502 citations · 597 across the 4 of their papers we have counts for
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Stochastic Inversion of Multivariate Uniform-Distribution-Preserving Transformations
Alexander J. McNeil, Johanna G. Nešlehová
A multivariate transformation of the unit cube with component transformations that are piecewise continuously differentiable and uniform distribution preserving (udp) is considered…
Orthogonal decomposition of multivariate densities in Bayes spaces and its connection with copulas
Christian Genest, Karel Hron, Johanna G. Nešlehová
Bayes spaces were initially designed to provide a geometric framework for the modeling and analysis of distributional data. It has recently come to light that this methodology can…
A goodness-of-fit test for bivariate extreme-value copulas
Christian Genest, Ivan Kojadinovic, Johanna Nešlehová +1
It is often reasonable to assume that the dependence structure of a bivariate continuous distribution belongs to the class of extreme-value copulas. The latter are characterized by…
Multivariate Archimedean copulas, -monotone functions and -norm symmetric distributions
Alexander J. McNeil, Johanna Nešlehová
It is shown that a necessary and sufficient condition for an Archimedean copula generator to generate a -dimensional copula is that the generator is a -monotone function. The…