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03/19/2021
Recognizing a Spatial Extreme dependence structure: A Deep Learning approach
Understanding the behaviour of environmental extreme events is crucial f...
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03/04/2021
Estimation of multivariate generalized gamma convolutions through Laguerre expansions
The generalized gamma convolutions class of distributions appeared in Th...
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02/25/2021
Random Forest based Qantile Oriented Sensitivity Analysis indices estimation
We propose a random forest based estimation procedure for Quantile Orien...
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02/11/2021
On quantile oriented sensitivity analysis
We propose to study quantile oriented sensitivity indices (QOSA indices)...
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06/12/2020
Random forest estimation of conditional distribution functions and conditional quantiles
We propose a theoretical study of two realistic estimators of conditiona...
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05/06/2020
Dependence structure estimation using Copula Recursive Trees
We construct the Copula Recursive Tree (CORT) estimator: a flexible, con...
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05/20/2019
Semiparametric estimation for space-time max-stable processes: F -madogram-based estimation approach
Max-stable processes have been expanded to quantify extremal dependence ...
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05/17/2019
Estimation of foreseeable and unforeseeable risks in motor insurance
This project works with the risk model developed by Li et al. (2015) and...
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01/03/2018
A Model-Free Selection Criterion For The Mixing Coefficient Of Spatial Max-Mixture Models
One of the main concerns in extreme value theory is to quantify the depe...
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12/08/2017
