Copula-Based Measures of Multivariate Association

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Copula Theory: An Introduction (2010, background): “The reader will find such an information in the rest of this book (see [12, 100, 179]).”
Minimax Estimation of Functionals of Discrete Distributions (2014, unknown): “Under the Poissonized model, our estimator F̂α satisfies sup P∈MS EP ( F̂α − Fα(P ) )2 S2 (n lnn)2α + S(lnn)2+2α n2α− 0 < α ≤ 1/2 S2 (n lnn)2α + S(lnn)2+2α n2α− + S2−2α n 1/2 < α < 1 (6) for all > 0.”
Asymptotics of empirical copula processes under non-restrictive smoothness assumptions (2010, background): “[27], Genest and Segers [14]), for testing for independence (Genest and Rémillard [12], Genest, Quessy and Rémillard [11], Kojadinovic and Holmes [17]), for testing for shape constraints (Denuit and Scaillet [6], Scaillet [26], Kojadinovic and Yan [18]), for resampling (Rémillard and Scaillet [24], ”
Multivariate spearman's ρ for aggregating ranks using copulas (2016, background): “The expert reader may skip directly to section 3 to see the definition of multivariate Spearman’s ρ in terms of the multivariate copula.”
A multivariate version of Hoeffding's Phi-Square (2010, methodology): “For illustration, the theoretical results are applied to financial asset return data.”