48 citations · 81 across the 6 of their papers we have counts for
4 papers · 1 filter
On attainability of Kendall's tau matrices and concordance signatures
Alexander J. McNeil, Johanna G. Neslehova, Andrew D. Smith
Methods are developed for checking and completing systems of bivariate and multivariate Kendall's tau concordance measures in applications where only partial information about depe…
Detection of Block-Exchangeable Structure in Large-Scale Correlation Matrices
Samuel Perreault, Thierry Duchesne, Johanna G. Nešlehová
Correlation matrices are omnipresent in multivariate data analysis. When the number d of variables is large, the sample estimates of correlation matrices are typically noisy and co…
Extremal attractors of Liouville copulas
Léo R. Belzile, Johanna G. Nešlehová
Liouville copulas, which were introduced in McNeil and Neslehova (2010), are asymmetric generalizations of the ubiquitous Archimedean copula class. They are the dependence structur…
On the empirical multilinear copula process for count data
Christian Genest, Johanna G. Nešlehová, Bruno Rémillard
Continuation refers to the operation by which the cumulative distribution function of a discontinuous random vector is made continuous through multilinear interpolation. The copula…