Editorial

• Editorial to the special issue on copulas of the Journal of the French Statistical Society

  Ivan Kojadinovic

  1-4

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• Copula parameter estimation using Blomqvist’s beta

  Christian Genest, Alberto Carabarín-Aguirre, Fanny Harvey

  5-24

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• Archimedean Copulas in High Dimensions: Estimators and Numerical Challenges Motivated by Financial Applications

  Marius Hofert, Martin Mächler, Alexander J. McNeil

  25-63

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• A regularized goodness-of-fit test for copulas

  Christian Genest, Wanling Huang, Jean-Marie Dufour

  64-77

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• Statistical Procedures for the Selection of a Multidimensional Meta-elliptical Distribution

  Jean-François Quessy, Rachelle Bellerive

  78-101

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• Practical Notes On Multivariate Modeling Based on Elliptical Copulas

  Xiaojing Wang, Jun Yan

  102-115

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• Minimum distance estimators of the Pickands dependence function and related tests of multivariate extreme-value dependence

  Betina Berghaus, Axel Bücher, Holger Dette

  116-137

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• Extreme value copulas and max-stable processes

  Mathieu Ribatet, Mohammed Sedki

  138-150

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• Semi-parametric approximation of Kendall’s distribution function and multivariate Return Periods

  Gianfausto Salvadori, Fabrizio Durante, Elisa Perrone

  151-173

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• Selection strategies for regular vine copulae

  Claudia Czado, Stephan Jeske, Mathias Hofmann

  174-191

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• Sampling from hierarchical Kendall copulas

  Eike Christian Brechmann

  192-209

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