F. Verret

2005

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Whom F. Verret trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Christian Genest
2. Jean‐François Plante

Who trusts F. Verret overall

1. Christian Genest
2. Lu Chen

Papers from F. Verret's perspective

Ordered by how strongly the researchers F. Verret trusts endorse each paper. Same corpus, a different order for every researcher.

1. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
2. On blest's measure of rank correlation
3. Correlation and dependence
4. Risk Management: Value at Risk and Beyond
5. Theory & Methods: Rank Correlation — an Alternative Measure
6. Asymptotic efficiency of the two-stage estimation method for copula-based models
7. Fonctions de repartition a n dimensions et leurs marges
8. Constraints on concordance measures in bivariate discrete data
9. On Default Correlation: A Copula Function Approach
10. Archimedean copulae and positive dependence

Their papers

• Locally most powerful rank tests of independence for copula models (2005) — 61 citations