55 citations · 168 across the 11 of their papers we have counts for
3 papers · 1 filter
Estimation of multivariate generalized gamma convolutions through Laguerre expansions
Oskar Laverny, Esterina Masiello, Véronique Maume-Deschamps +1
The generalized gamma convolutions class of distributions appeared in Thorin's work while looking for the infinite divisibility of the log-Normal and Pareto distributions. Although…
Dependence structure estimation using Copula Recursive Trees
Oskar Laverny, Esterina Masiello, Véronique Maume-Deschamps +1
We construct the COpula Recursive Tree (CORT) estimator: a flexible, consistent, piecewise linear estimator of a copula, leveraging the patchwork copula formalization and various p…
Properties and comparison of some Kriging sub-model aggregation methods
François Bachoc, Nicolas Durrande, Didier Rullière +1
Kriging is a widely employed technique, in particular for computer experiments, in machine learning or in geostatistics. An important challenge for Kriging is the computational bur…