Perreault, Samuel; Nešlehová, Johanna G.; Duchesne, Thierry Hypothesis tests for structured rank correlation matrices. (English) Zbl 07784953 J. Am. Stat. Assoc. 118, No. 544, 2889-2900 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{S. Perreault} et al., J. Am. Stat. Assoc. 118, No. 544, 2889--2900 (2023; Zbl 07784953) Full Text: DOI arXiv
Górecki, J.; Hofert, M. Composite pseudo-likelihood estimation for pair-tractable copulas such as Archimedean, Archimax and related hierarchical extensions. (English) Zbl 07739789 J. Stat. Comput. Simulation 93, No. 13, 2321-2355 (2023). MSC: 62-XX 62H12 62F10 62H99 65C60 PDFBibTeX XMLCite \textit{J. Górecki} and \textit{M. Hofert}, J. Stat. Comput. Simulation 93, No. 13, 2321--2355 (2023; Zbl 07739789) Full Text: DOI
Bingham, Nick H.; Ostaszewski, Adam J. Extremes and regular variation. (English) Zbl 1496.60055 Chaumont, Loïc (ed.) et al., A lifetime of excursions through random walks and Lévy processes. A volume in honour of Ron Doney’s 80th birthday. Cham: Birkhäuser. Prog. Probab. 78, 121-137 (2021). MSC: 60G70 60-02 PDFBibTeX XMLCite \textit{N. H. Bingham} and \textit{A. J. Ostaszewski}, Prog. Probab. 78, 121--137 (2021; Zbl 1496.60055) Full Text: DOI arXiv
Górecki, Jan; Hofert, Marius; Okhrin, Ostap Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation. (English) Zbl 1510.62227 Comput. Stat. Data Anal. 155, Article ID 107109, 28 p. (2021). MSC: 62H05 62-08 PDFBibTeX XMLCite \textit{J. Górecki} et al., Comput. Stat. Data Anal. 155, Article ID 107109, 28 p. (2021; Zbl 1510.62227) Full Text: DOI arXiv
Chaoubi, Ihsan; Cossette, Hélène; Marceau, Etienne; Robert, Christian Y. Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs. (English) Zbl 1510.62225 Comput. Stat. Data Anal. 154, Article ID 107071, 33 p. (2021). MSC: 62H05 PDFBibTeX XMLCite \textit{I. Chaoubi} et al., Comput. Stat. Data Anal. 154, Article ID 107071, 33 p. (2021; Zbl 1510.62225) Full Text: DOI
Nešlehová, Johanna G. (ed.); Fougères, Anne-Laure (ed.); McNeil, Alexander J. (ed.); Scherer, Matthias (ed.) Editorial for the special issue on dependence models. (English) Zbl 1415.00021 J. Multivariate Anal. 172, 1-4 (2019). MSC: 00B25 62-06 62Hxx PDFBibTeX XMLCite \textit{J. G. Nešlehová} (ed.) et al., J. Multivariate Anal. 172, 1--4 (2019; Zbl 1415.00021) Full Text: DOI