Cecile Mercadier

Available identifiers

zbMath Open mercadier.cecileMaRDI QIDQ287659

List of research outcomes

Publication	Date of Publication	Type
Linking the Hoeffding-sobol and Möbius formulas through a decomposition of Kuo, Sloan, Wasilkowski, and Woźniakowski	2022-04-22	Paper
Hoeffding-Sobol decomposition of homogeneous co-survival functions: from Choquet representation to extreme value theory application	2022-02-22	Paper
The tail dependograph	2019-07-04	Paper
A standardized distance-based index to assess the quality of space-filling designs	2017-03-28	Paper
Adapting extreme value statistics to financial time series: dealing with bias and serial dependence	2016-05-23	Paper
Adapting extreme value statistics to financial time series: dealing with bias and serial dependence	2016-01-06	Paper
https://portal.mardi4nfdi.de/entity/Q5262104	2015-07-13	Paper
Bias correction in multivariate extremes	2015-05-11	Paper
Dense classes of multivariate extreme value distributions	2014-01-10	Paper
Risk measures and multivariate extensions of Breiman's theorem	2012-07-08	Paper
Optimal rates of convergence in the Weibull model based on kernel-type estimators	2012-05-18	Paper
Semi-parametric estimation for heavy tailed distributions	2011-11-26	Paper
The likelihood ratio test for general mixture models with or without structural parameter	2010-01-21	Paper
Asymptotic distribution and local power of the likelihood ratio test for mixtures: bounded and unbounded cases	2007-05-24	Paper
Numerical bounds for the distributions of the maxima of some one- and two-parameter Gaussian processes	2006-06-19	Paper
Asymptotic Poisson character of extremes in non-stationary Gaussian models	2006-05-24	Paper

Research outcomes over time

This page was built for person: Cecile Mercadier