Gribkova, Svetlana; Lopez, Olivier Non-parametric copula estimation under bivariate censoring. (English) Zbl 1357.62154 Scand. J. Stat. 42, No. 4, 925-946 (2015). MSC: 62G05 62H05 62N01 62G20 60F05 PDF BibTeX XML Cite \textit{S. Gribkova} and \textit{O. Lopez}, Scand. J. Stat. 42, No. 4, 925--946 (2015; Zbl 1357.62154) Full Text: DOI HAL OpenURL
El Methni, Jonathan; Gardes, Laurent; Girard, Stéphane Non-parametric estimation of extreme risk measures from conditional heavy-tailed distributions. (English) Zbl 1305.62199 Scand. J. Stat. 41, No. 4, 988-1012 (2014). MSC: 62G32 62P12 62G05 62G07 62G20 PDF BibTeX XML Cite \textit{J. El Methni} et al., Scand. J. Stat. 41, No. 4, 988--1012 (2014; Zbl 1305.62199) Full Text: DOI HAL OpenURL
Grønneberg, Steffen; Hjort, Nils Lid The copula information criteria. (English) Zbl 1416.62249 Scand. J. Stat. 41, No. 2, 436-459 (2014). MSC: 62G10 62G20 62F12 PDF BibTeX XML Cite \textit{S. Grønneberg} and \textit{N. L. Hjort}, Scand. J. Stat. 41, No. 2, 436--459 (2014; Zbl 1416.62249) Full Text: DOI Link OpenURL
Kojadinovic, Ivan; Yan, Jun A non-parametric test of exchangeability for extreme-value and left-tail decreasing bivariate copulas. (English) Zbl 1323.62035 Scand. J. Stat. 39, No. 3, 480-496 (2012). MSC: 62G10 62G09 62G20 62G32 62H05 PDF BibTeX XML Cite \textit{I. Kojadinovic} and \textit{J. Yan}, Scand. J. Stat. 39, No. 3, 480--496 (2012; Zbl 1323.62035) Full Text: DOI OpenURL
Berg, Daniel; Quessy, Jean-François Local power analysis of goodness-of-fit tests for copulas. (English) Zbl 1195.62045 Scand. J. Stat. 36, No. 3, 389-412 (2009). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62G10 62H20 62G20 PDF BibTeX XML Cite \textit{D. Berg} and \textit{J.-F. Quessy}, Scand. J. Stat. 36, No. 3, 389--412 (2009; Zbl 1195.62045) Full Text: DOI OpenURL
Genest, Christian; Quessy, Jean-François; Rémillard, Bruno Goodness-of-fit procedures for copula models based on the probability integral transformation. (English) Zbl 1124.62028 Scand. J. Stat. 33, No. 2, 337-366 (2006). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62G10 62G20 62G30 62H05 PDF BibTeX XML Cite \textit{C. Genest} et al., Scand. J. Stat. 33, No. 2, 337--366 (2006; Zbl 1124.62028) Full Text: DOI OpenURL