13 citations · 24 across the 18 of their papers we have counts for
6 papers · 1 filter
Conway--Maxwell multivariate Bernoulli distribution
Hélène Cossette, Etienne Marceau, Alessandro Mutti +1
We investigate the Conway--Maxwell multivariate Bernoulli distributions, a family of multivariate Bernoulli distributions derived from the Conway--Maxwell-binomial distribution. We…
Tree-structured Ising models under mean parameterization
Benjamin Côté, Hélène Cossette, Etienne Marceau
In the risk modeling literature, the Ising model has emerged as a valuable framework for dependent Bernoulli random variables, as its underlying graphical structure captures comple…
Centrality and shape-related comparisons in a tree-structured Markov random field
Benjamin Côté, Hélène Cossette, Etienne Marceau
Understanding the effects of the choice of the tree on the joint distribution of a tree-structured Markov random field (MRF) is crucial for fully exploiting the intelligibility of…
A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions
Christopher Blier-Wong, Hélène Cossette, Sébastien Legros +1
We propose an approach to construct a new family of generalized Farlie-Gumbel-Morgenstern (GFGM) copulas that naturally scales to high dimensions. A GFGM copula can model moderate…
Exchangeable FGM copulas
Christopher Blier-Wong, Hélène Cossette, Etienne Marceau
Copulas are a powerful tool to model dependence between the components of a random vector. One well-known class of copulas when working in two dimensions is the Farlie-GumbelMorgen…
Adjustment coefficient for risk processes in some dependent contexts
H. Cossette, E. Marceau, V. Maume-Deschamps
Following an article by Muller and Pflug, we study the adjustment coefficient of ruin theory in a context of temporal dependency. We provide a consistent estimator of this coeffici…