Prati
Jean-Francois Quessy
Naslov
Citirano
Citirano
Godina
Goodness‐of‐fit procedures for copula models based on the probability integral transformation
C Genest, JF Quessy, B Rémillard
Scandinavian Journal of Statistics 33 (2), 337-366, 2006
5972006
Tests of symmetry for bivariate copulas
C Genest, J Nešlehová, JF Quessy
Annals of the Institute of Statistical Mathematics 64, 811-834, 2012
1392012
Asymptotic local efficiency of Cramér–von Mises tests for multivariate independence
C Genest, JF Quessy, B Rémillard
1312007
Nonparametric tests for change-point detection à la Gombay and Horváth
M Holmes, I Kojadinovic, JF Quessy
Journal of Multivariate Analysis 115, 16-32, 2013
762013
Local efficiency of a Cramér–von Mises test of independence
C Genest, JF Quessy, B Rémillard
Journal of Multivariate Analysis 97 (1), 274-294, 2006
552006
Statistical inference in Lombard's smooth‐change model
JF Quessy, AC Favre, M Saïd, M Champagne
Environmetrics 22 (7), 882-893, 2011
522011
Multivariate Kendall's tau for change‐point detection in copulas
JF Quessy, M Saïd, AC Favre
Canadian Journal of Statistics 41 (1), 65-82, 2013
492013
Temporal variability modes of floods for catchments in the St. Lawrence watershed (Quebec, Canada)
AA Assani, S Charron, M Matteau, M Mesfioui, JF Quessy
Journal of Hydrology 385 (1-4), 292-299, 2010
482010
Local power analyses of goodness‐of‐fit tests for copulas
D Berg, J Quessy
Scandinavian Journal of Statistics 36 (3), 389-412, 2009
452009
Comparison of the interannual variability of spring heavy floods characteristics of tributaries of the St. Lawrence River in Quebec (Canada)
R Mazouz, AA Assani, JF Quessy, G Légaré
Advances in Water Resources 35, 110-120, 2012
432012
Tests of serial independence based on Kendall's process
C Genest, JFÇ Quessy, B RÉamillard
Canadian Journal of Statistics 30 (3), 441-461, 2002
422002
Bounds on the value-at-risk for the sum of possibly dependent risks
M Mesfioui, JF Quessy
Insurance: Mathematics and Economics 37 (1), 135-151, 2005
412005
On the family of multivariate chi-square copulas
JF Quessy, LP Rivest, MH Toupin
Journal of Multivariate Analysis 152, 40-60, 2016
402016
Effects of the change from forest to agriculture land use on the spatial variability of summer extreme daily flow characteristics in southern Quebec (Canada)
M Muma, AA Assani, R Landry, JF Quessy, M Mesfioui
Journal of hydrology 407 (1-4), 153-163, 2011
352011
Dependence structure of conditional Archimedean copulas
M Mesfioui, JF Quessy
Journal of Multivariate Analysis 99 (3), 372-385, 2008
342008
On a new goodness‐of‐fit process for families of copulas
M Mesfioui, JF Quessy, MH Toupin
Canadian Journal of Statistics 37 (1), 80-101, 2009
322009
An example of application: The ecological “natural flow regime” paradigm in hydroclimatology
AA Assani, JF Quessy, M Mesfioui, M Matteau
Advances in water Resources 33 (5), 537-545, 2010
302010
Cramér–von Mises and characteristic function tests for the two and k-sample problems with dependent data
JF Quessy, F Éthier
Computational Statistics & Data Analysis 56 (6), 2097-2111, 2012
282012
The new family of Fisher copulas to model upper tail dependence and radial asymmetry: Properties and application to high‐dimensional rainfall data
AC Favre, JF Quessy, MH Toupin
Environmetrics 29 (3), e2494, 2018
252018
A general framework for testing homogeneity hypotheses about copulas
JF Quessy
242016
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