30 citations · 76 across the 19 of their papers we have counts for
5 papers · 1 filter
Sloshing in the LNG shipping industry: risk modelling through multivariate heavy-tail analysis
Antoine Dematteo, Stéphan CLEMENCON, Nicolas Vayatis +1
In the liquefied natural gas (LNG) shipping industry, the phenomenon of sloshing can lead to the occurrence of very high pressures in the tanks of the vessel. The issue of modellin…
Grouping Strategies and Thresholding for High Dimensional Linear Models
Mathilde Mougeot, Dominique Picard, Karine Tribouley
The estimation problem in a high regression model with structured sparsity is investigated. An algorithm using a two steps block thresholding procedure called GR-LOL is provided. C…
A new selection method for high-dimensionial instrumental setting: application to the Growth Rate convergence hypothesis
Mathilde Mougeot, Dominique Picard, Karine Tribouley
This paper investigates the problem of selecting variables in regression-type models for an "instrumental" setting. Our study is motivated by empirically verifying the conditional…
Learning Out of Leaders
Mathilde Mougeot, Dominique Picard, Karine Tribouley
This paper investigates the estimation problem in a regression-type model. To be able to deal with potential high dimensions, we provide a procedure called LOL, for Learning Out of…
Functional approach for excess mass estimation in the density model
Cristina Butucea, Mathilde Mougeot, Karine Tribouley
We consider a multivariate density model where we estimate the excess mass of the unknown probability density at a given level from i.i.d. observed random variables.…