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Shuffles of Min.
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Shuffles of Min. (1992)Shuffles of Min.On the Exact Region Determined by Kendall's τ and Spearman's ρ (2016)On the Exact Region Determine…A multivariate version of Hoeffding’s Phi-Square (2010)A multivariate version of Hoe…Some approximations of n-copulas (2009)Some approximations of n-copu…A measure of mutual complete dependence (2009)A measure of mutual complete …Copulas and quasi-copulas: An introduction to their properties and applications (2005)Copulas and quasi-copulas: An…Conditions for the Asymptotic Semiparametric Efficiency of an Omnibus Estimator of Dependence Parameters in Copula Models (2002)Conditions for the Asymptotic…Distribution functions of copulas: a class of bivariate probability integral transforms (2001)Distribution functions of cop…On Nonparametric Measures of Dependence for Random Variables (1981)Copulas and Markov processes (1992)An Introduction to Copulas (1999)A measure of mutual complete dependence in discrete variables through subcopula (2015)Statistical Inference Procedures for Bivariate Archimedean Copulas (1993)Modelling Dependence with Copulas and Applications to Risk Management (2003)An Introduction to Copulas (Springer Series in Statistics) (2006)Distributions With Given Marginals and Statistical Modelling (2002)Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and Iterated Function Systems (2014)How simplifying and flexible is the simplifying assumption in pair-copula constructions – analytic answers in dimension three and a glimpse beyond (2021)On weak conditional convergence of bivariate Archimedean and Extreme Value copulas, and consequences to nonparametric estimation (2021)Ordinal Measures of Association (1958)Principles of Copula Theory (2015)Copula theory and probabilistic sensitivity analysis: Is there a connection? (2019)Bounds on Spearman’s rho when at least one random variable is discrete (2021)Copulae: An overview and recent developments (2021)A Semiparametric Estimation Procedure of Dependence Parameters in Multivariate Families of Distributions (1995)Efficient Estimation in the Bivariate Normal Copula Model: Normal Margins Are Least Favourable (1997)Fitting bivariate loss distributions with copulas (1999)Goodness-of-fit Procedures for Copula Models Based on the Integral Probability Transformation (2003)Information bounds for Gaussian copulas (2014)A new approach to measure systemic risk: A bivariate copula model for dependent censored data (2019)Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données (1986)The Joy of Copulas: Bivariate Distributions with Uniform Marginals (1986)
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  • 2002Conditions for the Asymptotic Semiparametric Efficiency of an Omnibus Estimator of Dependence Parameters in Copula Models58 cited
  • 2009A measure of mutual complete dependence55 cited
  • 2009Some approximations of n-copulas48 cited
  • 2016On the Exact Region Determined by Kendall's τ and Spearman's ρ45 cited
  • 2005Copulas and quasi-copulas: An introduction to their properties and applications44 cited
  • 2001Distribution functions of copulas: a class of bivariate probability integral transforms43 cited
  • 2010A multivariate version of Hoeffding’s Phi-Square42 cited

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