2 citations · 3 across the 3 of their papers we have counts for
5 papers
Distributional regression for seasonal data: an application to river flows
Samuel Perreault, Silvana M. Pesenti, Daniyal Shahzad
Risk assessment in casualty insurance, such as flood risk, traditionally relies on extreme-value methods that emphasizes rare events. These approaches are well-suited for character…
Clustered Archimax Copulas
Simon Chatelain, Samuel Perreault, Johanna G. Nešlehová +1
When modeling multivariate phenomena, properly capturing the joint extremal behavior is often one of the many concerns. Archimax copulas appear as successful candidates in case of…
Simultaneous computation of Kendall's tau and its jackknife variance
Samuel Perreault
We present efficient algorithms for simultaneously computing Kendall's tau and the jackknife estimator of its variance. For the classical pairwise tau, we describe a modification o…
Hypothesis tests for structured rank correlation matrices
Samuel Perreault, Johanna Neslehova, Thierry Duchesne
Joint modeling of a large number of variables often requires dimension reduction strategies that lead to structural assumptions of the underlying correlation matrix, such as equal…
Detection of Block-Exchangeable Structure in Large-Scale Correlation Matrices
Samuel Perreault, Thierry Duchesne, Johanna G. Nešlehová
Correlation matrices are omnipresent in multivariate data analysis. When the number d of variables is large, the sample estimates of correlation matrices are typically noisy and co…