Person:200531

Available identifiers

zbMath Open maume-deschamps.veroniqueMaRDI QIDQ200531

List of research outcomes

Publication	Date of Publication	Type
Random forest estimation of conditional distribution functions and conditional quantiles	2022-12-19	Paper
Goal-Oriented Shapley Effects with Special Attention to the Quantile-Oriented Case	2022-11-25	Paper
Copulas checker-type approximations: Application to quantiles estimation of sums of dependent random variables	2022-05-18	Paper
Estimation of multivariate generalized gamma convolutions through Laguerre expansions	2022-02-09	Paper
Censored pairwise likelihood-based tests for mixing coefficient of spatial max-mixture models	2021-09-07	Paper
Semiparametric estimation for space-time max-stable processes: an \(F\)-madogram-based approach	2021-08-17	Paper
Dependence structure estimation using copula recursive trees	2021-08-05	Paper
On quantile oriented sensitivity analysis	2021-02-11	Paper
Fitting spatial max-mixture processes with unknown extremal dependence class: an exploratory analysis tool	2020-08-27	Paper
Random forest estimation of conditional distribution functions and conditional quantiles	2020-06-12	Paper
Analysis of fast versions of the Euclid Algorithm	2019-09-16	Paper
On the consistency of Sobol indices with respect to stochastic ordering of model parameters	2019-07-11	Paper
Estimation of foreseeable and unforeseeable risks in motor insurance	2019-05-17	Paper
Extremes for multivariate expectiles	2019-01-11	Paper
Spatial expectile predictions for elliptical random fields	2018-08-14	Paper
Estimation of quantile oriented sensitivity indices	2018-02-15	Paper
A Model-Free Selection Criterion For The Mixing Coefficient Of Spatial Max-Mixture Models	2018-01-03	Paper
A semi-parametric estimation for max-mixture spatial processes	2017-10-23	Paper
Risk assessment using suprema data	2017-10-12	Paper
Impact of dependence on some multivariate risk indicators	2017-08-14	Paper
Quantile predictions for elliptical random fields	2017-08-03	Paper
Multivariate extensions of expectiles risk measures	2017-03-16	Paper
Spatial risk measure for gaussian processes	2016-12-25	Paper
On a capital allocation by minimization of some risk indicators	2016-08-22	Paper
Some mixing properties of conditionally independent processes	2016-05-25	Paper
High level quantile approximations of sums of risks	2016-01-21	Paper
A risk management approach to capital allocation	2015-06-12	Paper
Plug-in estimation of level sets in a non-compact setting with applications in multivariate risk theory	2014-04-10	Paper
Estimating a bivariate tail: a copula based approach	2014-01-10	Paper
Ruin probabilities in models with a Markov chain dependence structure	2013-12-17	Paper
Risk processes with dependence and premium adjusted to solvency targets	2013-08-05	Paper
Adjustment coefficient for risk processes in some dependent contexts	2012-06-20	Paper
Some multivariate risk indicators: Minimization by using a Kiefer–Wolfowitz approach to the mirror stochastic algorithm	2012-03-29	Paper
Fast remote but not extreme quantiles with multiple factors: applications to Solvency II and enterprise risk management	2011-08-25	Paper
Correcting the proof of Theorem 3.2 and Corollary 5.2 in Almost sure rates of mixing for i.i.d. unimodal maps by V. Baladi, M. Benedicks, V. Maume-Deschamps, Ann. E.N.S. (2002)	2010-08-30	Paper
Discrete-Time Risk Models Based on Time Series for Count Random Variables	2010-06-21	Paper
Exponential inequalities for VLMC empirical trees	2010-03-15	Paper
Regularity of the Euclid algorithm; application to the analysis of fast GCD algorithms	2009-06-18	Paper
EXPONENTIAL INEQUALITIES AND FUNCTIONAL ESTIMATIONS FOR WEAK DEPENDENT DATA: APPLICATIONS TO DYNAMICAL SYSTEMS	2007-03-13	Paper
Exponential inequalities and estimation of conditional probabilities	2007-01-09	Paper
https://portal.mardi4nfdi.de/entity/Q5485339	2006-08-29	Paper
Decay of correlations on towers with non-Hölder Jacobian and non-exponential return time	2005-06-21	Paper
https://portal.mardi4nfdi.de/entity/Q4667608	2005-04-20	Paper
Erratum to: Dynamical sources in information theory: Fundamental intervals and word prefixes	2004-09-22	Paper
Pressure and recurrence	2004-08-19	Paper
Decay of correlations on towers with non-Holder continuous Jacobian and non-exponential return time	2004-05-07	Paper
Almost sure rates of mixing for i.i.d. unimodal maps	2003-07-30	Paper
Decay of correlations for piecewise invertible maps in higher dimensions	2003-07-05	Paper
Lasota-Yorke maps with holes: Conditionally invariant probability measures and invariant probability measures on the survivor set	2003-05-25	Paper
https://portal.mardi4nfdi.de/entity/Q4384909	2002-11-07	Paper
Invariant measures for piecewise convex transformations of an interval	2002-08-27	Paper
Correlation decay for Markov maps on a countable state space	2002-02-17	Paper
Decay of random correlation functions for unimodal maps.	2001-08-29	Paper
Projective metrics and mixing properties on towers	2001-06-06	Paper
On the existence of conditionally invariant probability measures in dynamical systems	2001-01-14	Paper
Convergence speed to equilibrium state for Markovian non-Hölderian dynamics	1998-01-28	Paper
https://portal.mardi4nfdi.de/entity/Q4714360	1997-09-18	Paper

Research outcomes over time

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Véronique Maume-Deschamps