2 papers
math.ST2021
Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework
Alexis Boulin, Elena Di Bernardino, Thomas Laloë +1
The modeling of dependence between maxima is an important subject in several applications in risk analysis. To this aim, the extreme value copula function, characterised via the ma…
math.ST2012
Estimating level sets of a distribution function using a plug-in method: a multidimensional extension
Elena Di Bernadino, Thomas Laloë
This paper deals with the problem of estimating the level sets , with , of an unknown distribution function on \mathbb{R}^d_+$. A plug-in a…