Jean-Francois Quessy
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Cited by
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
Tests of symmetry for bivariate copulas
C Genest, J Nešlehová, JF Quessy
Annals of the Institute of Statistical Mathematics 64 (4), 811-834, 2012
Asymptotic local efficiency of Cramér–von Mises tests for multivariate independence
C Genest, JF Quessy, B Rémillard
Annals of statistics 35 (1), 166-191, 2007
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
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
Statistical inference in Lombard's smooth‐change model
JF Quessy, AC Favre, M Saïd, M Champagne
Environmetrics 22 (7), 882-893, 2011
Local power analyses of goodness‐of‐fit tests for copulas
D Berg, J Quessy
Scandinavian Journal of Statistics 36 (3), 389-412, 2009
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
Tests of serial independence based on Kendall's process
C Genest, JFÇ Quessy, B RÉamillard
Canadian Journal of Statistics 30 (3), 441-461, 2002
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
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
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
Dependence structure of conditional Archimedean copulas
M Mesfioui, JF Quessy
Journal of Multivariate Analysis 99 (3), 372-385, 2008
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
On the family of multivariate chi-square copulas
JF Quessy, LP Rivest, MH Toupin
Journal of Multivariate Analysis 152, 40-60, 2016
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
Testing for bivariate extreme dependence using Kendall's process
Scandinavian Journal of Statistics 39 (3), 497-514, 2012
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
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
Applications and asymptotic power of marginal-free tests of stochastic vectorial independence
JF Quessy
Journal of Statistical Planning and Inference 140 (11), 3058-3075, 2010
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