3 citations · 3 across the 8 of their papers we have counts for
5 papers · 1 filter
Tree Pólya Splitting distributions for multivariate count data
Samuel Valiquette, Jean Peyhardi, Éric Marchand +2
In this article, we develop a new class of multivariate distributions adapted for count data, called Tree Pólya Splitting. This class results from the combination of a univariate d…
Asymptotic tail properties of Poisson mixture distributions
Samuel Valiquette, Gwladys Toulemonde, Jean Peyhardi +2
Count data are omnipresent in many applied fields, often with overdispersion. With mixtures of Poisson distributions representing an elegant and appealing modelling strategy, we fo…
High-dimensional variable clustering based on maxima of a weakly dependent random process
Alexis Boulin, Elena Di Bernardino, Thomas Laloë +1
We propose a new class of models for variable clustering called Asymptotic Independent block (AI-block) models, which defines population-level clusters based on the independence of…
Choice of mixture Poisson models based on Extreme value theory
Samuel Valiquette, Frédéric Mortier, Jean Peyhardi +1
Count data are omnipresent in many applied fields, often with overdispersion due to an excess of zeroes or extreme values. With mixtures of Poisson distributions representing an el…
Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework
Alexis Boulin, Elena Di Bernardino, Thomas Laloë +1
The modeling of dependence between maxima is an important subject in several applications in risk analysis. To this aim, the extreme value copula function, characterised via the ma…