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Jean-Francois Quessy
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Goodness‐of‐fit procedures for copula models based on the probability integral transformation
C Genest, JF Quessy, B Rémillard
Scandinavian Journal of Statistics 33 (2), 337-366, 2006
5962006
Tests of symmetry for bivariate copulas
C Genest, J Nešlehová, JF Quessy
Annals of the Institute of Statistical Mathematics 64, 811-834, 2012
1382012
Asymptotic local efficiency of Cramér–von Mises tests for multivariate independence
C Genest, JF Quessy, B Rémillard
1312007
Nonparametric tests for change-point detection à la Gombay and Horváth
M Holmes, I Kojadinovic, JF Quessy
Journal of Multivariate Analysis 115, 16-32, 2013
762013
Local efficiency of a Cramér–von Mises test of independence
C Genest, JF Quessy, B Rémillard
Journal of Multivariate Analysis 97 (1), 274-294, 2006
552006
Statistical inference in Lombard's smooth‐change model
JF Quessy, AC Favre, M Saïd, M Champagne
Environmetrics 22 (7), 882-893, 2011
522011
Multivariate Kendall's tau for change‐point detection in copulas
JF Quessy, M Saïd, AC Favre
Canadian Journal of Statistics 41 (1), 65-82, 2013
492013
Temporal variability modes of floods for catchments in the St. Lawrence watershed (Quebec, Canada)
AA Assani, S Charron, M Matteau, M Mesfioui, JF Quessy
Journal of Hydrology 385 (1-4), 292-299, 2010
482010
Local power analyses of goodness‐of‐fit tests for copulas
D Berg, J Quessy
Scandinavian Journal of Statistics 36 (3), 389-412, 2009
452009
Comparison of the interannual variability of spring heavy floods characteristics of tributaries of the St. Lawrence River in Quebec (Canada)
R Mazouz, AA Assani, JF Quessy, G Légaré
Advances in Water Resources 35, 110-120, 2012
422012
Tests of serial independence based on Kendall's process
C Genest, JFÇ Quessy, B RÉamillard
Canadian Journal of Statistics 30 (3), 441-461, 2002
422002
Bounds on the value-at-risk for the sum of possibly dependent risks
M Mesfioui, JF Quessy
Insurance: Mathematics and Economics 37 (1), 135-151, 2005
412005
On the family of multivariate chi-square copulas
JF Quessy, LP Rivest, MH Toupin
Journal of Multivariate Analysis 152, 40-60, 2016
392016
Effects of the change from forest to agriculture land use on the spatial variability of summer extreme daily flow characteristics in southern Quebec (Canada)
M Muma, AA Assani, R Landry, JF Quessy, M Mesfioui
Journal of hydrology 407 (1-4), 153-163, 2011
342011
Dependence structure of conditional Archimedean copulas
M Mesfioui, JF Quessy
Journal of Multivariate Analysis 99 (3), 372-385, 2008
342008
On a new goodness‐of‐fit process for families of copulas
M Mesfioui, JF Quessy, MH Toupin
Canadian Journal of Statistics 37 (1), 80-101, 2009
312009
An example of application: The ecological “natural flow regime” paradigm in hydroclimatology
AA Assani, JF Quessy, M Mesfioui, M Matteau
Advances in water Resources 33 (5), 537-545, 2010
302010
Cramér–von Mises and characteristic function tests for the two and k-sample problems with dependent data
JF Quessy, F Éthier
Computational Statistics & Data Analysis 56 (6), 2097-2111, 2012
282012
The new family of Fisher copulas to model upper tail dependence and radial asymmetry: Properties and application to high‐dimensional rainfall data
AC Favre, JF Quessy, MH Toupin
Environmetrics 29 (3), e2494, 2018
242018
Testing for bivariate extreme dependence using Kendall's process
JF QUESSY
Scandinavian Journal of Statistics 39 (3), 497-514, 2012
242012
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