Biblio

22 resultats trouvés
Filtres: Auteur is Dombry, Clement  [Clear All Filters]
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Dombry C, Engelke S, Oesting M.  2017.  Bayesian inference for multivariate extreme value distributions. ELECTRONIC JOURNAL OF STATISTICS. 11:4813-4844.
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Koch E, Dombry C, Robert CY.  2019.  A central limit theorem for functions of stationary max-stable random fields on R-d. STOCHASTIC PROCESSES AND THEIR APPLICATIONS. 129:3406-3430.
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Dombry C, Kabluchko Z.  2017.  Ergodic decompositions of stationary max-stable processes in terms of their spectral functions. STOCHASTIC PROCESSES AND THEIR APPLICATIONS. 127:1763-1784.
Dombry C, Engelke S, Oesting M.  2016.  Exact simulation of max-stable processes. BIOMETRIKA. 103:303-317.
Dombry C.  2015.  Existence and consistency of the maximum likelihood estimators for the extreme value index within the block maxima framework. BERNOULLI. 21:420-436.
Bobbia B, Dombry C, Varron D.  2021.  EXTREME QUANTILE REGRESSION IN A PROPORTIONAL TAIL FRAMEWORK. TRANSACTIONS OF A RAZMADZE MATHEMATICAL INSTITUTE. 175:13-32.
Eyi-Minko F, Dombry C.  2016.  Extremes of independent stochastic processes: a point process approach. EXTREMES. 19:197-218.
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Huser R, Dombry C, Ribatet M, Genton MG.  2019.  Full likelihood inference for max-stable data. STAT. 8:e218.
Dombry C, Falk M, Zott M.  2019.  On Functional Records and Champions. JOURNAL OF THEORETICAL PROBABILITY. 32:1252-1277.
Dombry C, Ribatet M.  2015.  Functional regular variations, Pareto processes and peaks over threshold. STATISTICS AND ITS INTERFACE. 8:9-17.
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Dombry C, Tillier C, Wintenberger O.  2022.  HIDDEN REGULAR VARIATION FOR POINT PROCESSES AND THE SINGLE/MULTIPLE LARGE POINT HEURISTIC. ANNALS OF APPLIED PROBABILITY. 32:191-234.
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Dombry C, Jung P.  2014.  A Lindeberg-Feller theorem for stable laws. STATISTICS & PROBABILITY LETTERS. 84:198-203.
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Dombry C, Ferreira A.  2019.  Maximum likelihood estimators based on the block maxima method. BERNOULLI. 25:1690-1723.
Dombry C, Zott M.  2018.  Multivariate records and hitting scenarios. EXTREMES. 21:343-361.
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Mefleh A, Biard R, Dombry C, Khraibani Z.  2021.  Permutation bootstrap and the block maxima method. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION. 50:295-311.
Dombry C, Ribatet M, Stoev S.  2018.  Probabilities of Concurrent Extremes. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION. 113:1565-1582.
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Dombry C, Kabluchko Z.  2018.  Random tessellations associated with max-stable random fields. BERNOULLI. 24:30-52.
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Ho ZWai Olivie, Dombry C.  2019.  Simple models for multivariate regular variation and the Husler-Reiss Pareto distribution. JOURNAL OF MULTIVARIATE ANALYSIS. 173:525-550.
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Dombry C, Hashorva E, Soulier P.  2018.  TAIL MEASURE AND SPECTRAL TAIL PROCESS OF REGULARLY VARYING TIME SERIES. ANNALS OF APPLIED PROBABILITY. 28:3884-3921.
Bobbia B, Dombry C, Varron D.  2021.  The coupling method in extreme value theory. BERNOULLI. 27:1824-1850.
Chretien S, Dombry C, Faivre A.  2019.  The Guedon-Vershynin Semi-definite Programming Approach to Low Dimensional Embedding for Unsupervised Clustering. FRONTIERS IN APPLIED MATHEMATICS AND STATISTICS. 5:41.
Mefleh A, Biard R, Dombry C, Khraibani Z.  2020.  Trend detection for heteroscedastic extremes. EXTREMES. 23:85-115.