| Publication | Date of Publication | Type |
|---|
A comparison of the Mantel test with a generalised distance covariance test
Environmetrics | 2023-12-18 | Paper |
Generalized Hadamard differentiability of the copula mapping and its applications
| 2023-03-28 | Paper |
Maximum pseudo‐likelihood estimation based on estimated residuals in copula semiparametric models
Scandinavian Journal of Statistics | 2022-10-25 | Paper |
Choice of smoothing parameter in multivariate copula-based tail coefficients
Journal of Statistical Planning and Inference | 2022-07-20 | Paper |
Preadjusted Non-Parametric Estimation of a Conditional Distribution Function
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2022-07-11 | Paper |
Omnibus test for covariate effects in conditional copula models
Journal of Multivariate Analysis | 2021-10-28 | Paper |
On the specification of multivariate association measures and their behaviour with increasing dimension
Journal of Multivariate Analysis | 2021-01-26 | Paper |
Rank-based inference tools for copula regression, with property and casualty insurance applications
Insurance Mathematics \& Economics | 2019-11-28 | Paper |
A copula approach for dependence modeling in multivariate nonparametric time series
Journal of Multivariate Analysis | 2019-05-27 | Paper |
Maximum pseudo-likelihood estimation based on estimated residuals in copula semiparametric models
| 2019-03-11 | Paper |
Score tests for covariate effects in conditional copulas
Journal of Multivariate Analysis | 2017-08-03 | Paper |
Nonparametric testing for no covariate effects in conditional copulas
Statistics | 2017-07-20 | Paper |
Integrated depth for functional data: statistical properties and consistency
ESAIM: Probability and Statistics | 2017-01-12 | Paper |
Uniform asymptotics for S- and MM-regression estimators
Annals of the Institute of Statistical Mathematics | 2016-02-01 | Paper |
Integrated data depth for smooth functions and its application in supervised classification
Computational Statistics | 2016-01-29 | Paper |
Conditional copulas, association measures and their applications
Computational Statistics and Data Analysis | 2016-01-12 | Paper |
Estimation of a copula when a covariate affects only marginal distributions
Scandinavian Journal of Statistics | 2016-01-08 | Paper |
Partial and average copulas and association measures
Electronic Journal of Statistics | 2015-11-25 | Paper |
Multivariate and functional covariates and conditional copulas
Electronic Journal of Statistics | 2013-05-28 | Paper |
Testing for homogeneity of multivariate dispersions using dissimilarity measures
Biometrics | 2013-05-14 | Paper |
Bootstrapping the conditional copula
Journal of Statistical Planning and Inference | 2012-10-30 | Paper |
Estimation of a conditional copula and association measures
Scandinavian Journal of Statistics | 2012-09-01 | Paper |
Testing equality of correlation coefficients in two populations via permutation methods
Journal of Statistical Planning and Inference | 2012-07-16 | Paper |
The behavior of locally most powerful tests.
| 2012-04-23 | Paper |
Positive quadrant dependence tests for copulas
The Canadian Journal of Statistics | 2011-03-30 | Paper |
Estimator of the Pareto index based on nonparametric test
Communications in Statistics: Theory and Methods | 2010-08-19 | Paper |
Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing
The Annals of Statistics | 2009-08-19 | Paper |
Comparison of two types of confidence intervals based on Wilcoxon-type \(R\)-estimators
Statistics \& Probability Letters | 2008-12-10 | Paper |
Second-order linearity of Wilcoxon statistics
Annals of the Institute of Statistical Mathematics | 2007-09-10 | Paper |
