Publications de méthodologie statistique depuis 2016 (Revues internationales avec comité de lecture)

[25] J.-F. Quessy (2023). General construction of multivariate copulas via non-monotone mappings. Statistical Science, To appear

[24] J.-F. Quessy (2023). Gradual change-point analysis based on Spearman matrices for multivariate time series. The Annals of the Institute of Statistical Mathematics, To appear

[23] F. Camirand Lemyre & J.-F. Quessy. Kendall's tau-based inference for gradually changing dependence structures. Statistical Papers, To appear

[22] J.-F. Quessy & S. Lemaire-Paquette (2023). The weighted characteristic function of the multivariate PIT: independence and goodness-of-fit tests. Journal of Multivariate Analysis, To appear

[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, à paraître

[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