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Article de périodique (Journal article)
2018
Haemers, Jelle
Martyn, Georges
Document de travail (Working Paper)
Maesschalck, Marc
Segers, Johan
Author
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Chiapino, Maël
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1
Davis, Richard
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Drees, Holger
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Guillote, Simon
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Kiriliouk, Anna
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Perron, François
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Portier, François
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Sabourin, Anne
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Tafakori, Laleh
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Warchol, Michal
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de Valk, Cees Fouad
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2018
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Document de travail (Working Paper)
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WorkingPaper
Stability and tail limits of transport-based quantile contours
de Valk, Cees Fouad
[UCL]
Segers, Johan
[UCL]
(2018)
WorkingPaper
An estimator of the stable tail dependence function based on the empirical beta copula
Kiriliouk, Anna
[UCL]
Segers, Johan
[UCL]
Tafakori, Laleh
(2018)
WorkingPaper
Bayesian Inference For Bivariate Ranks
Guillote, Simon
Perron, François
Segers, Johan
[UCL]
(2018)
WorkingPaper
Identifying groups of variables with the potential of being large simultaneously
Chiapino, Maël
Sabourin, Anne
Segers, Johan
[UCL]
(2018)
WorkingPaper
Monte Carlo integration with a growing number of control variates
Portier, François
Segers, Johan
[UCL]
(2018)
WorkingPaper
Inference on the tail process with application to financial time series modelling
Davis, Richard
Drees, Holger
Segers, Johan
[UCL]
Warchol, Michal
[UCL]
(2018)