| Publication | Date of Publication | Type |
|---|
| On the Gaussian product inequality conjecture for disjoint principal minors of Wishart random matrices | 2024-12-20 | Paper |
| Martin Bradbury Wilk (1922--2013) | 2024-12-06 | Paper |
| Modelling extreme rain accumulation with an application to the 2011 Lake Champlain flood | 2024-11-21 | Paper |
| Predicting extreme surges from sparse data using a copula-based hierarchical Bayesian spatial model | 2024-10-28 | Paper |
| A self-exciting marked point process model for drought analysis | 2024-10-11 | Paper |
| A conversation with Marc Hallin | 2024-09-30 | Paper |
| On an extension of Stein's lemma | 2024-09-09 | Paper |
| On the Mai-Wang stochastic decomposition for \(\ell_p\)-norm symmetric survival functions on the positive orthant | 2024-09-02 | Paper |
| Antoine Gombaud, Chevalier de Méré | 2024-07-25 | Paper |
| Asymptotic comparison of negative multinomial and multivariate normal experiments | 2024-06-14 | Paper |
| A second look at inference for bivariate Skellam distributions | 2024-05-16 | Paper |
| Copula modeling from Abe Sklar to the present day | 2024-03-25 | Paper |
| A Bayesian approach to modeling multivariate multilevel insurance claims in the presence of unsettled claims | 2024-02-27 | Paper |
| A multivariate Poisson model based on comonotonic shocks | 2023-12-13 | Paper |
| A Conversation With Paul Embrechts | 2023-12-12 | Paper |
| Sparse estimation within Pearson's system, with an application to financial market risk | 2023-11-02 | Paper |
| Orthogonal decomposition of multivariate densities in Bayes spaces and relation with their copula-based representation | 2023-09-19 | Paper |
| When copulas and smoothing met: an interview with Irène Gijbels | 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 | 2023-04-13 | Paper |
| Minimax properties of Dirichlet kernel density estimators | 2023-03-17 | Paper |
| Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines | 2023-03-02 | Paper |
| Interpolation of precipitation extremes on a large domain toward IDF curve construction at unmonitored locations | 2022-12-12 | Paper |
| A combinatorial proof of the Gaussian product inequality beyond the \(\mathrm{MTP}_2\) case | 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 | 2022-06-04 | Paper |
| Linking the Hoeffding-sobol and Möbius formulas through a decomposition of Kuo, Sloan, Wasilkowski, and Woźniakowski | 2022-04-22 | Paper |
| A tribute to Abe Sklar | 2022-02-22 | Paper |
| A law of uniform seniority for dependent lives | 2021-12-08 | Paper |
| Minimax properties of Dirichlet kernel density estimators | 2021-12-06 | Paper |
| On the class of bivariate Archimax copulas under constraints | 2021-08-24 | Paper |
| Extremal behavior of diagonal and Bertino copulas | 2021-01-29 | Paper |
| On the asymptotic covariance of the multivariate empirical copula process | 2020-05-12 | Paper |
| A journey beyond the Gaussian world. An interview with Harry Joe | 2020-01-13 | Paper |
| Rank-based inference tools for copula regression, with property and casualty insurance applications | 2019-11-28 | Paper |
| A Conversation with James O. Ramsay | 2019-07-16 | Paper |
| Dependence in a background risk model | 2019-07-02 | Paper |
| On the size of the class of bivariate extreme-value copulas with a fixed value of Spearman's rho or Kendall's tau | 2019-05-17 | Paper |
| Inference for elliptical copula multivariate response regression models | 2019-05-17 | Paper |
| Testing for independence in arbitrary distributions | 2019-05-08 | Paper |
| Recent advances in functional data analysis and high-dimensional statistics | 2019-03-21 | Paper |
| A new bivariate Poisson common shock model covering all possible degrees of dependence | 2018-06-21 | Paper |
| The class of multivariate max-id copulas with \(\ell_{1}\)-norm symmetric exponent measure | 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 | 2017-08-03 | Paper |
| Rank-based methods for modeling dependence between loss triangles | 2017-06-06 | Paper |
| A conversation with Martin Bradbury Wilk | 2016-01-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5262081 | 2015-07-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5262078 | 2015-07-13 | Paper |
| A copula‐based risk aggregation model | 2015-04-24 | Paper |
| Using B-splines for nonparametric inference on bivariate extreme-value copulas | 2014-12-19 | Paper |
| Predicting dependent binary outcomes through logistic regressions and meta-elliptical copulas | 2014-11-12 | Paper |
| On tests of radial symmetry for bivariate copulas | 2014-10-24 | Paper |
| Discussion: Statistical models and methods for dependence in insurance data | 2014-09-30 | Paper |
| Bivariate extensions of Skellam's distribution | 2014-08-14 | Paper |
| On the empirical multilinear copula process for count data | 2014-08-08 | Paper |
| Multivariate Archimax copulas | 2014-03-06 | Paper |
| On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data | 2014-01-10 | Paper |
| Assessing and Modeling Asymmetry in Bivariate Continuous Data | 2013-09-20 | Paper |
| Tests of symmetry for bivariate copulas | 2012-12-27 | Paper |
| Rejoinder on: Inference in multivariate Archimedean copula models | 2012-11-15 | Paper |
| Inference in multivariate Archimedean copula models | 2012-11-15 | Paper |
| Maty's biography of Abraham de Moivre, translated, annotated and augmented | 2012-09-01 | Paper |
| Beyond simplified pair-copula constructions | 2012-08-13 | Paper |
| Estimators based on Kendall's tau in multivariate copula models | 2012-06-18 | Paper |
| Asymptotics of joint maxima for discontinuous random variables | 2011-11-26 | Paper |
| A goodness-of-fit test for bivariate extreme-value copulas | 2011-09-02 | Paper |
| Spearman's footrule and Gini's gamma: a review with complements | 2011-01-13 | Paper |
| On the covariance of the asymptotic empirical copula process | 2010-06-25 | Paper |
| A counterexample to a conjecture of Hutchinson and Lai | 2010-03-29 | Paper |
| Detecting dependence with Kendall plots | 2010-03-11 | Paper |
| On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence | 2009-12-10 | Paper |
| Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models | 2009-10-08 | Paper |
| Analytical proofs of classical inequalities between Spearman's \(\rho\) and Kendall's \(\tau \) | 2009-09-14 | Paper |
| Estimating correlation from dichotomized normal variables | 2009-09-14 | Paper |
| Rank-based inference for bivariate extreme-value copulas | 2009-08-19 | Paper |
| On the range of heterogeneous samples | 2009-06-24 | Paper |
| On the Tail Behavior of Sums of Dependent Risks | 2009-06-15 | Paper |
| Rank-Based Extensions of the Brock, Dechert, and Scheinkman Test | 2009-06-12 | Paper |
| Improving the estimation of Kendall's tau when censoring affects only one of the variables | 2009-06-02 | Paper |
| Goodness-of-fit tests for copulas: A review and a power study | 2009-05-12 | Paper |
| Estimating copula densities through wavelets | 2009-05-12 | Paper |
| Goodness-of-fit tests for copulas: A review and a power study | 2009-04-01 | Paper |
| A Primer on Copulas for Count Data | 2009-01-28 | Paper |
| Conditions for the asymptotic semiparametric efficiency of an omnibus estimator of dependence parameters in copula models | 2008-05-14 | Paper |
| On the dependence between the extreme order statistics in the proportional hazards model | 2008-04-16 | Paper |
| Boundary calculus for the premiums by exceeding the loss of the rik functions in the presence of partial information on their margins | 2007-10-22 | Paper |
| Letter to the Editor: Re: Pinto da Costa, J. & Soares, C. (2005). A weighted rank measure of correlation. | 2007-09-13 | Paper |
| Asymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independence | 2007-07-23 | Paper |
| Spearman's ρ is larger than kendall's τ for positively dependent random variables | 2007-04-16 | Paper |
| Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation | 2006-12-08 | Paper |
| On the joint asymptotic behavior of two rank-based estimators of the association parameter in the gamma frailty model | 2006-04-28 | Paper |
| A public health controversy in 19th century Canada | 2006-04-04 | Paper |
| Local efficiency of a Cramér\,-\,von Mises test of independence | 2006-01-10 | Paper |
| Bivariate option pricing using dynamic copula models | 2005-09-29 | Paper |
| Tests of independence and randomness based on the empirical copula process | 2005-09-05 | Paper |
| Locally most powerful rank tests of independence for copula models | 2005-07-18 | Paper |
| On the dependence structure of order statistics | 2005-06-30 | Paper |
| A history of the Statistical Society of Canada: The formative years. (With comments). | 2004-05-27 | Paper |
| On blest's measure of rank correlation | 2004-03-25 | Paper |
| Compound Poisson approximations for individual models with dependent risks. | 2003-11-16 | Paper |
| Tests of serial independence based on Kendall's process | 2003-08-21 | Paper |
| Worldwide research output in probability and statistics: An update | 2003-04-07 | Paper |
| Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications | 2002-11-21 | Paper |
| The TP\(_{2}\) ordering of Kimeldorf and Sampson has the normal-agreeing property | 2002-09-05 | Paper |
| Upper stop-loss bounds for sums of possibly dependent risks with given means and variances | 2002-09-05 | Paper |
| An extension of Osuna's model for stress caused by waiting | 2002-06-04 | Paper |
| Deriving priorities from the Bradley-Terry model | 2002-05-05 | Paper |
| On the multivariate probability integral transformation | 2002-04-07 | Paper |
| Correlation in a Bayesian framework | 2001-08-17 | Paper |
| Hilbert's metric and the analytic hierarchy process | 2001-05-17 | Paper |
| Kendall's tau for serial dependence | 2001-04-08 | Paper |
| Probability and statistics: A tale of two worlds? | 2001-02-18 | Paper |
| Combining probability distributions: a critique and an annotated bibliography. With comments, and a rejoinder by the authors | 2001-02-07 | Paper |
| Bivariate distributions with given extreme value attractor | 2000-06-04 | Paper |
| Stochastic bounds on sums of dependent risks | 2000-01-31 | Paper |
| A characterization of quasi-copulas | 1999-10-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4238404 | 1999-06-09 | Paper |
| Statistics on statistics: Measuring research productivity by journal publications between 1985 and 1995 | 1998-09-10 | Paper |
| A Graphical Analysis of Ratio-Scaled Paired Comparison Data | 1997-11-12 | Paper |
| Letter to the editor | 1997-11-10 | Paper |
| On Kendall's process | 1997-05-25 | Paper |
| A note on tightness | 1997-04-09 | Paper |
| A nonparametric estimation procedure for bivariate extreme value copulas | 1997-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4395384 | 1997-01-01 | Paper |
| A semiparametric estimation procedure of dependence parameters in multivariate families of distributions | 1996-02-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4856135 | 1995-11-22 | Paper |
| A statistical look at Saaty's method of estimating pairwise preferences expressed on a ratio scale | 1995-01-31 | Paper |
| On a proposal of Jensen for the analysis of ordinal pairwise preferences using Saaty's eigenvector scaling method | 1994-10-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4296137 | 1994-10-10 | Paper |
| Statistical Inference Procedures for Bivariate Archimedean Copulas | 1994-04-19 | Paper |
| On some useful properties of the Perron eigenvalue of a positive reciprocal matrix in the context of the analytic hierarchy process | 1994-01-06 | Paper |
| Vincentization revisited | 1992-09-27 | Paper |
| Concepts de dépendance et ordres stochastiques pour des lois bidimensionnelles | 1992-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3358038 | 1990-01-01 | Paper |
| A characterization of Gumbel's family of extreme value distributions | 1989-01-01 | Paper |
| Frank's family of bivariate distributions | 1987-01-01 | Paper |
| Further evidence against independence preservation in expert judgement synthesis | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3740882 | 1986-01-01 | Paper |
| Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données | 1986-01-01 | Paper |
| Combining probability distributions: A critique and an annotated bibliography | 1986-01-01 | Paper |
| Characterization of externally Bayesian pooling operators | 1986-01-01 | Paper |
| Modeling expert judgements for Bayesian updating | 1985-01-01 | Paper |
| Resolution of godambe's paradox | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3683327 | 1984-01-01 | Paper |
| A characterization theorem for externally Bayesian groups | 1984-01-01 | Paper |
| Pooling operators with the marginalization property | 1984-01-01 | Paper |
| Aggregating opinions through logarithmic pooling | 1984-01-01 | Paper |
| Asymptotic comparison of negative multinomial and multivariate normal experiments | N/A | Paper |
| On the Gaussian product inequality conjecture for disjoint principal minors of Wishart random matrices | N/A | Paper |
| Asymptotics for non-degenerate multivariate $U$-statistics with estimated nuisance parameters under the null and local alternative hypotheses | N/A | Paper |
| On Wilks' joint moment formulas for embedded principal minors of Wishart random matrices | N/A | Paper |
