The following pages link to Cécile Mercadier (Q287659):
Displaying 18 items.
- Adapting extreme value statistics to financial time series: dealing with bias and serial dependence (Q135348) (← links)
- (Q391524) (redirect page) (← links)
- Dense classes of multivariate extreme value distributions (Q391525) (← links)
- (Q419171) (redirect page) (← links)
- Optimal rates of convergence in the Weibull model based on kernel-type estimators (Q419172) (← links)
- (Q518231) (redirect page) (← links)
- A standardized distance-based index to assess the quality of space-filling designs (Q518233) (← links)
- Semi-parametric estimation for heavy tailed distributions (Q650683) (← links)
- Asymptotic distribution and local power of the likelihood ratio test for mixtures: bounded and unbounded cases (Q882879) (← links)
- Hoeffding-Sobol decomposition of homogeneous co-survival functions: from Choquet representation to extreme value theory application (Q2076958) (← links)
- Linking the Hoeffding-sobol and Möbius formulas through a decomposition of Kuo, Sloan, Wasilkowski, and Woźniakowski (Q2128925) (← links)
- The tail dependograph (Q2311601) (← links)
- Bias correction in multivariate extremes (Q2343968) (← links)
- Asymptotic Poisson character of extremes in non-stationary Gaussian models (Q2488433) (← links)
- Risk Measures and Multivariate Extensions of Breiman's Theorem (Q2897148) (← links)
- (Q5262104) (← links)
- Numerical bounds for the distributions of the maxima of some one- and two-parameter Gaussian processes (Q5475394) (← links)
- The likelihood ratio test for general mixture models with or without structural parameter (Q5851024) (← links)
