Cecile Mercadier

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Linking the Hoeffding-sobol and Möbius formulas through a decomposition of Kuo, Sloan, Wasilkowski, and Woźniakowski Statistics & Probability Letters	2022-04-22	Paper
Hoeffding-Sobol decomposition of homogeneous co-survival functions: from Choquet representation to extreme value theory application Dependence Modeling	2022-02-22	Paper
The tail dependograph Extremes	2019-07-04	Paper
A standardized distance-based index to assess the quality of space-filling designs Statistics and Computing	2017-03-28	Paper
Adapting extreme value statistics to financial time series: dealing with bias and serial dependence Finance and Stochastics	2016-05-23	Paper
Adapting extreme value statistics to financial time series: dealing with bias and serial dependence Finance and Stochastics	2016-01-06	Paper
Environmental data: multivariate extreme value theory in practice	2015-07-13	Paper
Bias correction in multivariate extremes The Annals of Statistics	2015-05-11	Paper
Dense classes of multivariate extreme value distributions Journal of Multivariate Analysis	2014-01-10	Paper
Risk measures and multivariate extensions of Breiman's theorem Journal of Applied Probability	2012-07-08	Paper
Optimal rates of convergence in the Weibull model based on kernel-type estimators Statistics & Probability Letters	2012-05-18	Paper
Semi-parametric estimation for heavy tailed distributions Extremes	2011-11-26	Paper
The likelihood ratio test for general mixture models with or without structural parameter ESAIM: Probability and Statistics	2010-01-21	Paper
Asymptotic distribution and local power of the likelihood ratio test for mixtures: bounded and unbounded cases Bernoulli	2007-05-24	Paper
Numerical bounds for the distributions of the maxima of some one- and two-parameter Gaussian processes Advances in Applied Probability	2006-06-19	Paper
Asymptotic Poisson character of extremes in non-stationary Gaussian models Extremes	2006-05-24	Paper

Research outcomes over time

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