Publications dans des revues internationales avec comité de lecture

[60] A. Folcher & J.-F. Quessy (2025). Semiparametric copula-based confidence intervals on level curves: application to the risk level of atmospheric pollutants. Environmetrics, sous presse

[59] N. Agbangla, J.-F. Quessy & L.-P. Rivest (2025). The family of multivariate beta copulas revisited. The Annals of the Institute of Statistical Mathematics, sous presse

[58] J.-F. Quessy (2024). A general construction of multivariate dependence structures with nonmonotone mappings and its applications. Statistical Science 39, 391-408

[57] M. Belalia & J.-F. Quessy (2024). Generalized simulated method-of-moments estimators for multivariate copulas. Statistical Papers 65, 4811–4841

[56] 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

[55] F. Camirand Lemyre & J.-F. Quessy (2024). Kendall's tau-based inference for gradually changing dependence structures. Statistical Papers 65, 2033-2075

[54] 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

[53] T. Bahraoui & J.-F. Quessy (2022). Tests of multivariate copula exchangeability based on Lévy measures. Scandinavian Journal of Statistics 49, 1215-1243

[52] J.-F. Quessy (2021). A Szekely-Rizzo inequality for testing general copula homogeneity hypotheses. Journal of Multivariate Analysis 186

[51] 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

[50] J.-F. Quessy (2021). On nonparametric tests of multivariate meta-ellipticity. Statistical Papers 62, 2283-2310

[49] 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

[48] 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

[47] 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

[46] J.-F. Quessy & M. Durocher (2019). The class of copulas arising from squared distributions: Properties and inference. Econometrics & Statistics 12, 148-166

[45] 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

[44] 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

[43] T. Bahraoui, T. Bouezmarni & J.-F. Quessy (2018). Testing the symmetry of a dependence structure with a characteristic function. Dependence Modeling 6, 331-355

[42] 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

[41] 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

[40] 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

[39] M. Durocher & J.-F. Quessy (2017). Goodness-of-fit tests for copula-based spatial models. Environmetrics 28

[38] F. Camirand Lemyre & J.-F. Quessy (2017). Multiplier bootstrap methods for conditional distributions. Statistics and Computing 3, 805-821

[37] J.-F. Quessy (2016). A general framework for testing homogeneity hypotheses about copulas. Electronic Journal of Statistics 10, 1064-1097

[36] 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

[35] J.-F. Quessy (2016). On consistent nonparametric tests of symmetry. Symmetry, Special issue on Symmetry and Symmetry breaking in Statistical Systems

[34] 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

[33] 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

32] J.-F. Quessy, L.-P. Rivest & M.-H. Toupin (2015). Semi-parametric pairwise inference methods in spatial models based on copulas. Spatial Statistics 14, 472-490

[31] J.-F. Quessy & F. Éthier (2014). Two bootstrap strategies for a k-sample problem up to location-scale with dependent samples. Journal of Probability and Statistics

[30] T. Bahraoui & J.-F. Quessy (2014). Weak convergence of empirical and bootstrapped C-power processes and application to copula goodness-of-fit. Journal of Multivariate Analysis 129, 16-36

[29] R. Landry, A. Assani, S. Biron & J.-F. Quessy (2014). The management modes of seasonal floods and their impacts on the relationship between climate and streamflow downstream from dams in Quebec (Canada). River Research and Applications 30, 287–298

[28] J.-F. Quessy, M. Saïd & A.-C. Favre (2013). Multivariate Kendall's tau for change-point detection in copulas. La Revue Canadienne de Statistique 41, 65-82

[27] M. Holmes, I. Kojadinovic & J.-F. Quessy (2013). Nonparametric tests of change-point detection à la Gombay and Horvàth. Journal of Multivariate Analysis 115, 16-32

[26] J.-F. Quessy & R. Bellerive (2013). Statistical procedures for the selection of a multidimensional meta-elliptical distribution. Special issue on copulas of the Journal of the French Statistical Society 154, 78-101

[25] J.-F. Quessy & T. Bahraoui (2013). Graphical and formal statistical tools for the symmetry of bivariate copulas. La Revue Canadienne de Statistique 41, 637-656

[24] J.-F. Quessy (2012). Testing for bivariate extreme dependence using Kendall's process. Scandinavian Journal of Statistics 39, 497-514

[23] C. Genest, J. Neslehová & J.-F. Quessy (2012). Tests of symmetry for bivariate copulas. Annals of the Institute of Statistical Mathematics 64, 811-834

[22] J.-F. Quessy & F. Éthier (2012). Cramér-von Mises and characteristic function tests for the two and k-sample problems with dependent data. Computational Statistics and Data Analysis 56, 2097-2111

[21] R. Mazouz, A. Assani, J.-F. Quessy & G. Légaré (2012). Comparison of the interannual variability of spring heavy floods characteristics of tributaries of the St. Lawrence River in Quebec (Canada). Advances in water resources 35, 110-12

[20] J.-F. Quessy & M. Mailhot (2011). Asymptotic power of tests of normality under local alternatives. Journal of Statistical Planning and Inference 141, 2787-2802

[19] J.-F. Quessy, A.-C. Favre, M. Saïd & M. Champagne (2011). Statistical inference in Lombard's smooth-change model. Environmetrics 22, 882-893

[18] M. Muma, A. A. Assani, J.-F. Quessy, R. Landry & M. Mesfioui (2011). Comparison of summer extreme daily flow characteristics according to forest cover area in southern Québec (Canada). Journal of Hydrology 407, 153-163

[17] A. Assani, R. Landry, J.-F. Quessy & C. Francis (2011). Temporal variability of rain-induces floods in Southern Quebec. In JA Blanco and H. Kheradmand : Climate Change- Geophysical Foundation and ecological effects, Intech, 65-80

[16] M. Muma, A. Assani, R. Landry, J.-F. Quessy & M. Mesfioui (2011). Effects of the change from forest to agriculture land use on the spatial variability of summer extreme daily flow characteristics in southern Quebec (Canada). Journal of hydrology 407, 153-163

[15] J.-F. Quessy (2010). Applications and asymptotic power of marginal-free tests of stochastic vectorial independence. Journal of Statistical Planning and Inference 140, 3058-3075

[14] M. Mesfioui & J.-F. Quessy (2010). Concordance measures for multivariate non-continuous random vectors. Journal of Multivariate Analysis 101, 2398-2410

[13] A. A. Assani, J.-F. Quessy, M. Mesfioui & M. Matteau (2010). An example of applications : the ecological "natural flow regime" paradigm in hydroclimatology. Advances in Water Resources 33, 537-545

[12] A. A. Assani, S. Charron, M. Matteau, M. Mesfioui & J.-F. Quessy (2010). Temporal variability modes of floods for catchments in the St. Lawrence watershed (Quebec, Canada). Journal of Hydrology 385, 292-299

[11] D. Berg & J.-F. Quessy (2009). Local power analyses of goodness-of-fit tests for copulas. Scandinavian Journal of Statistics 36, 389-412

[10] M. Mesfioui, J.-F. Quessy & M.-H. Toupin (2009). On a new goodness-of-fit process for families of copulas. La Revue Canadienne de Statistique 37, 80-101

[9] J.-F. Quessy (2009). Theoretical efficiency comparisons of independence tests based on multivariate versions of Spearman's rho. Metrika 70, 315-338

[8] J.-F. Quessy (2009). Tests of multivariate independence for ordinal data. Communications in statistics. Theory and methods 38, 3510-3531

[7] M. Mesfioui & J.-F. Quessy (2008). Dependence structure of conditional Archimedean copulas. Journal of Multivariate analysis 99, 372-385

[6] C. Genest, J.-F. Quessy & B. Rémillard (2007). Asymptotic local efficiency of Cramér-von Mises tests for multivariate independence. The Annals of Statistics 35, 166-191

[5] C. Genest, J.-F. Quessy & B. Rémillard (2006). Goodness-of-fit procedures for copula models based on the probability integral transformation. Scandinavian Journal of Statistics 33, 337-366

[4] C. Genest, J.-F. Quessy & B. Rémillard (2006). Local efficiency of a Cramér-von mises test of independence. Journal of Multivariate Analysis 97, 274-294

[3] C. Genest, J.-F. Quessy & B. Rémillard (2006). On the joint asymptotic behavior of two rank-based estimators of the association parameter in the gamma frailty model. Statistics and Probability Letters 76, 10-18

[2] M. Mesfioui & J.-F. Quessy (2005). Bounds on the value-at-risk for the sum of possibly dependent risks, Insurance: mathematics and economics 37, 135-151

[1] C. Genest, J.-F. Quessy & B. Rémillard (2002). Tests of serial independence based on Kendall's process. La Revue Canadienne de Statistique 30, 441-461