6 citations · 7 across the 5 of their papers we have counts for
5 papers
Zero-couplings of infinite measures with cyclically monotone support and multivariate regular variation
Alexandre Reber, Anne Sabourin, Johan Segers +1
We study cyclically monotone transport plans between measures in , the class of Borel measures on that are finite on sets…
Consistency of M-estimators for non-identically distributed data: the case of fixed-design distributional regression
Axel Bücher, Johan Segers, Torben Staud
This paper explores strong and weak consistency of M-estimators for non-identically distributed data, extending prior work. Emphasis is given to scenarios where data is viewed as a…
Multivariate extreme value theory
Philippe Naveau, Johan Segers
When passing from the univariate to the multivariate setting, modelling extremes becomes much more intricate. In this introductory exposition, classical multivariate extreme value…
Sliced-Wasserstein Estimation with Spherical Harmonics as Control Variates
Rémi Leluc, Aymeric Dieuleveut, François Portier +2
The Sliced-Wasserstein (SW) distance between probability measures is defined as the average of the Wasserstein distances resulting for the associated one-dimensional projections. A…
Multivariate Nonparametric Estimation of the Pickands Dependence Function using Bernstein Polynomials
G. Marcon, S. A. Padoan, P. Naveau +2
Many applications in risk analysis, especially in environmental sciences, require the estimation of the dependence among multivariate maxima. A way to do this is by inferring the P…