| Publication | Date of Publication | Type |
|---|
Recognizing a spatial extreme dependence structure: a deep learning approach
Environmetrics | 2024-10-28 | Paper |
Random forest based quantile-oriented sensitivity analysis indices estimation
Computational Statistics | 2024-09-02 | Paper |
Heterogeneous treatment effect-based random forest: HTERF
Computational Statistics and Data Analysis | 2024-07-16 | Paper |
Random forest estimation of conditional distribution functions and conditional quantiles
Electronic Journal of Statistics | 2022-12-19 | Paper |
Random forest estimation of conditional distribution functions and conditional quantiles
Electronic Journal of Statistics | 2022-12-19 | Paper |
Goal-oriented Shapley effects with special attention to the quantile-oriented case
SIAM/ASA Journal on Uncertainty Quantification | 2022-11-25 | Paper |
Copulas checker-type approximations: application to quantiles estimation of sums of dependent random variables
Communications in Statistics: Theory and Methods | 2022-05-18 | Paper |
Estimation of multivariate generalized gamma convolutions through Laguerre expansions
Electronic Journal of Statistics | 2022-02-09 | Paper |
Estimation of multivariate generalized gamma convolutions through Laguerre expansions
Electronic Journal of Statistics | 2022-02-09 | Paper |
Censored pairwise likelihood-based tests for mixture parameter of spatial max-mixture models
(available as arXiv preprint) | 2021-09-07 | Paper |
| Censored pairwise likelihood-based tests for mixture parameter of spatial max-mixture models | 2021-09-07 | Paper |
Semiparametric estimation for space-time max-stable processes: an \(F\)-madogram-based approach
Statistical Inference for Stochastic Processes | 2021-08-17 | Paper |
Dependence structure estimation using copula recursive trees
Journal of Multivariate Analysis | 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
Test | 2020-08-27 | Paper |
Random forest estimation of conditional distribution functions and conditional quantiles
(available as arXiv preprint) | 2020-06-12 | Paper |
Analysis of fast versions of the Euclid algorithm
2007 Proceedings of the Fourth Workshop on Analytic Algorithmics and Combinatorics (ANALCO) | 2019-09-16 | Paper |
On the consistency of Sobol indices with respect to stochastic ordering of model parameters
ESAIM: Probability and Statistics | 2019-07-11 | Paper |
| Estimation of foreseeable and unforeseeable risks in motor insurance | 2019-05-17 | Paper |
Extremes for multivariate expectiles
Statistics & Risk Modeling | 2019-01-11 | Paper |
Spatial expectile predictions for elliptical random fields
Methodology and Computing in Applied Probability | 2018-08-14 | Paper |
Estimation of quantile oriented sensitivity indices
Statistics & Probability Letters | 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
Methodology and Computing in Applied Probability | 2017-08-14 | Paper |
Quantile predictions for elliptical random fields
Journal of Multivariate Analysis | 2017-08-03 | Paper |
Multivariate extensions of expectiles risk measures
Dependence Modeling | 2017-03-16 | Paper |
| Spatial risk measure for gaussian processes | 2016-12-25 | Paper |
On a capital allocation by minimization of some risk indicators
European Actuarial Journal | 2016-08-22 | Paper |
Some mixing properties of conditionally independent processes
Communications in Statistics. Theory and Methods | 2016-05-25 | Paper |
High level quantile approximations of sums of risks
Dependence Modeling | 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
ESAIM: Probability and Statistics | 2014-04-10 | Paper |
Estimating a bivariate tail: a copula based approach
Journal of Multivariate Analysis | 2014-01-10 | Paper |
Ruin probabilities in models with a Markov chain dependence structure
Scandinavian Actuarial Journal | 2013-12-17 | Paper |
Risk processes with dependence and premium adjusted to solvency targets
European Actuarial Journal | 2013-08-05 | Paper |
Adjustment coefficient for risk processes in some dependent contexts
Methodology and Computing in Applied Probability | 2012-06-20 | Paper |
Some multivariate risk indicators: minimization by using a Kiefer-Wolfowitz approach to the mirror stochastic algorithm
Statistics & Risk Modeling | 2012-03-29 | Paper |
Fast remote but not extreme quantiles with multiple factors: applications to Solvency II and enterprise risk management
European Actuarial Journal | 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 on time series for count random variables
ASTIN Bulletin | 2010-06-21 | Paper |
Exponential inequalities for VLMC empirical trees
ESAIM: Probability and Statistics | 2010-03-15 | Paper |
Regularity of the Euclid algorithm; application to the analysis of fast GCD algorithms
Journal of Symbolic Computation | 2009-06-18 | Paper |
EXPONENTIAL INEQUALITIES AND FUNCTIONAL ESTIMATIONS FOR WEAK DEPENDENT DATA: APPLICATIONS TO DYNAMICAL SYSTEMS
Stochastics and Dynamics | 2007-03-13 | Paper |
Exponential inequalities and estimation of conditional probabilities
Lecture Notes in Statistics | 2007-01-09 | Paper |
| The Lyapunov tortoise and the dyadic hare | 2006-08-29 | Paper |
Decay of correlations on towers with non-Hölder Jacobian and non-exponential return time
Discrete and Continuous Dynamical Systems | 2005-06-21 | Paper |
| scientific article; zbMATH DE number 2159642 (Why is no real title available?) | 2005-04-20 | Paper |
| scientific article; zbMATH DE number 2159642 (Why is no real title available?) | 2005-04-20 | Paper |
Erratum to: Dynamical sources in information theory: Fundamental intervals and word prefixes
Algorithmica | 2004-09-22 | Paper |
Pressure and recurrence
Fundamenta Mathematicae | 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
Annales Scientifiques de l?tcole Normale Sup�rieure | 2003-07-30 | Paper |
Almost sure rates of mixing for i.i.d. unimodal maps
Annales Scientifiques de l?tcole Normale Sup�rieure | 2003-07-30 | Paper |
Almost sure rates of mixing for i.i.d. unimodal maps
Annales Scientifiques de l?tcole Normale Sup�rieure | 2003-07-30 | Paper |
Decay of correlations for piecewise invertible maps in higher dimensions
Israel Journal of Mathematics | 2003-07-05 | Paper |
Lasota-Yorke maps with holes: Conditionally invariant probability measures and invariant probability measures on the survivor set
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2003-05-25 | Paper |
Lasota-Yorke maps with holes: Conditionally invariant probability measures and invariant probability measures on the survivor set
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2003-05-25 | Paper |
| scientific article; zbMATH DE number 1139638 (Why is no real title available?) | 2002-11-07 | Paper |
Invariant measures for piecewise convex transformations of an interval
Studia Mathematica | 2002-08-27 | Paper |
Correlation decay for Markov maps on a countable state space
Ergodic Theory and Dynamical Systems | 2002-02-17 | Paper |
Decay of random correlation functions for unimodal maps.
Reports on Mathematical Physics | 2001-08-29 | Paper |
Projective metrics and mixing properties on towers
Transactions of the American Mathematical Society | 2001-06-06 | Paper |
On the existence of conditionally invariant probability measures in dynamical systems
Nonlinearity | 2001-01-14 | Paper |
Convergence speed to equilibrium state for Markovian non-Hölderian dynamics
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1998-01-28 | Paper |
Convergence speed to equilibrium state for Markovian non-Hölderian dynamics
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1998-01-28 | Paper |
| scientific article; zbMATH DE number 940938 (Why is no real title available?) | 1997-09-18 | Paper |
