Vol. 154 No. 1 (2013): Numéro spécial sur les copules

Publié-e: 2013-06-25

Editorial

Editorial to the special issue on copulas of the Journal of the French Statistical Society

Ivan Kojadinovic

1-4
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Copula parameter estimation using Blomqvist’s beta

Christian Genest, Alberto Carabarín-Aguirre, Fanny Harvey

5-24
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Archimedean Copulas in High Dimensions: Estimators and Numerical Challenges Motivated by Financial Applications

Marius Hofert, Martin Mächler, Alexander J. McNeil

25-63
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A regularized goodness-of-fit test for copulas

Christian Genest, Wanling Huang, Jean-Marie Dufour

64-77
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Statistical Procedures for the Selection of a Multidimensional Meta-elliptical Distribution

Jean-François Quessy, Rachelle Bellerive

78-101
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Practical Notes On Multivariate Modeling Based on Elliptical Copulas

Xiaojing Wang, Jun Yan

102-115
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Minimum distance estimators of the Pickands dependence function and related tests of multivariate extreme-value dependence

Betina Berghaus, Axel Bücher, Holger Dette

116-137
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Extreme value copulas and max-stable processes

Mathieu Ribatet, Mohammed Sedki

138-150
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Semi-parametric approximation of Kendall’s distribution function and multivariate Return Periods

Gianfausto Salvadori, Fabrizio Durante, Elisa Perrone

151-173
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Selection strategies for regular vine copulae

Claudia Czado, Stephan Jeske, Mathias Hofmann

174-191
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Sampling from hierarchical Kendall copulas

Eike Christian Brechmann

192-209
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