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Extremes in Nature: An Approach Using Copulas
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  • 2010Modeling Multivariate Distributions with Continuous Margins Using the copula R Package395 cited
  • 2010Multivariate multiparameter extreme value models and return periods: A copula approach294 cited
  • 2010Copula Theory: An Introduction226 cited
  • 2011Tests of symmetry for bivariate copulas113 cited
  • 2011ESTIMATORS BASED ON KENDALL'S TAU IN MULTIVARIATE COPULA MODELS104 cited
  • 2015Environmental contours using copulas101 cited
  • 2010Comparison of three semiparametric methods for estimating dependence parameters in copula models101 cited
  • 2011Fast large-sample goodness-of-fit tests for copulas101 cited
  • 2011A goodness-of-fit test for bivariate extreme-value copulas97 cited
  • 2016Multivariate environmental contours using C-vine copulas92 cited
  • 2014Structured factor copula models: Theory, inference and computation77 cited
  • 2009Rectangular Patchwork for Bivariate Copulas and Tail Dependence72 cited
  • 2011Inference in multivariate Archimedean copula models72 cited
  • 2013A topological proof of Sklar’s theorem66 cited
  • 2010Distorted Copulas: Constructions and Tail Dependence

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57 cited
  • 2015A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing56 cited