Extreme value copula estimation based on block maxima of a multivariate stationary time series

Weighted estimation of the dependence function for an extreme-value distribution

(2013) Liang Peng et al.   BERNOULLI

Empirical and sequential empirical copula processes under serial dependence

(2013) Axel Bücher et al.   JOURNAL OF MULTIVARIATE ANALYSIS

Asymptotics of empirical copula processes under non-restrictive smoothness assumptions

(2012) Johan Segers   BERNOULLI

Nonparametric estimation of multivariate extreme-value copulas

(2012) Gordon Gudendorf et al.   JOURNAL OF STATISTICAL PLANNING AND INFERENCE

A Non-parametric Test of Exchangeability for Extreme-Value and Left-Tail Decreasing Bivariate Copulas

(2012) IVAN KOJADINOVIC et al.   SCANDINAVIAN JOURNAL OF STATISTICS

New estimators of the Pickands dependence function and a test for extreme-value dependence

(2011) Axel Bücher et al.   ANNALS OF STATISTICS

A goodness-of-fit test for bivariate extreme-value copulas

(2011) Christian Genest et al.   BERNOULLI

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

(2011) Ivan Kojadinovic et al.   CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE

Projection estimators of Pickands dependence functions

(2010) Amélie Fils-Villetard et al.   CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE

Nonparametric estimation of an extreme-value copula in arbitrary dimensions

(2010) Gordon Gudendorf et al.   JOURNAL OF MULTIVARIATE ANALYSIS

A note on bootstrap approximations for the empirical copula process

(2010) Axel Bücher et al.   STATISTICS & PROBABILITY LETTERS

Rank-based inference for bivariate extreme-value copulas

(2009) Christian Genest et al.   ANNALS OF STATISTICS

Tails of multivariate Archimedean copulas

(2009) Arthur Charpentier et al.   JOURNAL OF MULTIVARIATE ANALYSIS