Christian Y. Robert | DeepAI

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Featured Co-authors

Erwan Koch
4 publications
Nicolas Chenavier
2 publications

research

∙ 09/19/2022

Fixed-domain asymptotic properties of maximum composite likelihood estimators for max-stable Brown-Resnick random fields

Likelihood inference for max-stable random fields is in general impossib...

0 Nicolas Chenavier, et al. ∙

research

∙ 12/14/2018

Infinitesimal perturbation analysis for risk measures based on the Smith max-stable random field

When using risk or dependence measures based on a given underlying model...

0 Erwan Koch, et al. ∙

research

∙ 02/26/2018

Infill asymptotics for estimators of the integral of the extreme value index function of the Brown-Resnick processes

We consider a max-stable process with a positive extreme value index fun...

0 Christian Y. Robert, et al. ∙