Article

Faugeras, Olivier Paul 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).

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

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).

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

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

Faugeras, Olivier Paul (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 Paul (2024) Log-Free Distance and Covariance Matrix for Compositional Data II: the Projective/Exterior Product Approach. TSE Working Paper, n. 24-1601, Toulouse

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