activity
20142021
most citedOn the empirical multilinear copula process for count data

48 citations · 81 across the 6 of their papers we have counts for

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Showing 2017Show all

2 papers · 1 filter

math.ST2017★ 15 cited

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…

math.ST2017★ 12 cited

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…