| Publication | Date of Publication | Type |
|---|
Estimation of the multivariate conditional tail expectation for extreme risk levels: illustration on environmental data sets
Environmetrics | 2024-10-28 | Paper |
Smooth copula-based generalized extreme value model and spatial interpolation for extreme rainfall in Central Eastern Canada
Environmetrics | 2024-10-28 | Paper |
Spatial extremes and stochastic geometry for Gaussian-based peaks-over-threshold processes
Extremes | 2024-09-10 | Paper |
Surface area and volume of excursion sets observed on point cloud based polytopic tessellations
The Annals of Applied Probability | 2024-08-22 | Paper |
On the perimeter estimation of pixelated excursion sets of two‐dimensional anisotropic random fields
Scandinavian Journal of Statistics | 2024-03-15 | Paper |
| A local statistic for the spatial extent of extreme threshold exceedances | 2023-10-13 | Paper |
| Estimation of extreme $L^1$-multivariate expectiles with functional covariates | 2023-03-29 | Paper |
Statistics for Gaussian random fields with unknown location and scale using Lipschitz‐Killing curvatures
Scandinavian Journal of Statistics | 2023-01-05 | Paper |
Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework
Journal of Multivariate Analysis | 2022-09-30 | Paper |
| Surface area and volume of excursion sets observed on point cloud based polytopic tessellations | 2022-09-21 | Paper |
On the estimation of extreme directional multivariate quantiles
Communications in Statistics: Theory and Methods | 2022-05-20 | Paper |
Testing marginal symmetry of digital noise images through the perimeter of excursion sets
Electronic Journal of Statistics | 2022-02-09 | Paper |
Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework
(available as arXiv preprint) | 2021-12-27 | Paper |
Semi-parametric estimation of multivariate extreme expectiles
Journal of Multivariate Analysis | 2021-06-22 | Paper |
On the excursion area of perturbed Gaussian fields
ESAIM: Probability and Statistics | 2020-05-18 | Paper |
Lipschitz-Killing curvatures of excursion sets for two-dimensional random fields
Electronic Journal of Statistics | 2019-02-14 | Paper |
A note on upper-patched generators for Archimedean copulas
ESAIM: Probability and Statistics | 2018-08-07 | Paper |
On tail dependence coefficients of transformed multivariate Archimedean copulas
Fuzzy Sets and Systems | 2018-02-19 | Paper |
A test of Gaussianity based on the Euler characteristic of excursion sets
Electronic Journal of Statistics | 2017-04-07 | Paper |
On an asymmetric extension of multivariate Archimedean copulas based on quadratic form
Dependence Modeling | 2016-12-20 | Paper |
| scientific article; zbMATH DE number 6458392 (Why is no real title available?) | 2015-07-13 | Paper |
Estimating covariate functions associated to multivariate risks: a level set approach
Metrika | 2015-07-01 | Paper |
Erratum to: ``Estimating covariate functions associated to multivariate risks: a level set approach
Metrika | 2015-07-01 | Paper |
On multivariate extensions of the conditional value-at-risk measure
Insurance Mathematics & Economics | 2015-05-26 | Paper |
On multivariate extensions of conditional-tail-expectation
Insurance Mathematics & Economics | 2014-09-22 | Paper |
Cross-correlations and joint gaussianity in multivariate level crossing models
The Journal of Mathematical Neuroscience | 2014-07-14 | Paper |
Estimation of multivariate conditional-tail-expectation using Kendall's process
Journal of Nonparametric Statistics | 2014-06-06 | Paper |
On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators
Dependence Modeling | 2014-05-21 | Paper |
Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory
Insurance Mathematics & Economics | 2014-04-15 | 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 |
On multivariate extensions of value-at-risk
Journal of Multivariate Analysis | 2014-01-10 | Paper |
Estimating a bivariate tail: a copula based approach
Journal of Multivariate Analysis | 2014-01-10 | Paper |
