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Identifiability and estimation of meta-elliptical copula generators
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Journal of Multivariate Analysis, 2022
Testing for equality between conditional copulas given discretized conditioning events
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Canadian Journal of Statistics, 2022
Estimation of Copulas via Maximum Mean Discrepancy
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Journal of the American Statistical Association, 2022
On Kendall's regression
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Journal of Multivariate Analysis, 2020
A classification point-of-view about conditional Kendall's tau
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Computational Statistics and Data Analysis, 2019
On kernel-based estimation of conditional Kendall's tau: Finite-distance bounds and asymptotic behavior
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Dependence Modeling, 2019