Christian Y. Robert

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All published works

Action	Title	Year	Authors
+ PDF Chat	Distill knowledge of additive tree models into generalized linear models: a new learning approach for non-smooth generalized additive models	2024	Arthur Maillart Christian Y. Robert
+	Conditional Mean Risk Sharing of Independent Discrete Losses in Large Pools	2024	Michel Denuit Christian Y. Robert
+	HOW LARGE IS THE JUMP DISCONTINUITY IN THE DIFFUSION COEFFICIENT OF A TIME-HOMOGENEOUS DIFFUSION?	2022	Christian Y. Robert
+	Fixed-domain asymptotic properties of maximum composite likelihood estimators for max-stable Brown-Resnick random fields	2022	Nicolas Chenavier Christian Y. Robert
+	Stochastic derivative estimation for max-stable random fields	2021	Erwan Koch Christian Y. Robert
+ PDF Chat	Efron’s asymptotic monotonicity property in the Gaussian stable domain of attraction	2021	Michel Denuit Christian Y. Robert
+ PDF Chat	Polynomial Series Expansions and Moment Approximations for Conditional Mean Risk Sharing of Insurance Losses	2021	Michel Denuit Christian Y. Robert
+	Conditional mean risk sharing in the individual model with graphical dependencies	2021	Michel Denuit Christian Y. Robert
+	Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs	2020	Ihsan Chaoubi Hélène Cossette Étienne Marceau Christian Y. Robert
+ PDF Chat	Power variations for a class of Brown-Resnick processes	2020	Christian Y. Robert
+	Infinitesimal perturbation analysis for risk measures based on the Smith max-stable random field	2018	Erwan Koch Christian Y. Robert
+ PDF Chat	Cluster size distributions of extreme values for the Poisson–Voronoi tessellation	2018	Nicolas Chenavier Christian Y. Robert
+ PDF Chat	Geometric ergodicity for some space–time max-stable Markov chains	2018	Erwan Koch Christian Y. Robert
+	Infill asymptotics for estimators of the integral of the extreme value index function of the Brown-Resnick processes	2018	Christian Y. Robert
+	Power variations for a class of Brown-Resnick processes	2018	Christian Y. Robert
+ PDF Chat	Tail Approximations for Sums of Dependent Regularly Varying Random Variables Under Archimedean Copula Models	2018	Hélène Cossette Étienne Marceau Quang Huy Nguyen Christian Y. Robert
+	A central limit theorem for functions of stationary max-stable random fields on $\mathbb{R}^d$	2018	Erwan Koch Clément Dombry Christian Y. Robert
+	Stochastic derivative estimation for max-stable random fields	2018	Erwan Koch Christian Y. Robert
+	Power variations for a class of Brown-Resnick processes	2018	Christian Y. Robert
+	Geometric ergodicity for some space-time max-stable Markov chains	2017	Erwan Koch Christian Y. Robert
+ PDF Chat	Space‒time max-stable models with spectral separability	2016	Paul Embrechts Erwan Koch Christian Y. Robert
+	Rare-event asymptotics for the number of exceedances of multiplicative factor models	2015	Christian Y. Robert
+	Determining hyperbolicity of compact orientable 3-manifolds with torus boundary	2014	Haraway Christian Y. Robert
+	Joint asymptotic distributions of smallest and largest insurance claims	2014	Hansjörg Albrecher Christian Y. Robert J. L. Teugels
+	New efficient estimators in rare event simulation with heavy tails	2013	Quang H. Nguyen Christian Y. Robert
+	Automatic declustering of rare events	2013	Christian Y. Robert
+	Estimating the efficient price from the order flow: A Brownian Cox process approach	2013	Sylvain Delattre Christian Y. Robert Mathieu Rosenbaum
+	Some new classes of stationary max-stable random fields	2013	Christian Y. Robert
+	Estimating the efficient price from the order flow: a Brownian Cox process approach	2013	Sylvain Delattre Christian Y. Robert Mathieu Rosenbaum
+	Rejoinder on: Subsampling weakly dependent time series and application to extremes	2011	Paul Doukhan Silika Prohl Christian Y. Robert
+	Subsampling weakly dependent time series and application to extremes	2011	Paul Doukhan Silika Prohl Christian Y. Robert
+	The Model with Uncertainty Zones for Ultra High Frequency Prices and Durations: Applications to Statistical Estimation and Mathematical Finance	2011	Christian Y. Robert Mathieu Rosenbaum
+	Subsampling weakly dependent times series and application to extremes	2010	Paul Doukhan Silika Prohl Christian Y. Robert
+	On the limiting spectral distribution of the covariance matrices of time-lagged processes	2010	Christian Y. Robert Mathieu Rosenbaum
+ PDF Chat	Introducing Monte Carlo Methods with R Solutions to Odd-Numbered Exercises	2010	Christian Y. Robert George Casella
+ PDF Chat	Testing the type of a semi-martingale: Itō against multifractal	2010	Laurent Duvernet Christian Y. Robert Mathieu Rosenbaum
+	Subsampling weakly dependent times series and application to extremes	2010	Paul Doukhan Silika Prohl Christian Y. Robert
+	On asymptotic distribution of maxima of stationary sequences subject to random failure or censoring	2009	Christian Y. Robert
+	Asymptotic distributions for the intervals estimators of the extremal index and the cluster-size probabilities	2009	Christian Y. Robert
+ PDF Chat	Inference for the limiting cluster size distribution of extreme values	2009	Christian Y. Robert
+ PDF Chat	A sliding blocks estimator for the extremal index	2009	Christian Y. Robert Johan Segers Christopher A. T. Ferro
+	Distributions asymptotiques des estimateurs par intervalles de l'indice extrêmal et des probabilités de cluster	2009	Christian Y. Robert
+ PDF Chat	Estimating the multivariate extremal index function	2008	Christian Y. Robert
+	A Sliding Blocks Estimator for the Extremal Index	2008	Christian Y. Robert Johan Segers Christopher A. T. Ferro
+	Tails of random sums of a heavy-tailed number of light-tailed terms	2007	Christian Y. Robert Johan Segers
+ PDF Chat	Stochastic stability of some state-dependent growth-collapse processes	2007	Christian Y. Robert
+	Tails of random sums of a heavy-tailed number of light-tailed terms	2007	Christian Y. Robert Johan Segers
+ PDF Chat	Stochastic stability of some state-dependent growth-collapse processes	2007	Christian Y. Robert
+	Tails of random sums of a heavy-tailed number of light-tailed terms	2007	Christian Y. Robert Johan Segers
+	STOCHASTIC UNIT ROOT MODELS	2006	Christian Gouriéroux Christian Y. Robert

Common Coauthors

Coauthor	Papers Together
Erwan Koch	6
Johan Segers	5
Silika Prohl	4
Mathieu Rosenbaum	4
Paul Doukhan	4
Michel Denuit	2
Michel Denuit	2
Nicolas Chenavier	2
Sylvain Delattre	2
Étienne Marceau	2
Christopher A. T. Ferro	2
Hélène Cossette	2
Hansjörg Albrecher	1
Erwan Koch	1
Clément Dombry	1
Mathieu Rosenbaum	1
Paul Embrechts	1
Haraway	1
George Casella	1
Arthur Maillart	1
Quang H. Nguyen	1
Laurent Duvernet	1
Ihsan Chaoubi	1
Christian Gouriéroux	1
Quang Huy Nguyen	1
J. L. Teugels	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	On the exceedance point process for a stationary sequence	1988	Tailen Hsing J. Hüsler M. R. Leadbetter	8
+	Extremes and Related Properties of Random Sequences and Processes	1983	M. R. Leadbetter Georg Lindgren Holger Rootzén	8
+ PDF Chat	Estimating the Extremal Index	1994	Richard L. Smith Ishay Weissman	7
+ PDF Chat	Extreme Values for Stationary and Markov Sequences	1987	G. L. O’Brien	6
+ PDF Chat	Inference for the limiting cluster size distribution of extreme values	2009	Christian Y. Robert	6
+ PDF Chat	Extremal Behaviour of Stationary Markov Chains with Applications	1994	Roland Perfekt	6
+	Extreme values of independent stochastic processes	1977	B. M. Brown Sidney I. Resnick	5
+	Statistical Methods for Clusters of Extreme Values	2003	Christopher A. T. Ferro	5
+	Extremal behaviour of solutions to a stochastic difference equation with applications to arch processes	1989	Laurens de Haan Sidney I. Resnick Holger Rootzén Casper G. de Vries	5
+	Estimating the parameters of rare events	1991	Tailen Hsing	5
+ PDF Chat	Extremal Index Estimation for a Weakly Dependent Stationary Sequence	1993	Tailen Hsing	5
+ PDF Chat	On blocks and runs estimators of the extremal index	1998	Ishay Weissman S. Y. Novak	5
+ PDF Chat	A Spectral Representation for Max-stable Processes	1984	Laurens de Haan	5
+ PDF Chat	Stationary max-stable fields associated to negative definite functions	2009	Zakhar Kabluchko Martin Schlather Laurens de Haan	4
+ PDF Chat	Convergence of Probability Measures	1999	Patrick Billingsley	4
+ PDF Chat	Basic Properties of Strong Mixing Conditions. A Survey and Some Open Questions	2005	Richard C. Bradley	4
+ PDF Chat	Likelihood-Based Inference for Max-Stable Processes	2010	Simone A. Padoan Mathieu Ribatet Scott A. Sisson	3
+ PDF Chat	Rates of convergence to the local time of a diffusion	1998	Jean Jacod	3
+ PDF Chat	Convergence Criteria for Multiparameter Stochastic Processes and Some Applications	1971	Peter J. Bickel Michael J. Wichura	3
+ PDF Chat	A Note on Empirical Processes of Strong-Mixing Sequences	1973	Chandrakant M. Deo	3
+ PDF Chat	Subexponentiality of the product of independent random variables	1994	Daren B. H. Cline Gennady Samorodnitsky	3
+	Multilevel clustering of extremes	2002	Sergei Yur'evich Novak	3
+	ON THE CHOICE OF m IN THE m OUT OF n BOOTSTRAP AND CONFIDENCE BOUNDS FOR EXTREMA	2008	Peter J. Bickel Anat Sakov	3
+ PDF Chat	Likelihood estimation of the extremal index	2007	M. Süveges	3
+	Weakly dependent chains with infinite memory	2008	Paul Doukhan Olivier Wintenberger	3
+	Sampling at subexponential times, with queueing applications	1999	Søren Asmussen Claudia Klüppelberg Karl Sigman	2
+	Non-strong mixing autoregressive processes	1984	Donald W. K. Andrews	2
+	Sampling Archimedean copulas	2008	Marius Hofert	2
+ PDF Chat	Max-infinitely divisible and max-stable sample continuous processes	1990	Evarist Giné Marjorie G. Hahn Pirooz Vatan	2
+ PDF Chat	Extremal Theory for Stochastic Processes	1988	M. R. Leadbetter Holger Rootzén	2
+	Simulating heavy tailed processes using delayed hazard rate twisting	2002	Sandeep Juneja Perwez Shahabuddin	2
+ PDF Chat	Weighted approximations of tail processes for $\beta$-mixing random variables	2000	Holger Drees	2
+ PDF Chat	A sliding blocks estimator for the extremal index	2009	Christian Y. Robert Johan Segers Christopher A. T. Ferro	2
+	Power Laws in Solar Flares: Self-Organized Criticality or Turbulence?	1999	G. Boffetta V. Carbone P. Giuliani P. Veltri Angelo Vulpiani	2
+	Statistical Modeling of Spatial Extremes	2012	A. C. Davison Simone A. Padoan Mathieu Ribatet	2
+ PDF Chat	A Limit Theorem for the Maximum of Autoregressive Processes with Uniform Marginal Distributions	1981	Michael R. Chernick	2
+	On the multivariate extremal index	1994	S. Nandagopalan	2
+	Families of Multivariate Distributions	1988	Albert W. Marshall Ingram Olkin	2
+ PDF Chat	Large deviations and law of the iterated logarithm for partial sums normalized by the largest absolute observation	1996	Lajos Horváth Qi-Man Shao	2
+	Weak Convergence and Empirical Processes	1996	Aad van der Vaart Jon A. Wellner	2
+ PDF Chat	Memory in self-organized criticality	2005	Eugenio Lippiello L. de Arcangelis C. Godano	2
+ PDF Chat	Weak convergence for weighted empirical processes of dependent sequences	1996	Qi-Man Shao Hao Yu	2
+ PDF Chat	Compound Sums and Subexponentiality	1999	Hanspeter Schmidli	2
+ PDF Chat	A simple integer-valued bilinear time series model	2006	Paul Doukhan A. Latour Driss Oraichi	2
+ PDF Chat	Long-Term Clustering, Scaling, and Universality in the Temporal Occurrence of Earthquakes	2004	√Ålvaro Corral	2
+ PDF Chat	A new covariance inequality and applications	2003	Jérôme Dedecker Paul Doukhan	2
+ PDF Chat	Power-Law Time Distribution of Large Earthquakes	2003	Mirko S. Mega Paolo Allegrini Paolo Grigolini Vito Latora Luigi Palatella Andrea Rapisarda Sergio Vinciguerra	2
+ PDF Chat	Basic properties and prediction of max-ARMA processes	1989	Richard A. Davis Sidney I. Resnick	2
+	Integer‐Valued GARCH Process	2006	René Ferland Alain Latour Driss Oraichi	2
+ PDF Chat	Anisotropic Brown-Resnick space-time processes: estimation and model assessment	2016	Sven Buhl Claudia Klüppelberg	2