1

Asymptotic Poisson Character of Extremes in Non-Stationary Gaussian Models

Jean-Marc Azaïs, Cécile Mercadier
Journal:
Extremes
Year:
2003
Language:
english
File:
PDF, 163 KB
english, 2003
2

Semi-parametric estimation for heavy tailed distributions

Gabriela Ciuperca, Cécile Mercadier
Journal:
Extremes
Year:
2010
Language:
english
File:
PDF, 1.26 MB
english, 2010
3

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
6

The tail dependograph

Mercadier, Cécile, Roustant, Olivier
Journal:
Extremes
Year:
2019
File:
PDF, 5.42 MB
2019
9

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
11

Modeling extreme rainfall

Sebille, Quentin, Fougères, Anne-Laure, Mercadier, Cécile
Journal:
Spatial Statistics
Year:
2017
Language:
english
File:
PDF, 1.92 MB
english, 2017
13

The tail dependograph

Mercadier, Cécile, Roustant, Olivier
Journal:
Extremes
Year:
2019
Language:
english
File:
PDF, 5.42 MB
english, 2019
17

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
18

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