Galarza, Christian E.; Matos, Larissa A.; Castro, Luis M.; Lachos, Victor H. Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-\(t\) distribution. (English) Zbl 07482274 J. Multivariate Anal. 189, Article ID 104944, 15 p. (2022). MSC: 62Hxx 60E05 62P05 PDF BibTeX XML Cite \textit{C. E. Galarza} et al., J. Multivariate Anal. 189, Article ID 104944, 15 p. (2022; Zbl 07482274) Full Text: DOI arXiv OpenURL
Quessy, Jean-François A Szekely-Rizzo inequality for testing general copula homogeneity hypotheses. (English) Zbl 1478.62115 J. Multivariate Anal. 186, Article ID 104815, 13 p. (2021). MSC: 62H05 62H30 62G15 62G20 60E15 PDF BibTeX XML Cite \textit{J.-F. Quessy}, J. Multivariate Anal. 186, Article ID 104815, 13 p. (2021; Zbl 1478.62115) Full Text: DOI OpenURL
Côté, Marie-Pier; Genest, Christian Dependence in a background risk model. (English) Zbl 1419.62295 J. Multivariate Anal. 172, 28-46 (2019). MSC: 62P05 62H05 62H20 91B30 60E05 PDF BibTeX XML Cite \textit{M.-P. Côté} and \textit{C. Genest}, J. Multivariate Anal. 172, 28--46 (2019; Zbl 1419.62295) Full Text: DOI OpenURL
Joe, Harry; Li, Haijun Tail densities of skew-elliptical distributions. (English) Zbl 1412.60075 J. Multivariate Anal. 171, 421-435 (2019). MSC: 60G70 62H20 PDF BibTeX XML Cite \textit{H. Joe} and \textit{H. Li}, J. Multivariate Anal. 171, 421--435 (2019; Zbl 1412.60075) Full Text: DOI arXiv OpenURL
Liu, Bin; Zhou, Cheng; Zhang, Xinsheng A tail adaptive approach for change point detection. (English) Zbl 1411.62150 J. Multivariate Anal. 169, 33-48 (2019). Reviewer: Fraser Daly (Edinburgh) MSC: 62H15 62E20 62F35 62F40 62P05 PDF BibTeX XML Cite \textit{B. Liu} et al., J. Multivariate Anal. 169, 33--48 (2019; Zbl 1411.62150) Full Text: DOI OpenURL
Das, Bikramjit; Fasen-Hartmann, Vicky Risk contagion under regular variation and asymptotic tail independence. (English) Zbl 1397.62168 J. Multivariate Anal. 165, 194-215 (2018). MSC: 62G32 62G20 60G70 62H05 PDF BibTeX XML Cite \textit{B. Das} and \textit{V. Fasen-Hartmann}, J. Multivariate Anal. 165, 194--215 (2018; Zbl 1397.62168) Full Text: DOI arXiv OpenURL
Li, Haijun; Hua, Lei Higher order tail densities of copulas and hidden regular variation. (English) Zbl 1321.62015 J. Multivariate Anal. 138, 143-155 (2015). MSC: 62H20 62E20 62G32 PDF BibTeX XML Cite \textit{H. Li} and \textit{L. Hua}, J. Multivariate Anal. 138, 143--155 (2015; Zbl 1321.62015) Full Text: DOI OpenURL
Rezapour, Mohsen; Alamatsaz, Mohammad Hossein Stochastic comparison of lifetimes of two \((n - k + 1)\)-out-of-\(n\) systems with heterogeneous dependent components. (English) Zbl 1360.62498 J. Multivariate Anal. 130, 240-251 (2014). MSC: 62N05 60E15 62H05 62G30 PDF BibTeX XML Cite \textit{M. Rezapour} and \textit{M. H. Alamatsaz}, J. Multivariate Anal. 130, 240--251 (2014; Zbl 1360.62498) Full Text: DOI OpenURL
Cheng, Guang; Zhou, Lan; Chen, Xiaohong; Huang, Jianhua Z. Efficient estimation of semiparametric copula models for bivariate survival data. (English) Zbl 1278.62159 J. Multivariate Anal. 123, 330-344 (2014). MSC: 62N02 62G09 62N01 62G20 65C60 PDF BibTeX XML Cite \textit{G. Cheng} et al., J. Multivariate Anal. 123, 330--344 (2014; Zbl 1278.62159) Full Text: DOI OpenURL
Hua, Lei; Joe, Harry Strength of tail dependence based on conditional tail expectation. (English) Zbl 1278.62074 J. Multivariate Anal. 123, 143-159 (2014). MSC: 62H10 62G32 62H99 PDF BibTeX XML Cite \textit{L. Hua} and \textit{H. Joe}, J. Multivariate Anal. 123, 143--159 (2014; Zbl 1278.62074) Full Text: DOI OpenURL
Nkurunziza, Sévérien; Chen, Fuqi On extension of some identities for the bias and risk functions in elliptically contoured distributions. (English) Zbl 1279.62117 J. Multivariate Anal. 122, 190-201 (2013). MSC: 62H12 PDF BibTeX XML Cite \textit{S. Nkurunziza} and \textit{F. Chen}, J. Multivariate Anal. 122, 190--201 (2013; Zbl 1279.62117) Full Text: DOI OpenURL
Di Bernardino, Elena; Maume-Deschamps, Véronique; Prieur, Clémentine Estimating a bivariate tail: a copula based approach. (English) Zbl 1359.62182 J. Multivariate Anal. 119, 81-100 (2013). MSC: 62H12 62H05 62G32 60G70 PDF BibTeX XML Cite \textit{E. Di Bernardino} et al., J. Multivariate Anal. 119, 81--100 (2013; Zbl 1359.62182) Full Text: DOI OpenURL
Craiu, V. Radu; Sabeti, Avideh In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes. (English) Zbl 1244.62031 J. Multivariate Anal. 110, 106-120 (2012). MSC: 62F15 62H05 62H20 65C40 65C60 PDF BibTeX XML Cite \textit{V. R. Craiu} and \textit{A. Sabeti}, J. Multivariate Anal. 110, 106--120 (2012; Zbl 1244.62031) Full Text: DOI OpenURL
Haff, Ingrid Hobæk Comparison of estimators for pair-copula constructions. (English) Zbl 1244.62072 J. Multivariate Anal. 110, 91-105 (2012). MSC: 62H05 62H12 62L12 62G30 65C60 PDF BibTeX XML Cite \textit{I. H. Haff}, J. Multivariate Anal. 110, 91--105 (2012; Zbl 1244.62072) Full Text: DOI OpenURL
Kojadinovic, Ivan; Yan, Jun Nonparametric rank-based tests of bivariate extreme-value dependence. (English) Zbl 1201.62056 J. Multivariate Anal. 101, No. 9, 2234-2249 (2010). MSC: 62G10 65C05 62G32 62H05 62H15 62G05 65C60 PDF BibTeX XML Cite \textit{I. Kojadinovic} and \textit{J. Yan}, J. Multivariate Anal. 101, No. 9, 2234--2249 (2010; Zbl 1201.62056) Full Text: DOI OpenURL
Bücher, Axel; Dette, Holger Some comments on goodness-of-fit tests for the parametric form of the copula based on \(L^{2}\)-distances. (English) Zbl 1181.62060 J. Multivariate Anal. 101, No. 3, 749-763 (2010). MSC: 62G10 62G20 62F40 60F05 PDF BibTeX XML Cite \textit{A. Bücher} and \textit{H. Dette}, J. Multivariate Anal. 101, No. 3, 749--763 (2010; Zbl 1181.62060) Full Text: DOI OpenURL
Charpentier, Arthur; Segers, Johan Tails of multivariate Archimedean copulas. (English) Zbl 1165.62038 J. Multivariate Anal. 100, No. 7, 1521-1537 (2009). MSC: 62H05 62G32 62E20 60G70 PDF BibTeX XML Cite \textit{A. Charpentier} and \textit{J. Segers}, J. Multivariate Anal. 100, No. 7, 1521--1537 (2009; Zbl 1165.62038) Full Text: DOI arXiv OpenURL
Braekers, Roel; van Keilegom, Ingrid Flexible modeling based on copulas in nonparametric median regression. (English) Zbl 1159.62024 J. Multivariate Anal. 100, No. 6, 1270-1281 (2009). MSC: 62G08 62G20 62G30 62G05 65C60 PDF BibTeX XML Cite \textit{R. Braekers} and \textit{I. van Keilegom}, J. Multivariate Anal. 100, No. 6, 1270--1281 (2009; Zbl 1159.62024) Full Text: DOI Link OpenURL
Liebscher, Eckhard Construction of asymmetric multivariate copulas. (English) Zbl 1151.62043 J. Multivariate Anal. 99, No. 10, 2234-2250 (2008); erratum ibid. 102, No. 4, 869-870 (2011). MSC: 62H05 62H20 PDF BibTeX XML Cite \textit{E. Liebscher}, J. Multivariate Anal. 99, No. 10, 2234--2250 (2008; Zbl 1151.62043) Full Text: DOI OpenURL
Landsman, Zinoviy; Nešlehová, Johanna Stein’s lemma for elliptical random vectors. (English) Zbl 1286.62018 J. Multivariate Anal. 99, No. 5, 912-927 (2008). MSC: 62E10 62H05 91G50 PDF BibTeX XML Cite \textit{Z. Landsman} and \textit{J. Nešlehová}, J. Multivariate Anal. 99, No. 5, 912--927 (2008; Zbl 1286.62018) Full Text: DOI OpenURL
Fermanian, Jean-David Goodness-of-fit tests for copulas. (English) Zbl 1095.62052 J. Multivariate Anal. 95, No. 1, 119-152 (2005). MSC: 62G10 62G20 PDF BibTeX XML Cite \textit{J.-D. Fermanian}, J. Multivariate Anal. 95, No. 1, 119--152 (2005; Zbl 1095.62052) Full Text: DOI Link OpenURL
Müller, Alfred; Scarsini, Marco Archimedean copulae and positive dependence. (English) Zbl 1065.60018 J. Multivariate Anal. 93, No. 2, 434-445 (2005). MSC: 60E15 62G09 62H10 62H20 PDF BibTeX XML Cite \textit{A. Müller} and \textit{M. Scarsini}, J. Multivariate Anal. 93, No. 2, 434--445 (2005; Zbl 1065.60018) Full Text: DOI OpenURL