Christian Y. Robert

Publication Activity (10 Years)

Years Active: 2010-2022
Publications (10 Years): 5

Top Topics

Random Field Models

Top Venues

J. Appl. Probab.

J. Multivar. Anal.

J. Comput. Appl. Math.

Comput. Stat. Data Anal.

Publications

Quang Huy Nguyen, Christian Y. Robert
Efficient conditional Monte Carlo simulations for the exponential integrals of Gaussian random fields. J. Appl. Probab. 59 (2) (2022)
Erwan Koch, Christian Y. Robert
Stochastic derivative estimation for max-stable random fields. Eur. J. Oper. Res. 302 (2) (2022)
Ihsan Chaoubi, Hélène Cossette, Etienne Marceau, Christian Y. Robert
Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs. Comput. Stat. Data Anal. 154 (2021)
Michel Denuit, Christian Y. Robert
Efron's asymptotic monotonicity property in the Gaussian stable domain of attraction. J. Multivar. Anal. 186 (2021)
Hélène Cossette, Simon-Pierre Gadoury, Etienne Marceau, Christian Y. Robert
Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions. J. Multivar. Anal. 172 (2019)
Quang Huy Nguyen, Christian Y. Robert
New efficient estimators in rare event simulation with heavy tails. J. Comput. Appl. Math. 261 (2014)
Christian Y. Robert
On the De Vylder and Goovaerts Conjecture About Ruin for Equalized Claims. J. Appl. Probab. 51 (3) (2014)
Christian Y. Robert, Mathieu Rosenbaum
On the limiting spectral distribution of the covariance matrices of time-lagged processes. J. Multivar. Anal. 101 (10) (2010)
Christian Y. Robert, Mathieu Rosenbaum
On the Microstructural Hedging Error. SIAM J. Financial Math. 1 (1) (2010)