Numéro spécial sur les copules

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