6 citations · 8 across the 7 of their papers we have counts for
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stat.ME2026
Morillas-type transformations of copulas and stable tail dependence functions
Klaus Herrmann, Marius Hofert, Mélina Mailhot +1
A stochastic representation and sampling algorithm for Morillas-type copula-to-copula transformations and related distortions of multivariate distribution functions is derived, res…
stat.ME2025★ 1 cited
Probabilistic Crop Yields Forecasts With Spatio-Temporal Conditional Copula Using Extreme Weather Covariates
Marie Michaelides, Mélina Mailhot, Yongkun Li
We introduce a novel forecasting model for crop yields that explicitly accounts for spatio-temporal dependence and the influence of extreme weather and climatic events. Our approac…