate Analysis | 2024-09-02 | Paper |
Antoine Gombaud, Chevalier de Méré
Statistical Science | 2024-07-25 | Paper |
Asymptotic comparison of negative multinomial and multivariate normal experiments
Statistica Neerlandica | 2024-06-14 | Paper |
A second look at inference for bivariate Skellam distributions
Stat | 2024-05-16 | Paper |
Copula modeling from Abe Sklar to the present day
Journal of Multivariate Analysis | 2024-03-25 | Paper |
A Bayesian approach to modeling multivariate multilevel insurance claims in the presence of unsettled claims
Bayesian Analysis | 2024-02-27 | Paper |
A multivariate Poisson model based on comonotonic shocks
International Statistical Review | 2023-12-13 | Paper |
A Conversation With Paul Embrechts
International Statistical Review | 2023-12-12 | Paper |
Sparse estimation within Pearson's system, with an application to financial market risk
The Canadian Journal of Statistics | 2023-11-02 | Paper |
Orthogonal decomposition of multivariate densities in Bayes spaces and relation with their copula-based representation
Journal of Multivariate Analysis | 2023-09-19 | Paper |
When copulas and smoothing met: an interview with Irène Gijbels
Dependence Modeling | 2023-06-26 | Paper |
| ETASbootstrap | 2023-05-17 | Software |
Miscellaneous results related to the Gaussian product inequality conjecture for the joint distribution of traces of Wishart matrices
Journal of Mathematical Analysis and Applications | 2023-04-13 | Paper |
Minimax properties of Dirichlet kernel density estimators
Journal of Multivariate Analysis | 2023-03-17 | Paper |
Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines
Extremes | 2023-03-02 | Paper |
Interpolation of precipitation extremes on a large domain toward IDF curve construction at unmonitored locations
Journal of Agricultural, Biological and Environmental Statistics | 2022-12-12 | Paper |
A combinatorial proof of the Gaussian product inequality beyond the \(\mathrm{MTP}_2\) case
Dependence Modeling | 2022-09-16 | Paper |
| Local limit theorems and probability metric bounds for the inverse Gaussian distribution and its multivariate extension | 2022-09-10 | Paper |
Miscellaneous results related to the Gaussian product inequality conjecture for the joint distribution of traces of Wishart matrices
(available as arXiv preprint) | 2022-06-04 | Paper |
Linking the Hoeffding-sobol and Möbius formulas through a decomposition of Kuo, Sloan, Wasilkowski, and Woźniakowski
Statistics & Probability Letters | 2022-04-22 | Paper |
A tribute to Abe Sklar
Dependence Modeling | 2022-02-22 | Paper |
A law of uniform seniority for dependent lives
Scandinavian Actuarial Journal | 2021-12-08 | Paper |
Minimax properties of Dirichlet kernel density estimators
(available as arXiv preprint) | 2021-12-06 | Paper |
On the class of bivariate Archimax copulas under constraints
Fuzzy Sets and Systems | 2021-08-24 | Paper |
Extremal behavior of diagonal and Bertino copulas
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2021-01-29 | Paper |
On the asymptotic covariance of the multivariate empirical copula process
Dependence Modeling | 2020-05-12 | Paper |
A journey beyond the Gaussian world. An interview with Harry Joe
Dependence Modeling | 2020-01-13 | Paper |
Rank-based inference tools for copula regression, with property and casualty insurance applications
Insurance Mathematics & Economics | 2019-11-28 | Paper |
A conversation with James O. Ramsay
International Statistical Review | 2019-07-16 | Paper |
Dependence in a background risk model
Journal of Multivariate Analysis | 2019-07-02 | Paper |
Inference for elliptical copula multivariate response regression models
Electronic Journal of Statistics | 2019-05-17 | Paper |
On the size of the class of bivariate extreme-value copulas with a fixed value of Spearman's rho or Kendall's tau
Journal of Mathematical Analysis and Applications | 2019-05-17 | Paper |
Testing for independence in arbitrary distributions
Biometrika | 2019-05-08 | Paper |
Recent advances in functional data analysis and high-dimensional statistics
Journal of Multivariate Analysis | 2019-03-21 | Paper |
A new bivariate Poisson common shock model covering all possible degrees of dependence
Statistics & Probability Letters | 2018-06-21 | Paper |
The class of multivariate max-id copulas with \(\ell_{1}\)-norm symmetric exponent measure
Bernoulli | 2018-05-18 | Paper |
| On all Pickands Dependence Functions whose corresponding Extreme-Value-Copulas have Spearman $\rho$ (Kendall $\tau$) identical to some value $v \in [0,1]$ | 2018-01-23 | Paper |
Asymptotic behavior of the empirical multilinear copula process under broad conditions
Journal of Multivariate Analysis | 2017-08-03 | Paper |
Rank-based methods for modeling dependence between loss triangles
European Actuarial Journal | 2017-06-06 | Paper |
A conversation with Martin Bradbury Wilk
Statistical Science | 2016-01-05 | Paper |
A conversation with Martin Bradbury Wilk
Statistical Science | 2016-01-05 | Paper |
| Copula parameter estimation using Blomqvist's beta | 2015-07-13 | Paper |
| A regularized goodness-of-fit test for copulas | 2015-07-13 | Paper |
A copula-based risk aggregation model
The Canadian Journal of Statistics | 2015-04-24 | Paper |
Using B-splines for nonparametric inference on bivariate extreme-value copulas
Extremes | 2014-12-19 | Paper |
Predicting dependent binary outcomes through logistic regressions and meta-elliptical copulas
Brazilian Journal of Probability and Statistics | 2014-11-12 | Paper |
On tests of radial symmetry for bivariate copulas
Statistical Papers | 2014-10-24 | Paper |
Discussion: Statistical models and methods for dependence in insurance data
Journal of the Korean Statistical Society | 2014-09-30 | Paper |
Bivariate extensions of Skellam's distribution
Probability in the Engineering and Informational Sciences | 2014-08-14 | Paper |
On the empirical multilinear copula process for count data
Bernoulli | 2014-08-08 | Paper |
On the empirical multilinear copula process for count data
Bernoulli | 2014-08-08 | Paper |
Multivariate Archimax copulas
Journal of Multivariate Analysis | 2014-03-06 | Paper |
On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data
Journal of Multivariate Analysis | 2014-01-10 | Paper |
Assessing and Modeling Asymmetry in Bivariate Continuous Data
Copulae in Mathematical and Quantitative Finance | 2013-09-20 | Paper |
Tests of symmetry for bivariate copulas
Annals of the Institute of Statistical Mathematics | 2012-12-27 | Paper |
Inference in multivariate Archimedean copula models
Test | 2012-11-15 | Paper |
Rejoinder on: Inference in multivariate Archimedean copula models
Test | 2012-11-15 | Paper |
Maty's biography of Abraham de Moivre, translated, annotated and augmented
Statistical Science | 2012-09-01 | Paper |
Maty's biography of Abraham de Moivre, translated, annotated and augmented
Statistical Science | 2012-09-01 | Paper |
Beyond simplified pair-copula constructions
Journal of Multivariate Analysis | 2012-08-13 | Paper |
Estimators based on Kendall's tau in multivariate copula models
Australian & New Zealand Journal of Statistics | 2012-06-18 | Paper |
Asymptotics of joint maxima for discontinuous random variables
Extremes | 2011-11-26 | Paper |
A goodness-of-fit test for bivariate extreme-value copulas
Bernoulli | 2011-09-02 | Paper |
Spearman's footrule and Gini's gamma: a review with complements
Journal of Nonparametric Statistics | 2011-01-13 | Paper |
On the covariance of the asymptotic empirical copula process
Journal of Multivariate Analysis | 2010-06-25 | Paper |
A counterexample to a conjecture of Hutchinson and Lai
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2010-03-29 | Paper |
Detecting dependence with Kendall plots
The American Statistician | 2010-03-11 | Paper |
On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence
The Canadian Journal of Statistics | 2009-12-10 | Paper |
Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2009-10-08 | Paper |
Estimating correlation from dichotomized normal variables
Journal of Statistical Planning and Inference | 2009-09-14 | Paper |
Analytical proofs of classical inequalities between Spearman's \(\rho\) and Kendall's \(\tau \)
Journal of Statistical Planning and Inference | 2009-09-14 | Paper |
Rank-based inference for bivariate extreme-value copulas
The Annals of Statistics | 2009-08-19 | Paper |
On the range of heterogeneous samples
Journal of Multivariate Analysis | 2009-06-24 | Paper |
On the Tail Behavior of Sums of Dependent Risks
ASTIN Bulletin | 2009-06-15 | Paper |
Rank-Based Extensions of the Brock, Dechert, and Scheinkman Test
Journal of the American Statistical Association | 2009-06-12 | Paper |
Improving the estimation of Kendall's tau when censoring affects only one of the variables
Computational Statistics and Data Analysis | 2009-06-02 | Paper |
Estimating copula densities through wavelets
Insurance Mathematics & Economics | 2009-05-12 | Paper |
