According to our database1, Jean-François Quessy authored at least 7 papers between 2010 and 2017.
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Multiplier bootstrap methods for conditional distributions.
Statistics and Computing, 2017
On Consistent Nonparametric Statistical Tests of Symmetry Hypotheses.
On the family of multivariate chi-square copulas.
J. Multivariate Analysis, 2016
Weak convergence of empirical and bootstrapped C-power processes and application to copula goodness-of-fit.
J. Multivariate Analysis, 2014
Nonparametric tests for change-point detection à la Gombay and Horváth.
J. Multivariate Analysis, 2013
Cramér-von Mises and characteristic function tests for the two and k-sample problems with dependent data.
Computational Statistics & Data Analysis, 2012
Concordance measures for multivariate non-continuous random vectors.
J. Multivariate Analysis, 2010