Elena Di Bernardino

Available identifiers

zbMath Open di-bernardino.elenaMaRDI QIDQ391655

List of research outcomes

Publication	Date of Publication	Type
Estimation of the multivariate conditional tail expectation for extreme risk levels: illustration on environmental data sets	2024-10-28	Paper
Smooth copula-based generalized extreme value model and spatial interpolation for extreme rainfall in Central Eastern Canada	2024-10-28	Paper
Spatial extremes and stochastic geometry for Gaussian-based peaks-over-threshold processes	2024-09-10	Paper
Surface area and volume of excursion sets observed on point cloud based polytopic tessellations	2024-08-22	Paper
On the perimeter estimation of pixelated excursion sets of two‐dimensional anisotropic random fields	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	2023-01-05	Paper
Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework	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	2022-05-20	Paper
Testing marginal symmetry of digital noise images through the perimeter of excursion sets	2022-02-09	Paper
Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework	2021-12-27	Paper
Semi-parametric estimation of multivariate extreme expectiles	2021-06-22	Paper
On the excursion area of perturbed Gaussian fields	2020-05-18	Paper
Lipschitz-Killing curvatures of excursion sets for two-dimensional random fields	2019-02-14	Paper
A note on upper-patched generators for Archimedean copulas	2018-08-07	Paper
On tail dependence coefficients of transformed multivariate Archimedean copulas	2018-02-19	Paper
A test of Gaussianity based on the Euler characteristic of excursion sets	2017-04-07	Paper
On an asymmetric extension of multivariate Archimedean copulas based on quadratic form	2016-12-20	Paper
https://portal.mardi4nfdi.de/entity/Q5262179	2015-07-13	Paper
Estimating covariate functions associated to multivariate risks: a level set approach	2015-07-01	Paper
Erratum to: ``Estimating covariate functions associated to multivariate risks: a level set approach	2015-07-01	Paper
On multivariate extensions of the conditional value-at-risk measure	2015-05-26	Paper
On multivariate extensions of conditional-tail-expectation	2014-09-22	Paper
Cross-correlations and joint gaussianity in multivariate level crossing models	2014-07-14	Paper
Estimation of multivariate conditional-tail-expectation using Kendall's process	2014-06-06	Paper
On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators	2014-05-21	Paper
Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory	2014-04-15	Paper
Plug-in estimation of level sets in a non-compact setting with applications in multivariate risk theory	2014-04-10	Paper
On multivariate extensions of value-at-risk	2014-01-10	Paper
Estimating a bivariate tail: a copula based approach	2014-01-10	Paper

Research outcomes over time

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