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Number of items: 3.

2017

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

2018

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

2021

Faugeras, Olivier PaulIdRef and Rüschendorf, LudgerIdRef (2021) Functional, randomized and smoothed multivariate quantile regions. Journal of Multivariate Analysis, vol. 186 (n° 104802).

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