Bernstein conditional density estimation with application to conditional distribution and regression functions von Belalia, Mohamed, Bouezmarni, Taoufik, Leblanc, Alexandre

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Nonparametric Inference for Copulas and Measures of Dependence Under Length-Biased Sampling and Informative Censoring von Rabhi, Yassir, Bouezmarni, Taoufik

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Testing the symmetry of a dependence structure with a characteristic function von Bahraoui, Tarik, Bouezmarni, Taoufik, Quessy, Jean-François

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Copula-Based Regression Estimation and Inference von Noh, Hohsuk, Ghouch, Anouar El, Bouezmarni, Taoufik

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Smooth conditional distribution estimators using Bernstein polynomials von Belalia, Mohamed, Bouezmarni, Taoufik, Leblanc, Alexandre

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Nonparametric estimation and inference for conditional density based Granger causality measures von Taamouti, Abderrahim, Bouezmarni, Taoufik, El Ghouch, Anouar

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M-Vine decomposition and VAR(1) models von Begin, Étienne, Dutilleul, Pierre, Beaulieu, Carole, Bouezmarni, Taoufik

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Dynamic Copulas for Monotonic Dependence Change in Time Series von Bergeron, Antoine, Dutilleul, Pierre, Beaulieu, Carole, Bouezmarni, Taoufik

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Semi-parametric copula-based models under non-stationarity von Nasri, Bouchra R., Rémillard, Bruno N., Bouezmarni, Taoufik

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Nonparametric beta kernel estimator for long and short memory time series von BOUEZMARNI, Taoufik, VAN BELLEGEM, Sébastien, RABHI, Yassir

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Consistency of the beta kernel density function estimator von Bouezmarni, Taoufik, Rolin, Jean-Marie

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On Concordance Measures for Discrete Data and Dependence Properties of Poisson Model von Bouezmarni, Taoufik, Mesfioui, Mhamed, Tajar, Abdelouahid

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Nonparametric density estimation for multivariate bounded data von Bouezmarni, Taoufik, Rombouts, Jeroen V.K.

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A Family of Goodness-of-Fit Tests for Copulas Based on Characteristic Functions von BAHRAOUI, TARIK, BOUEZMARNI, TAOUFIK, QUESSY, JEAN-FRANÇOIS

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Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality von Bouezmarni, Taoufik, Rombouts, Jeroen V.K., Taamouti, Abderrahim

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On the large-sample behavior of two estimators of the conditional copula under serially dependent data von Bouezmarni, Taoufik, Camirand Lemyre, Félix, Quessy, Jean-François

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Asymptotic properties of the Bernstein density copula estimator for α -mixing data von Bouezmarni, Taoufik, Rombouts, Jeroen V.K., Taamouti, Abderrahim

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Nonparametric density estimation for positive time series von Bouezmarni, Taoufik, Rombouts, Jeroen V.K.

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