Bücher, Axel; Genest, Christian; Lockhart, Richard A.; Nešlehová, Johanna G. Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines. (English) Zbl 07658861 Extremes 26, No. 1, 101-138 (2023). MSC: 62G05 62H12 62H10 60G70 PDFBibTeX XMLCite \textit{A. Bücher} et al., Extremes 26, No. 1, 101--138 (2023; Zbl 07658861) Full Text: DOI
Chatelain, Simon; Fougères, Anne-Laure; Nešlehová, Johanna G. Inference for Archimax copulas. (English) Zbl 1450.62046 Ann. Stat. 48, No. 2, 1025-1051 (2020). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62H05 62H12 62G05 62G20 62G32 60G70 62P12 PDFBibTeX XMLCite \textit{S. Chatelain} et al., Ann. Stat. 48, No. 2, 1025--1051 (2020; Zbl 1450.62046) Full Text: DOI Euclid
Cormier, Eric; Genest, Christian; Nešlehová, Johanna G. Using B-splines for nonparametric inference on bivariate extreme-value copulas. (English) Zbl 1304.62072 Extremes 17, No. 4, 633-659 (2014). MSC: 62G32 62G05 PDFBibTeX XMLCite \textit{E. Cormier} et al., Extremes 17, No. 4, 633--659 (2014; Zbl 1304.62072) Full Text: DOI
Genest, Christian; Kojadinovic, Ivan; Nešlehová, Johanna; Yan, Jun A goodness-of-fit test for bivariate extreme-value copulas. (English) Zbl 1284.62331 Bernoulli 17, No. 1, 253-275 (2011). MSC: 62H15 62F10 62F40 62G05 62G20 62H05 PDFBibTeX XMLCite \textit{C. Genest} et al., Bernoulli 17, No. 1, 253--275 (2011; Zbl 1284.62331) Full Text: DOI arXiv
Larsson, Martin; Nešlehová, Johanna Extremal behavior of Archimedean copulas. (English) Zbl 1213.62084 Adv. Appl. Probab. 43, No. 1, 195-216 (2011). MSC: 62G32 62H05 60F05 60G70 62E20 PDFBibTeX XMLCite \textit{M. Larsson} and \textit{J. Nešlehová}, Adv. Appl. Probab. 43, No. 1, 195--216 (2011; Zbl 1213.62084) Full Text: DOI