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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)
in probability and statistics. ABSTRACT This comparative study of research productivity and publication habits in probability and statistics completes the paper that was published in this Journal at the end of 1997. It is based on a ten-year survey of eighteen international journals, half of which are specialized in probability theory and the other half in(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)
The authors update the work of Genest (1997, 1999) on world research output in probability and statistics. The rankings they produce of countries and institutions are based on a survey of papers published between 1986 and 2000 in 25 specialized journals of high reputation in these two fields. The contribution of Canadian probabilists and statisticians is(More)
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