18 citations · 93 across the 40 of their papers we have counts for
5 papers · 1 filter
Asymptotic properties of the maximum likelihood estimator for multivariate extreme value distributions
Clement Dombry, Sebastian Engelke, Marco Oesting
Max-stable distributions and processes are important models for extreme events and the assessment of tail risks. The full, multivariate likelihood of a parametric max-stable distri…
High order expansions for renewal functions and applications to ruin theory
Clément Dombry, Landy Rabehasaina
A high order expansion of the renewal function is provided under the assumption that the inter-renewal time distribution is light tailed with finite moment generating function g on…
Bayesian inference for multivariate extreme value distributions
Clement Dombry, Sebastian Engelke, Marco Oesting
Statistical modeling of multivariate and spatial extreme events has attracted broad attention in various areas of science. Max-stable distributions and processes are the natural cl…
A Semi-Definite Programming approach to low dimensional embedding for unsupervised clustering
Stéphane Chrétien, Clément Dombry, Adrien Faivre
This paper proposes a variant of the method of Guédon and Verhynin for estimating the cluster matrix in the Mixture of Gaussians framework via Semi-Definite Programming. A clusteri…
Ergodic decompositions of stationary max-stable processes in terms of their spectral functions
Clément Dombry, Zakhar Kabluchko
We revisit conservative/dissipative and positive/null decompositions of stationary max-stable processes. Originally, both decompositions were defined in an abstract way based on th…