Publications for Copula Dependence Modeling: Theory and Applications
E. Cormier, C. Genest & J.G. Nešlehová (December 2014). Using B-splines for nonparametric inference on bivariate extreme-value copulas. Extremes, 17 (4), 633-659. DOI: 10.1007/s10687-014-0199-4. M.-P. Côté & C. Genest (March 2015). A copula-based risk aggregation model. The Canadian Journal of Statistics, 43 (1), in press. DOI: 10.1002/cjs.11238. F. Tounkara & L.-P. Rivest (2015). Mixture regression models for closed population capture-recapture data. Biometrics, 71, 721-730. J.-F. Quessy & O. Kortbi (2016). Minimum-distance statistics for the selection of an asymmetric copula in Khoudraji’s class of models. Statistica Sinica, 16, 177-204. C. Genest & F. Chebana (2016). Copula modeling in hydrologic frequency analysis. Chapter 30 of Handbook of Applied Hydrology (V.P. Singh, Editor). McGraw-Hill, New York, 10 pp. J.-F. Quessy (2016). A general framework for testing homogeneity hypotheses about copulas extracted from a multivariate vector. Electronic Journal of Statistics, 10, 1064-1097. H. Joe & P. Sang (2016). Multivariate models for dependent clusters of variables with conditional independence given aggregation variables. Computational Statistics and Data Analysis, 97, 114-132. L.-P. Rivest, F. Verret & S. Baillargeon (2016). Unit level small area estimation with copulas. Canadian Journal of Statistics, 44, 397-415. J. Garrido, C. Genest & J. Schulz (2016). Generalized linear models for dependent claims frequency and severity. Insurance: Mathematics & Economics, 70, 2015-215. M.-P. Côté, C. Genest & A. Abdallah (2016). Rank-based methods for modeling dependence between loss triangles. European Actuarial Journal, 6, 377-408. S.A. Aissaoui, C. Genest & M. Mesfioui (2017). A second look at inference for bivariate Skellam distributions. Stat, 6, in press. L. Hua & H. Joe (2017). Multivariate dependence modeling based on comonotonic factors. Journal of Multivariate Analysis. H. Joe (2017). Dependence properties of conditional distributions of some copula models. Methodology and Computing in Applied Probability, accepted January 2017. For special issue in the memory of Moshe Shaked. J.-F. Quessy, L.-P. Rivest & M.-H. Toupin (2016). On the chi-square copula. Journal of Multivariate Analysis, 150, 40-60.
Contributions by other members of the team: