Article

Faugeras, Olivier and Pagès, Gilles (2024) Risk quantization by magnitude and propensity. Insurance: Mathematics and Economics, vol.116. pp. 134-147.

Shirazi, Esmaeil and Faugeras, Olivier Paul (2023) A new wavelet-based estimation of conditional density via block threshold method. Communications in Statistics: Theory and Method.

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

Monograph

Faugeras, Olivier Paul (2024) Log-Free Divergence and Covariance matrix for Compositional Data I: The Affiine/Barycentric Approach. TSE Working Paper, n. 24-1580, Toulouse

Faugeras, Olivier Paul (2024) The Stick-Breaking and Ordering Representation of Compositional Data: Copulas and Regression models. TSE Working Paper, n. 24-1500, Toulouse

Faugeras, Olivier Paul (2023) An invitation to intrinsic compositional data analysis using projective geometry and Hilbert’s metric. TSE Working Paper, n. 23-1496, Toulouse