[26] J.-F. Quessy (2024). A general construction of multivariate dependence structures with nonmonotone mappings and its applications. Statistical Science, 39 , 391-408
[25] M. Belalia & J.-F. Quessy (2024). Generalized simulated method-of-moments estimators for multivariate copulas. Statistical Papers, To appear
[24] J.-F. Quessy (2024). Gradual change-point analysis based on Spearman matrices for multivariate time series. The Annals of the Institute of Statistical Mathematics 76, 423-446
[23] F. Camirand Lemyre & J.-F. Quessy (2024). Kendall's tau-based inference for gradually changing dependence structures. Statistical Papers 65, 2033-2075
[22] J.-F. Quessy & S. Lemaire-Paquette (2024). The weighted characteristic function of the multivariate PIT: independence and goodness-of-fit tests. Journal of Multivariate Analysis (Special issue «Copula modeling from Abe Sklar to the present day») 201
[21] T. Bahraoui & J.-F. Quessy (2022). Tests of multivariate copula exchangeability based on Lévy measures. Scandinavian Journal of Statistics 49, 1215-1243
[20] J.-F. Quessy (2021). A Szekely-Rizzo inequality for testing general copula homogeneity hypotheses. Journal of Multivariate Analysis 186
[19] J.-F. Quessy & M. Mesfioui (2021). A new family of copula-based concordance orderings of random pairs: properties and nonparametric test. Electronic Journal of Statistics 15, 2393-2429
[18] J.-F. Quessy (2021). On nonparametric tests of multivariate meta-ellipticity. Statistical Papers 62, 2283-2310
[17] T. Bouezmarni, F. Camirand Lemyre & J.-F. Quessy (2019). Inference on local causality and tests of non-causality in time series. Electronic Journal of Statistics 13, 4121-4156
[16] J.-F. Quessy, L.-P. Rivest & M.-H. Toupin (2019). Goodness-of-fit tests for the family of multivariate chi-square copulas. Computational Statistics and Data Analysis 140, 21-40
[15] J.-F. Quessy (2019). Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series. Statistical Papers 60, 367-396
[14] J.-F. Quessy & M. Durocher (2019). The class of copulas arising from squared distributions: Properties and inference. Econometrics & Statistics 12, 148-166
[13] T. Bouezmarni, F. Camirand Lemyre & J.-F. Quessy (2019). On the large-sample behavior of two estimators of the conditional copula under serially dependent data. Metrika, 82, 823-841
[12] A. Assani, V. Maloney-Dupont, A. Pothier-Champagne, C. Kinnard & J.-F. Quessy (2019). Comparison of the temporal variability of summer temperature and rainfall as it relates to climate indices in southern Quebec (Canada). Theoretical and Applied Climatology 137, 2425-2435
[11] T. Bahraoui, T. Bouezmarni & J.-F. Quessy (2018). Testing the symmetry of a dependence structure with a characteristic function. Dependence Modeling 6, 331-355
[10] A.-C. Favre, J.-.F. Quessy & M.-H. Toupin (2018). The new family of Fisher copulas to model upper tail dependence and radial asymmetry: properties and application to high-dimensional rainfall data. Environmetrics 29
[9] T. Bahraoui, T. Bouezmarni & J.-F. Quessy (2018). A family of goodness-of-fit tests for copulas based on characteristic functions, Scandinavian Journal of Statistics 45, 301-323
[8] T. Bahraoui & J.-F. Quessy (2017). Tests of radial symmetry for copulas based on the copula characteristic function. Electronic Journal of Statistics 11, 2066-2096
[7] M. Durocher & J.-F. Quessy (2017). Goodness-of-fit tests for copula-based spatial models. Environmetrics 28
[6] F. Camirand Lemyre & J.-F. Quessy (2017). Multiplier bootstrap methods for conditional distributions. Statistics and Computing 3, 805-821
[5] J.-F. Quessy (2016). A general framework for testing homogeneity hypotheses about copulas. Electronic Journal of Statistics 10, 1064-1097
[4] J.-F. Quessy & O. Kortbi (2016). Minimum-distance statistics for model selection in Khoudraji's class of asymmetric copula models. Statistica Sinica 26, 177-204
[3] J.-F. Quessy (2016). On consistent nonparametric tests of symmetry. Symmetry, Special issue on Symmetry and Symmetry breaking in Statistical Systems
[2] J.-F. Quessy, L.-P. Rivest & M.-H. Toupin (2016). On the family of multivariate chi-square copulas. Journal of Multivariate Analysis 152, 40-60
[1] I. Kojadinovic, J.-F. Quessy & T. Rohmer (2016). Testing the constancy of Spearman's rho in multivariate time series. The Annals of the Institute of Statistical Mathematics 68, 929-954