2 papers
stat.AP2025
Seasonal bias-correction of daily precipitation over France using a stitch model designed for robust extremes representation
Ear Philippe, Di Bernardino Elena, Laloë Thomas +2
Highly resoluted and accurate daily precipitation data are required for impact models to perform adequately and to correctly measure high-risk events' impact. In order to produce s…
math.ST2021
Estimation of the covariate conditional tail expectation : a depth-based level set approach
Armaut Elisabeth, Diel Roland, Laloë Thomas
The aim of this paper is to study the asymptotic behavior of a particular multivariate risk measure, the Covariate-Conditional-Tail-Expectation (CCTE), based on a multivariate stat…