research
∙
10/27/2022
Clustered Archimax Copulas
When modeling multivariate phenomena, properly capturing the joint extre...
share
research
∙
06/08/2022
Efficient inference for Kendall's tau
Kendall's tau is a nonparametric measure of correlation. We present an e...
research
∙
07/19/2020
Hypothesis tests for structured rank correlation matrices
Joint modeling of a large number of variables often requires dimension r...
research
∙
06/19/2017