Bayesian copula selection

D Huard, G Evin, AC Favre - Computational Statistics & Data Analysis, 2006 - Elsevier
In recent years, the use of copulas has grown extremely fast and with it, the need for a
simple and reliable method to choose the right copula family. Existing methods pose …

Spearman's footrule and Gini's gamma: a review with complements

C Genest, J Nešlehová… - Journal of Nonparametric …, 2010 - Taylor & Francis
The scattered literature on Spearman's footrule and Gini's gamma is surveyed. The following
topics are covered: finite-sample moments and asymptotic distribution under independence; …

[LIVRE][B] Statistical methods for financial engineering

B Remillard - 2013 - books.google.com
While many financial engineering books are available, the statistical aspects behind the
implementation of stochastic models used in the field are often overlooked or restricted to a …

From distance correlation to multiscale graph correlation

C Shen, CE Priebe, JT Vogelstein - Journal of the American …, 2020 - Taylor & Francis
Understanding and develo** a correlation measure that can detect general dependencies
is not only imperative to statistics and machine learning, but also crucial to general scientific …

Asymptotic local efficiency of Cramér–von Mises tests for multivariate independence

C Genest, JF Quessy, B Rémillard - 2007 - projecteuclid.org
Abstract Deheuvels [J. Multivariate Anal. 11 (1981) 102–113] and Genest and Rémillard
[Test 13 (2004) 335–369] have shown that powerful rank tests of multivariate independence …

[HTML][HTML] Asymptotic behavior of the empirical multilinear copula process under broad conditions

C Genest, JG Nešlehová, B Rémillard - Journal of Multivariate Analysis, 2017 - Elsevier
The empirical checkerboard copula is a multilinear extension of the empirical copula, which
plays a key role for inference in copula models. Weak convergence of the corresponding …

Dynamics and causality in distribution between spot and future precious metals: A copula approach

M Talbi, C De Peretti, L Belkacem - Resources Policy, 2020 - Elsevier
This paper examines the dependence structure and the Granger causality in distribution
(GCD) between spot and future returns of precious metals (gold, silver, and platinum) via …

Testing for independence in arbitrary distributions

C Genest, JG Nešlehová, B Rémillard, OA Murphy - Biometrika, 2019 - academic.oup.com
Statistics are proposed for testing the hypothesis that arbitrary random variables are
mutually independent. The tests are consistent and well behaved for any marginal …

Nonparametric tests for independence: a review and comparative simulation study with an application to malnutrition data in India

H Herwartz, S Maxand - Statistical papers, 2020 - Springer
The detection of dependence structures within a set of random variables provides a valuable
basis for a detailed subsequent investigation of their relationships. Nonparametric tests for …

Regional bivariate modeling of droughts using L-comoments and copulas

A Abdi, Y Hassanzadeh, S Talatahari… - … Research and Risk …, 2017 - Springer
The regional bivariate modeling of drought characteristics using the copulas provides
valuable information for water resources management and drought risk assessment. The …