Antoine Dematteo

Generating author description...

All published works

Action	Title	Year	Authors
+	On tail index estimation based on multivariate data	2015	Antoine Dematteo Stéphan Clémençon
+ PDF Chat	Sloshing in the LNG shipping industry: risk modelling through multivariate heavy-tail analysis	2013	Antoine Dematteo Stéphan Clémençon Nicolas Vayatis Mathilde Mougeot
+	Sloshing in the LNG shipping industry: risk modelling through multivariate heavy-tail analysis	2013	Stéphan Clémençon Antoine Dematteo Mathilde Mougeot Nicolas Vayatis

Common Coauthors

Coauthor	Papers Together
Stéphan Clémençon	3
Nicolas Vayatis	2
Mathilde Mougeot	2

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	On regular variation for infinitely divisible random vectors and additive processes	2006	Henrik Hult Filip Lindskog	2
+	Max-stable processes for modeling extremes observed in space and time	2013	Richard A. Davis Claudia Klüppelberg Christina Steinkohl	2
+ PDF Chat	A Simple General Approach to Inference About the Tail of a Distribution	1975	Bruce M. Hill	2
+ PDF Chat	On spatial extremes: With application to a rainfall problem	2008	T. A. Buishand Laurens de Haan Chen Zhou	2
+	Extreme-Value Copulas	2010	Gordon Gudendorf Johan Segers	2
+	Selecting the optimal sample fraction in univariate extreme value estimation	1998	Holger Drees Edgar Kaufmann	1
+ PDF Chat	A Mixture Model for Multivariate Extremes	2007	Marc‐Olivier Boldi A. C. Davison	1
+ PDF Chat	Residual Life Time at Great Age	1974	A. A. Balkema Laurens de Haan	1
+ PDF Chat	On asymptotic normality of the hill estimator	1998	Laurens de Haan Sidney I. Resnick	1
+	Estimating the spectral measure of an extreme value distribution	1997	J.H.J. Einmahl Laurens de Haan A. K. Sinha	1
+ PDF Chat	A Note on Quantiles in Large Samples	1966	R. R. Bahadur	1
+ PDF Chat	On Bahadur's Representation of Sample Quantiles	1967	J. Kiefer	1
+ PDF Chat	On Asymptotic Normality of Hill's Estimator for the Exponent of Regular Variation	1985	Erich Haeusler J. L. Teugels	1
+ PDF Chat	Tail Estimates Motivated by Extreme Value Theory	1984	Richard A. Davis Sidney I. Resnick	1
+ PDF Chat	Strong Approximations of the Quantile Process	1978	Miklós Csörgő Pál Révész	1
+	On the limiting behavior of the Pickands estimator for bivariate extreme-value distributions	1991	Paul Deheuvels	1
+	Simulation of certain multivariate generalized Pareto distributions	2007	René Michel	1
+ PDF Chat	Laws of Large Numbers for Sums of Extreme Values	1982	David M. Mason	1
+ PDF Chat	Kernel Estimates of the Tail Index of a Distribution	1985	Sándor Csörgő Paul Deheuvels David V. Mason	1
+ PDF Chat	A Moment Estimator for the Index of an Extreme-Value Distribution	1989	Arnold Dekkers J.H.J. Einmahl Laurens de Haan	1
+	Comparison of tail index estimators	1998	Laurens de Haan Liang Peng	1
+ PDF Chat	A Spectral Representation for Max-stable Processes	1984	Laurens de Haan	1
+ PDF Chat	Statistical Inference for Max-Stable Processes in Space and Time	2013	Richard A. Davis Claudia Klüppelberg Christina Steinkohl	1
+	An Introduction to Copulas	1999	Roger B. Nelsen	1
+	Almost sure convergence of the Hill estimator	1988	Paul Deheuvels Erich Haeusler David M. Mason	1
+ PDF Chat	A tutorial on spectral clustering	2007	Ulrike von Luxburg	1
+ PDF Chat	Asymptotic behavior of hill's estimator for autoregressive data	1997	Sidney I. Resnick Cătălin Stărică	1
+ PDF Chat	Asymptotic Theory for Principal Component Analysis	1963	T. W. Anderson	1
+	Nonparametric estimation of the spectral measure of an extreme value distribution	1998	Jhj John Einmahl de L Haan VI Piterbarg	1
+	Simultaneous tail index estimation	2004	Jan Beirlant Yuri Goegebeur	1
+	A Simple Asymptotic Estimate for the Index of a Stable Distribution	1980	Laurens de Haan Sidney I. Resnick	1
+	Copula Structure Analysis Based on Robust and Extreme Dependence Measures	2006	Claudia Klüppelberg Gabriel Kuhn	1
+	Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution	2009	J.H.J. Einmahl Johan Segers	1
+	Regularly varying multivariate time series	2008	Bojan Basrak Johan Segers	1
+ PDF Chat	On Tail Index Estimation Using Dependent Data	1991	Tailen Hsing	1
+	Tail Index Estimation, Pareto Quantile Plots Regression Diagnostics	1996	Jan Beirlant Petra Vynckier Jozef L. Teugels	1
+ PDF Chat	How to make a Hill plot	2000	Holger Drees Sidney I. Resnick Laurens de Haan	1