Result Number | Material Type | Add to My Shelf Action | Record Details and Options |
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1 |
Material Type: Artigo
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Kriging of financial term-structuresCousin, Areski ; Maatouk, Hassan ; Rullière, DidierEuropean journal of operational research, 2016-12, Vol.255 (2), p.631-648 [Periódico revisado por pares]Amsterdam: Elsevier B.VTexto completo disponível |
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2 |
Material Type: Artigo
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On a construction of multivariate distributions given some multidimensional marginalsKazi-Tani, Nabil ; Rullière, DidierAdvances in applied probability, 2019-06, Vol.51 (2), p.487-513 [Periódico revisado por pares]Cambridge, UK: Cambridge University PressTexto completo disponível |
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3 |
Material Type: Artigo
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Sampling large hyperplane-truncated multivariate normal distributionsMaatouk, Hassan ; Rullière, Didier ; Bay, XavierComputational statistics, 2023-09 [Periódico revisado por pares]Springer VerlagTexto completo disponível |
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4 |
Material Type: Artigo
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On tail dependence coefficients of transformed multivariate Archimedean copulasDi Bernardino, Elena ; Rullière, DidierFuzzy sets and systems, 2016-02, Vol.284, p.89-112 [Periódico revisado por pares]Elsevier B.VTexto completo disponível |
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5 |
Material Type: Artigo
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A note on simulating hyperplane-truncated multivariate normal distributionsMaatouk, Hassan ; Bay, Xavier ; Rullière, DidierStatistics & probability letters, 2022-12, Vol.191, p.109650, Article 109650 [Periódico revisado por pares]Elsevier B.VTexto completo disponível |
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6 |
Material Type: Artigo
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Combination of optimization-free kriging models for high-dimensional problemsAppriou, Tanguy ; Rullière, Didier ; Gaudrie, DavidComputational statistics, 2023-10 [Periódico revisado por pares]Springer VerlagTexto completo disponível |
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7 |
Material Type: Artigo
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Asymptotic domination of sample maximaHashorva, Enkelejd ; Rullière, DidierStatistics & probability letters, 2020-05, Vol.160 (108703), p.108703, Article 108703 [Periódico revisado por pares]Elsevier B.VTexto completo disponível |
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8 |
Material Type: Artigo
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Dependence structure estimation using Copula Recursive TreesLaverny, Oskar ; Masiello, Esterina ; Maume-Deschamps, Véronique ; Rullière, DidierJournal of multivariate analysis, 2021-09, Vol.185, p.104776, Article 104776 [Periódico revisado por pares]Elsevier IncTexto completo disponível |
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9 |
Material Type: Artigo
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Multivariate extensions of expectiles risk measuresMaume-Deschamps, Véronique ; Rullière, Didier ; Said, KhalilDependence modeling, 2017-01, Vol.5 (1), p.20-44 [Periódico revisado por pares]De Gruyter OpenTexto completo disponível |
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10 |
Material Type: Artigo
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On an asymmetric extension of multivariate Archimedean copulas based on quadratic formDi Bernardino, Elena ; Rullière, DidierDependence modeling, 2016-12, Vol.4 (1), p.328-347 [Periódico revisado por pares]De Gruyter OpenTexto completo disponível |