Etienne Marceau

Publication Activity (10 Years)

Years Active: 2014-2024
Publications (10 Years): 5

Top Topics

Random Variables

Conditional Distribution

Top Venues

J. Multivar. Anal.

Comput. Stat. Data Anal.

J. Comput. Appl. Math.

FLAIRS Conference

Publications

Christopher Blier-Wong, Hélène Cossette, Sebastien Legros, Etienne Marceau
A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions. J. Multivar. Anal. 201 (2024)
Christopher Blier-Wong, Hélène Cossette, Etienne Marceau
Stochastic representation of FGM copulas using multivariate Bernoulli random variables. Comput. Stat. Data Anal. 173 (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)
Christopher Blier-Wong, Jean-Thomas Baillargeon, Hélène Cossette, Luc Lamontagne, Etienne Marceau
Encoding Neighbor Information into Geographical Embeddings Using Convolutional Neural Networks. FLAIRS Conference (2020)
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)
Hélène Cossette, Etienne Larrivée-Hardy, Etienne Marceau, Julien Trufin
A note on compound renewal risk models with dependence. J. Comput. Appl. Math. 285 (2015)
Hélène Cossette, Marie-Pier Côté, Mélina Mailhot, Etienne Marceau
A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks. J. Multivar. Anal. 130 (2014)