385 citations · 530 across the 32 of their papers we have counts for
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math.ST2019★ 36 cited
Sub-Weibull distributions: generalizing sub-Gaussian and sub-Exponential properties to heavier-tailed distributions
Mariia Vladimirova, Stephane Girard, Hien Nguyen +1
We propose the notion of sub-Weibull distributions, which are characterised by tails lighter than (or equally light as) the right tail of a Weibull distribution. This novel class g…
math.ST2019
Dependence properties and Bayesian inference for asymmetric multivariate copulas
Julyan Arbel, Marta Crispino, Stéphane Girard
We study a broad class of asymmetric copulas introduced by Liebscher (2008) as a combination of multiple - usually symmetric - copulas. The main thrust of the paper is to provide n…