Jean-François Quessy

Available identifiers

zbMath Open quessy.jean-francoisMaRDI QIDQ276237

List of research outcomes

Publication	Date of Publication	Type
The weighted characteristic function of the multivariate PIT: independence and goodness-of-fit tests	2024-03-25	Paper
Tests of multivariate copula exchangeability based on Lévy measures	2022-10-06	Paper
On nonparametric tests of multivariate meta-ellipticity	2021-12-27	Paper
A Szekely-Rizzo inequality for testing general copula homogeneity hypotheses	2021-10-28	Paper
A new family of copula-based concordance orderings of random pairs: properties and nonparametric tests	2021-08-09	Paper
Testing the symmetry of a dependence structure with a characteristic function	2020-01-13	Paper
On the large-sample behavior of two estimators of the conditional copula under serially dependent data	2019-11-20	Paper
Goodness-of-fit tests for the family of multivariate chi-square copulas	2019-11-19	Paper
Inference on local causality and tests of non-causality in time series	2019-10-11	Paper
Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series	2019-06-21	Paper
Two bootstrap strategies for a \(k\)-problem up to location-scale with dependent samples	2018-08-28	Paper
A Family of Goodness‐of‐Fit Tests for Copulas Based on Characteristic Functions	2018-08-08	Paper
On consistent nonparametric statistical tests of symmetry hypotheses	2017-10-23	Paper
Multiplier bootstrap methods for conditional distributions	2017-06-30	Paper
Tests of radial symmetry for multivariate copulas based on the copula characteristic function	2017-06-08	Paper
On the family of multivariate chi-square copulas	2016-10-14	Paper
Testing the constancy of Spearman's rho in multivariate time series	2016-09-16	Paper
A general framework for testing homogeneity hypotheses about copulas	2016-05-03	Paper
Minimum-distance statistics for the selection of an asymmetric copula in Khoudraji's class of models	2016-01-28	Paper
Theoretical efficiency comparisons of independence tests based on multivariate versions of Spearman's rho	2015-10-14	Paper
https://portal.mardi4nfdi.de/entity/Q5262083	2015-07-13	Paper
Weak convergence of empirical and bootstrapped \(C\)-power processes and application to copula goodness-of-fit	2014-06-18	Paper
Graphical and formal statistical tools for the symmetry of bivariate copulas	2014-01-21	Paper
Multivariate Kendall's tau for change-point detection in copulas	2013-10-09	Paper
Nonparametric tests for change-point detection à la Gombay and Horváth	2013-03-12	Paper
Tests of symmetry for bivariate copulas	2012-12-27	Paper
Testing for Bivariate Extreme Dependence Using Kendall's Process	2012-09-21	Paper
Cramér-von Mises and characteristic function tests for the two and \(k\)-sample problems with dependent data	2012-07-16	Paper
Asymptotic power of tests of normality under local alternatives	2011-05-23	Paper
Concordance measures for multivariate non-continuous random vectors	2010-11-10	Paper
Applications and asymptotic power of marginal-free tests of stochastic vectorial independence	2010-08-19	Paper
Local Power Analyses of Goodness‐of‐fit Tests for Copulas	2010-04-22	Paper
Tests of Multivariate Independence for Ordinal Data	2009-12-16	Paper
On a new goodness-of-fit process for families of copulas	2009-06-30	Paper
Dependence structure of conditional Archimedean copulas	2008-03-11	Paper
Asymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independence	2007-07-23	Paper
Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation	2006-12-08	Paper
On the joint asymptotic behavior of two rank-based estimators of the association parameter in the gamma frailty model	2006-04-28	Paper
Local efficiency of a Cramér\,-\,von Mises test of independence	2006-01-10	Paper
Bounds on the value-at-risk for the sum of possibly dependent risks	2005-09-29	Paper
Tests of serial independence based on Kendall's process	2003-08-21	Paper

Research outcomes over time

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