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  • Journal de la société française de statistique
  • Volume 154 (2013)
  • no. 1

Numéro spécial sur les copules

Table of contents


Copula parameter estimation using Blomqvist’s beta
Genest, Christian; Carabarín-Aguirre, Alberto; Harvey, Fanny
p. 5-24

Archimedean Copulas in High Dimensions: Estimators and Numerical Challenges Motivated by Financial Applications
Hofert, Marius; Mächler, Martin; McNeil, Alexander J.
p. 25-63

A regularized goodness-of-fit test for copulas
Genest, Christian; Huang, Wanling; Dufour, Jean-Marie
p. 64-77

Statistical Procedures for the Selection of a Multidimensional Meta-elliptical Distribution
Quessy, Jean-François; Bellerive, Rachelle
p. 78-101

Practical Notes On Multivariate Modeling Based on Elliptical Copulas
Wang, Xiaojing; Yan, Jun
p. 102-115

Minimum distance estimators of the Pickands dependence function and related tests of multivariate extreme-value dependence
Berghaus, Betina; Bücher, Axel; Dette, Holger
p. 116-137

Extreme value copulas and max-stable processes
Ribatet, Mathieu; Sedki, Mohammed
p. 138-150

Semi-parametric approximation of Kendall’s distribution function and multivariate Return Periods
Salvadori, Gianfausto; Durante, Fabrizio; Perrone, Elisa
p. 151-173

Selection strategies for regular vine copulae
Czado, Claudia ; Jeske, Stephan; Hofmann, Mathias
p. 174-191

Sampling from hierarchical Kendall copulas
Brechmann, Eike Christian
p. 192-209
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