General tests of conditional independence based on empirical processes indexed by functions

JOURNAL ARTICLE published June 2023 in Japanese Journal of Statistics and Data Science

Authors: Salim Bouzebda

Multivariate failure time distributions derived from shared frailty and copulas

JOURNAL ARTICLE published December 2021 in Japanese Journal of Statistics and Data Science

Research funded by Ministry of Science and Technology of Taiwan (MOST 107-2118-M-008 -003-MY3)

Authors: Yin-Chen Wang | Takeshi Emura

Multivariate transformed Gaussian processes

JOURNAL ARTICLE published June 2020 in Japanese Journal of Statistics and Data Science

Research funded by King Abdullah University of Science and Technology (OSR-2018-CRG7-3742)

Authors: Yuan Yan | Jaehong Jeong | Marc G. Genton

Goodness-of-fit tests for the family of multivariate chi-square copulas

JOURNAL ARTICLE published December 2019 in Computational Statistics & Data Analysis

Research funded by Natural Sciences and Engineering Research Council of Canada (5244-2012,6416-2014)

Authors: Jean-François Quessy | Louis-Paul Rivest | Marie-Hélène Toupin

Multivariate association test for rare variants controlling for cryptic and family relatedness

JOURNAL ARTICLE published March 2019 in Canadian Journal of Statistics

Authors: Jianping Sun | Karim Oualkacha | Celia M.T. Greenwood | Lajmi Lakhal‐Chaieb

Simultaneous multivariate Hawkes-type point processes and their application to financial markets

JOURNAL ARTICLE published December 2018 in Japanese Journal of Statistics and Data Science

Research funded by Japan Society for the Promotion of Science (JP25245033) | Society for the Promotion of Science (16J06454,17J03957)

Authors: Naoto Kunitomo | Daisuke Kurisu | Naoki Awaya

Simulating from a Family of Generalized Archimedean Copulas

BOOK CHAPTER published 2014 in Springer Proceedings in Mathematics & Statistics

Authors: Fabrizio Durante

Semi-polynomial copulas

JOURNAL ARTICLE published 2 January 2014 in Journal of Nonparametric Statistics

Authors: Juan Fernández Sánchez | Manuel Úbeda-Flores

Multivariate Kendall's tau for change‐point detection in copulas

JOURNAL ARTICLE published March 2013 in Canadian Journal of Statistics

Authors: Jean‐François Quessy | Mériem Saïd | Anne‐Catherine Favre

A method for constructing higher-dimensional copulas

JOURNAL ARTICLE published June 2012 in Statistics

Authors: Fabrizio Durante | Enrico Foscolo | José Antonio Rodríguez-Lallena | Manuel Úbeda-Flores

A Functional for Copulas and Quasi-Copulas

JOURNAL ARTICLE published 3 May 2012 in ISRN Probability and Statistics

Research funded by Ministerio de Ciencia e Innovación (MTM2009-08724)

Authors: Manuel Úbeda-Flores

Multivariate copulas, quasi-copulas and lattices

JOURNAL ARTICLE published September 2011 in Statistics & Probability Letters

Authors: Juan Fernández-Sánchez | Roger B. Nelsen | Manuel Úbeda-Flores

Large-sample tests of extreme-value dependence for multivariate copulas

JOURNAL ARTICLE published December 2011 in Canadian Journal of Statistics

Authors: Ivan Kojadinovic | Johan Segers | Jun Yan

Constructing Copulas with Given Diagonal and Opposite Diagonal Sections

JOURNAL ARTICLE published 8 February 2011 in Communications in Statistics - Theory and Methods

Authors: Bernard De Baets | Hans De Meyer | Manuel Úbeda-Flores

Multivariate shuffles and approximation of copulas

JOURNAL ARTICLE published December 2010 in Statistics & Probability Letters

Authors: Fabrizio Durante | Juan Fernández-Sánchez

Multivariate copulas with cubic sections in one variable

JOURNAL ARTICLE published January 2008 in Journal of Nonparametric Statistics

Authors: Manuel Úbeda-Flores

A class of controlled bisexual branching processes with mating depending on the number of progenitor couples

JOURNAL ARTICLE published December 2007 in Statistics & Probability Letters

Authors: Manuel Molina | Inés M. del Puerto | Alfonso Ramos

A family of power‐divergence diagnostics for goodness‐of‐fit

JOURNAL ARTICLE published December 2007 in Canadian Journal of Statistics

Authors: Cinzia Carota

Multivariate modelling of long memory processes with common components

JOURNAL ARTICLE published October 2007 in Computational Statistics & Data Analysis

Authors: Claudio Morana

On robustness of marginal regression coefficient estimates and hazard functions in multivariate survival analysis of family data when the frailty distribution is mis‐specified

JOURNAL ARTICLE published 10 November 2007 in Statistics in Medicine

Authors: Li Hsu | Malka Gorfine | Kathleen Malone