On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators

by Di Bernardino Elena, Rullière Didier
Published 2013-01-01

On an asymmetric extension of multivariate Archimedean copulas based on quadratic form

by Di Bernardino Elena, Rullière Didier
Published 2016-12-01

Multivariate extensions of expectiles risk measures

by Maume-Deschamps Véronique, Rullière Didier, Said Khalil
Published 2017-01-01

Gaussian processes for computer experiments

by Bachoc François, Contal Emile, Maatouk Hassan, Rullière Didier
Published 2017-01-01