The following pages link to Elena Di Bernardino (Q391655):
Displaying 28 items.
- On multivariate extensions of value-at-risk (Q391656) (← links)
- Estimating a bivariate tail: a copula based approach (Q391665) (← links)
- A test of Gaussianity based on the Euler characteristic of excursion sets (Q521329) (← links)
- On an asymmetric extension of multivariate Archimedean copulas based on quadratic form (Q727664) (← links)
- On multivariate extensions of conditional-tail-expectation (Q743166) (← links)
- On tail dependence coefficients of transformed multivariate Archimedean copulas (Q1699336) (← links)
- Lipschitz-Killing curvatures of excursion sets for two-dimensional random fields (Q1722068) (← links)
- Semi-parametric estimation of multivariate extreme expectiles (Q2034472) (← links)
- Testing marginal symmetry of digital noise images through the perimeter of excursion sets (Q2074333) (← links)
- Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework (Q2079605) (← links)
- Cross-correlations and joint gaussianity in multivariate level crossing models (Q2251594) (← links)
- On multivariate extensions of the conditional value-at-risk measure (Q2347091) (← links)
- Estimating covariate functions associated to multivariate risks: a level set approach (Q2352397) (← links)
- Erratum to: ``Estimating covariate functions associated to multivariate risks: a level set approach'' (Q2352398) (← links)
- Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory (Q2446001) (← links)
- A note on upper-patched generators for Archimedean copulas (Q4578048) (← links)
- On the estimation of extreme directional multivariate quantiles (Q5078040) (← links)
- On the excursion area of perturbed Gaussian fields (Q5110221) (← links)
- (Q5262179) (← links)
- Plug-in estimation of level sets in a non-compact setting with applications in multivariate risk theory (Q5408470) (← links)
- On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators (Q5417587) (← links)
- Estimation of multivariate conditional-tail-expectation using Kendall's process (Q5419464) (← links)
- Statistics for Gaussian random fields with unknown location and scale using Lipschitz‐Killing curvatures (Q5872951) (← links)
- On the perimeter estimation of pixelated excursion sets of two‐dimensional anisotropic random fields (Q6196803) (← links)
- Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework (Q6386763) (← links)
- Surface area and volume of excursion sets observed on point cloud based polytopic tessellations (Q6411487) (← links)
- Estimation of extreme $L^1$-multivariate expectiles with functional covariates (Q6431318) (← links)
- A local statistic for the spatial extent of extreme threshold exceedances (Q6455055) (← links)