A warming climate is associated with increasing hydroclimatic extremes, which are often
interconnected through complex processes, prompting their concurrence and/or succession …

Copula-based models provide a great deal of flexibility in modeling multivariate
distributions, allowing the researcher to specify the models for the marginal distributions …

Record-breaking hot temperatures were observed in many places around the world in 2018,
causing heat-related deaths, crop failure, wildfires and infrastructural damages. In Germany …

The copula-based modeling of multivariate distributions with continuous margins is
presented as a succession of rank-based tests: a multivariate test of randomness followed …

Weak convergence of the empirical copula process is shown to hold under the assumption
that the first-order partial derivatives of the copula exist and are continuous on certain …

Extreme event attribution answers the question of whether and by how much anthropogenic
climate change has contributed to the occurrence or magnitude of an extreme weather …

This paper focuses on nonparametric procedures for testing conditional independence
between random vectors using Möbius transformation. We derive a method predicated on …

While many financial engineering books are available, the statistical aspects behind the
implementation of stochastic models used in the field are often overlooked or restricted to a …

Tests are proposed for the hypothesis that the underlying copula of a continuous random
pair is symmetric. The procedures are based on Cramér–von Mises and Kolmogorov …

Recent large scale simulations indicate that a powerful goodness-of-fit test for copulas can
be obtained from the process comparing the empirical copula with a parametric estimate of …