Article
Faugeras, Olivier Paul
and Rüschendorf, Ludger
(2021)
Functional, randomized and smoothed multivariate quantile regions.
Journal of Multivariate Analysis, vol. 186 (n° 104802).
Faugeras, Olivier Paul
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 Paul
and Rüschendorf, Ludger
(2017)
Markov morphisms: a combined copula and mass transportation approach to multivariate quantiles.
Mathematica Applicanda, vol.48 (n°1).
Monograph
Faugeras, Olivier
and Rüschendorf, Ludger
(2019)
Functional, randomized and smoothed multivariate quantile regions.
TSE Working Paper, n. 19-1039, Toulouse
Faugeras, Olivier and Rüschendorf, Ludger
(2018)
Risk excess measures induced by hemi-metrics.
TSE Working Paper, n. 18-922, Toulouse

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