2

Models for Dependent Extremes Using Stable Mixtures

ANNE-LAURE FOUGÈRES, JOHN P. NOLAN, HOLGER ROOTZÉN
Journal:
Scandinavian Journal of Statistics
Year:
2009
Language:
english
File:
PDF, 663 KB
english, 2009
3

Estimation of conditional laws given an extreme component

Anne-Laure Fougères, Philippe Soulier
Journal:
Extremes
Year:
2012
Language:
english
File:
PDF, 643 KB
english, 2012
4

Some Asymptotic Results for the Number of Generalized Records

Anne-Laure Fougères, Fabrice Gamboa, Clémentine Prieur
Journal:
Extremes
Year:
2005
Language:
english
File:
PDF, 345 KB
english, 2005
5

Estimation of a Bivariate Extreme Value Distribution

Philippe Capéraà, Anne-Laure Fougères
Journal:
Extremes
Year:
2000
Language:
english
File:
PDF, 241 KB
english, 2000
6

Risk measures and multivariate extensions of Breiman's theorem

Fougeres, Anne-Laure, Mercadier, Cecile
Journal:
Journal of Applied Probability
Year:
2012
Language:
english
File:
PDF, 208 KB
english, 2012
8

Estimation de densités unimodales

Anne-Laure Fougères
Journal:
Canadian Journal of Statistics
Year:
1997
File:
PDF, 745 KB
1997
10

Extreme behaviour for bivariate elliptical distributions

Belkacem Abdous, Anne-Laure Fougères, Kilani Ghoudi
Journal:
Canadian Journal of Statistics
Year:
2005
Language:
english
File:
PDF, 890 KB
english, 2005
12

Bias correction in multivariate extremes

Fougères, Anne-Laure, de Haan, Laurens, Mercadier, Cécile
Journal:
The Annals of Statistics
Year:
2015
Language:
english
File:
PDF, 1.25 MB
english, 2015
13

Modeling extreme rainfall

Sebille, Quentin, Fougères, Anne-Laure, Mercadier, Cécile
Journal:
Spatial Statistics
Year:
2017
Language:
english
File:
PDF, 1.92 MB
english, 2017
14

Limit Conditional Distributions for Bivariate Vectors with Polar Representation

Fougères, Anne-Laure, Soulier, Philippe
Journal:
Stochastic Models
Year:
2010
Language:
english
File:
PDF, 379 KB
english, 2010
16

Risk Measures and Multivariate Extensions of Breiman's Theorem

Fougeres, Anne-Laure, Mercadier, Cecile
Journal:
Journal of Applied Probability
Year:
2012
Language:
english
File:
PDF, 173 KB
english, 2012
19

RISK MEASURES AND MULTIVARIATE EXTENSIONS OF BREIMAN'S THEOREM

ANNE-LAURE FOUGERES and CECILE MERCADIER
Journal:
Journal of Applied Probability
Year:
2012
Language:
english
File:
PDF, 1.49 MB
english, 2012