Items where Author is "Faugeras, Olivier"

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Number of items: 7.

Article

Faugeras, Olivier and Rüschendorf, Ludger (2018) Risk excess measures induced by hemi-metrics. Probability, Uncertainty and Quantitative Risk, vol. 3 (n° 1). pp. 1-35.

Faugeras, Olivier (2017) Inference for copula modeling of discrete data: a cautionary tale and some facts. Dependence Modeling, 5 (1). pp. 121-132.

Faugeras, Olivier and Rüschendorf, Ludger (2017) Markov morphisms: a combined copula and mass transportation approach to multivariate quantiles. Mathematica Applicanda, vol.48 (n°1).

Faugeras, Olivier (2015) Maximal coupling of empirical copulas for discrete vectors. Journal of Multivariate Analysis, vol.137. pp. 179-186.

Faugeras, Olivier (2013) Sklar's theorem derived using probabilistic continuation and two consistency results. Journal of Multivariate Analysis, 122. pp. 271-277.

Faugeras, Olivier (2012) Prediction via the Quantile-Copula Conditional Density Estimator. Communications in Statistics - Theory and Method, vol. 41 (n° 1). pp. 16-33.

Monograph

Faugeras, Olivier and Rüschendorf, Ludger (2019) Functional, randomized and smoothed multivariate quantile regions. TSE Working Paper, n. 19-1039, Toulouse

This list was generated on Mon Oct 21 00:51:55 2019 CEST.