Vol. 154, No 1 (2013)

Numéro spécial sur les copules

Sommaire

Editorial

Editorial to the special issue on copulas of the Journal of the French Statistical Society PDF
Ivan Kojadinovic 1-4
Copula parameter estimation using Blomqvist’s beta PDF
Christian Genest, Alberto Carabarín-Aguirre, Fanny Harvey 5-24
Archimedean Copulas in High Dimensions: Estimators and Numerical Challenges Motivated by Financial Applications PDF
Marius Hofert, Martin Mächler, Alexander J. McNeil 25-63
A regularized goodness-of-fit test for copulas PDF
Christian Genest, Wanling Huang, Jean-Marie Dufour 64-77
Statistical Procedures for the Selection of a Multidimensional Meta-elliptical Distribution PDF
Jean-François Quessy, Rachelle Bellerive 78-101
Practical Notes On Multivariate Modeling Based on Elliptical Copulas PDF
Xiaojing Wang, Jun Yan 102-115
Minimum distance estimators of the Pickands dependence function and related tests of multivariate extreme-value dependence PDF
Betina Berghaus, Axel Bücher, Holger Dette 116-137
Extreme value copulas and max-stable processes PDF
Mathieu Ribatet, Mohammed Sedki 138-150
Semi-parametric approximation of Kendall’s distribution function and multivariate Return Periods PDF
Gianfausto Salvadori, Fabrizio Durante, Elisa Perrone 151-173
Selection strategies for regular vine copulae PDF
Claudia Czado, Stephan Jeske, Mathias Hofmann 174-191
Sampling from hierarchical Kendall copulas PDF
Eike Christian Brechmann 192-209


Creative Commons License
Ce travail est autorisé sous licence avec la Licence de paternité Creative Commons 3.0.

SFdS / SMF - Journal de la Société Française de Statistique - ISSN 2102-6238