Mordant, Gilles; Segers, Johan Measuring dependence between random vectors via optimal transport. (English) Zbl 1493.62359 J. Multivariate Anal. 189, Article ID 104912, 22 p. (2022). MSC: 62H20 62F12 PDFBibTeX XMLCite \textit{G. Mordant} and \textit{J. Segers}, J. Multivariate Anal. 189, Article ID 104912, 22 p. (2022; Zbl 1493.62359) Full Text: DOI arXiv
Berghaus, Betina; Segers, Johan Weak convergence of the weighted empirical beta copula process. (English) Zbl 1404.62049 J. Multivariate Anal. 166, 266-281 (2018). Reviewer: Jaromír Antoch (Praha) MSC: 62G32 62H05 60F05 62G10 62G20 PDFBibTeX XMLCite \textit{B. Berghaus} and \textit{J. Segers}, J. Multivariate Anal. 166, 266--281 (2018; Zbl 1404.62049) Full Text: DOI arXiv
Portier, François; Segers, Johan On the weak convergence of the empirical conditional copula under a simplifying assumption. (English) Zbl 1401.62082 J. Multivariate Anal. 166, 160-181 (2018). Reviewer: Martin Wendler (Greifswald) MSC: 62H05 62G05 62G20 62G30 PDFBibTeX XMLCite \textit{F. Portier} and \textit{J. Segers}, J. Multivariate Anal. 166, 160--181 (2018; Zbl 1401.62082) Full Text: DOI arXiv
Rootzén, Holger; Segers, Johan; Wadsworth, Jennifer L. Multivariate generalized Pareto distributions: parametrizations, representations, and properties. (English) Zbl 1397.62173 J. Multivariate Anal. 165, 117-131 (2018). MSC: 62G32 62H05 PDFBibTeX XMLCite \textit{H. Rootzén} et al., J. Multivariate Anal. 165, 117--131 (2018; Zbl 1397.62173) Full Text: DOI arXiv Link
Segers, Johan; Sibuya, Masaaki; Tsukahara, Hideatsu The empirical beta copula. (English) Zbl 1360.62237 J. Multivariate Anal. 155, 35-51 (2017). MSC: 62G20 62G30 62H05 PDFBibTeX XMLCite \textit{J. Segers} et al., J. Multivariate Anal. 155, 35--51 (2017; Zbl 1360.62237) Full Text: DOI arXiv Link
Bücher, Axel; Kojadinovic, Ivan; Rohmer, Tom; Segers, Johan Detecting changes in cross-sectional dependence in multivariate time series. (English) Zbl 1360.62451 J. Multivariate Anal. 132, 111-128 (2014). MSC: 62M10 62H15 62G10 60F05 PDFBibTeX XMLCite \textit{A. Bücher} et al., J. Multivariate Anal. 132, 111--128 (2014; Zbl 1360.62451) Full Text: DOI arXiv
Grothe, Oliver; Schnieders, Julius; Segers, Johan Measuring association and dependence between random vectors. (English) Zbl 1278.62090 J. Multivariate Anal. 123, 96-110 (2014). MSC: 62H20 62G05 62H12 62P05 65C60 PDFBibTeX XMLCite \textit{O. Grothe} et al., J. Multivariate Anal. 123, 96--110 (2014; Zbl 1278.62090) Full Text: DOI
Gudendorf, Gordon; Segers, Johan Nonparametric estimation of an extreme-value copula in arbitrary dimensions. (English) Zbl 1352.62048 J. Multivariate Anal. 102, No. 1, 37-47 (2011). MSC: 62G05 60F17 62G32 62H20 PDFBibTeX XMLCite \textit{G. Gudendorf} and \textit{J. Segers}, J. Multivariate Anal. 102, No. 1, 37--47 (2011; Zbl 1352.62048) Full Text: DOI arXiv
Genest, Christian; Segers, Johan On the covariance of the asymptotic empirical copula process. (English) Zbl 1211.62030 J. Multivariate Anal. 101, No. 8, 1837-1845 (2010). Reviewer: Ludger Rüschendorf (Freiburg i. Br.) MSC: 62E20 60F17 62H20 62H05 62G30 PDFBibTeX XMLCite \textit{C. Genest} and \textit{J. Segers}, J. Multivariate Anal. 101, No. 8, 1837--1845 (2010; Zbl 1211.62030) Full Text: DOI arXiv
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 PDFBibTeX XMLCite \textit{A. Charpentier} and \textit{J. Segers}, J. Multivariate Anal. 100, No. 7, 1521--1537 (2009; Zbl 1165.62038) Full Text: DOI arXiv