Tests of symmetry for bivariate copulas

Understanding Relationships Using Copulas

Edward W. Frees, Emiliano A. Valdez · North American Actuarial Journal · 1998 · 1.3K citations

Business, Insurance, Actuarial Science +13

A semiparametric estimation procedure of dependence parameters in multivariate families of distributions

Christian Genest, Kilani Ghoudi, Louis‐Paul Rivest · Biometrika · 1995 · 1.2K citations

Business, Biostatistics, Econometrics +16

Weak convergence of empirical copula processes

Jean‐David Fermanian, Dragan Radulović, Marten Wegkamp · Bernoulli · 2004 · 386 citations · Full text

Natural Sciences, Mathematics, Econometrics +8

The Meta-elliptical Distributions with Given Marginals

Hong‐Bin Fang, Kai‐Tai Fang, Samuel Kotz · Journal of Multivariate Analysis · 2002 · 374 citations

Natural Sciences, Biostatistics, Probability Theory +5

Semiparametric estimation in copula models

Hideatsu Tsukahara · Canadian Journal of Statistics · 2005 · 314 citations

Natural Sciences, Biostatistics, Mathematics +15