Christian Genest

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Any multivariate density can be decomposed through successive condition-ings into basic building blocks involving only pairs of variables. The various ways in which this can be done are called regular vines; C-vines and D-vines are prime examples of such structures. A pair-copula construction (PCC) is a modelling strategy in which conditional and(More)
This paper considers the estimation of Kendall's tau for bivariate data (X, Y) when only Y is subject to right-censoring. Although is estimable under weak regularity conditions, the estimators proposed by Brown et al. [1974. Nonparametric tests of independence for censored data, with applications to heart transplant studies. Reliability and Biometry,(More)
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