Concordance measures for multivariate non-continuous random vectors. - Mhamed Mesfioui; Jean-François Quessy (J. Multivar. Anal., 2010)

Cramér-von Mises and characteristic function tests for the two and k-sample problems with dependent data. - Jean-François Quessy; François Éthier (Comput. Stat. Data Anal., 2012)

Nonparametric tests for change-point detection à la Gombay and Horváth. - Mark Holmes; Ivan Kojadinovic; Jean-François Quessy (J. Multivar. Anal., 2013)

Weak convergence of empirical and bootstrapped C-power processes and application to copula goodness-of-fit. - Jean-François Quessy; Tarik Bahraoui (J. Multivar. Anal., 2014)

On the family of multivariate chi-square copulas. - Jean-François Quessy; Louis-Paul Rivest; Marie-Hélène Toupin (J. Multivar. Anal., 2016)

On Consistent Nonparametric Statistical Tests of Symmetry Hypotheses. - Jean-François Quessy (Symmetry, 2016)

Multiplier bootstrap methods for conditional distributions. - Félix Camirand Lemyre; Jean-François Quessy (Stat. Comput., 2017)

Goodness-of-fit tests for the family of multivariate chi-square copulas. - Jean-François Quessy; Louis-Paul Rivest; Marie-Hélène Toupin (Comput. Stat. Data Anal., 2019)

A Szekely-Rizzo inequality for testing general copula homogeneity hypotheses. - Jean-François Quessy (J. Multivar. Anal., 2021)

The weighted characteristic function of the multivariate PIT: Independence and goodness-of-fit tests. - Jean-François Quessy; Samuel Lemaire-Paquette (J. Multivar. Anal., 2024)