Christian Y. Robert - researchr alias

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Viewing Publication 1 - 9 from 9

2022

Stochastic derivative estimation for max-stable random fieldsErwan Koch, Christian Y. Robert. eor, 302(2):575-588, 2022. [doi]

Efficient conditional Monte Carlo simulations for the exponential integrals of Gaussian random fieldsQuang Huy Nguyen, Christian Y. Robert. jap, 59(2):366-383, 2022. [doi]

2021

Hierarchical copulas with Archimedean blocks and asymmetric between-block pairsIhsan Chaoubi, Hélène Cossette, Etienne Marceau, Christian Y. Robert. csda, 154:107071, 2021. [doi]

Efron's asymptotic monotonicity property in the Gaussian stable domain of attractionMichel Denuit, Christian Y. Robert. ma, 186:104803, 2021. [doi]

2019

Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributionsHélène Cossette, Simon-Pierre Gadoury, Etienne Marceau, Christian Y. Robert. ma, 172:59-83, 2019. [doi]

2014

New efficient estimators in rare event simulation with heavy tailsQuang Huy Nguyen, Christian Y. Robert. jcam, 261:39-47, 2014. [doi]

On the De Vylder and Goovaerts Conjecture About Ruin for Equalized ClaimsChristian Y. Robert. jap, 51(3):874-879, 2014. [doi]

2010

On the Microstructural Hedging ErrorChristian Y. Robert, Mathieu Rosenbaum. siamfm, 1(1):427-453, 2010. [doi]

On the limiting spectral distribution of the covariance matrices of time-lagged processesChristian Y. Robert, Mathieu Rosenbaum. ma, 101(10):2434-2451, 2010. [doi]

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