Dombry, Clément
- Maximum likelihood estimators based on the block maxima method
2017/05/01 by Dombry, Clément, Ferreira, Ana · 4 citations
#62G20 #62G30 #62G32 #FOS: Mathematics #Statistics Theory (math.ST)
- Gradient boosting for extreme quantile regression
2021/03/01 by Velthoen, Jasper, Dombry, Clément, Cai, Juan-Juan +1 · 3 citations
#FOS: Computer and information sciences #Methodology (stat.ME)
- The coupling method in extreme value theory
2019/12/06 by Benjamin Bobbia, Clément Dombry, Bobbia, Benjamin +3 · 2 citations
Economics, Econometrics and Finance · #Credit Risk and Financial Regulations #FOS: Mathematics #Financial Risk and Volatility Modeling #Market Dynamics and Volatility #Monetary Policy and Economic Impact #Statistics Theory (math.ST)
- Hidden regular variation for point processes and the single/multiple large point heuristic
2021/02/12 by Dombry, Clément, Tillier, Charles, Wintenberger, Olivier · 2 citations
#FOS: Mathematics #Probability (math.PR)
- Exact simulation of max-stable processes
2015/06/14 by Clément Dombry, Sebastian Engelke, Dombry, Clément +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · #FOS: Computer and information sciences #FOS: Mathematics #Financial Risk and Volatility Modeling #Methodology (stat.ME) #Statistics Theory (math.ST) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
- Ergodic decompositions of stationary max-stable processes in terms of\n their spectral functions
2016/01/05 by Clément Dombry, Dombry, Clément, Zakhar Kabluchko +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #37A10 #37A25 (Secondary) #60G10 #60G52 #60G55 #60G60 #60G70 (Primary) #Dynamical Systems (math.DS) #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Mathematical Dynamics and Fractals #Probability (math.PR) #Stochastic processes and financial applications
- Conditional simulation of max-stable processes
2012/08/27 by Dombry, Clément, Éyi-Minko, Frédéric, Mathieu Ribatet +2 · 1 citation
Biochemistry, Genetics and Molecular Biology · Decision Sciences · Earth and Planetary Sciences · Economics, Econometrics and Finance · Environmental Science · Mathematics · #Applications (stat.AP) #Ecosystem dynamics and resilience #FOS: Computer and information sciences #Financial Risk and Volatility Modeling #Gene Regulatory Network Analysis #Meteorological Phenomena and Simulations #Methodology (stat.ME) #Probabilistic and Robust Engineering Design #Stochastic processes and statistical mechanics
- Full likelihood inference for max-stable data
2017/03/25 by Huser, Raphaël, Dombry, Clément, Ribatet, Mathieu +1 · 1 citation
#FOS: Computer and information sciences #Methodology (stat.ME)
- Distributional Regression U-Nets for the Postprocessing of Precipitation Ensemble Forecasts
2024/07/02 by Pic, Romain, Dombry, Clément, Naveau, Philippe +1 · 1 citation
#Applications (stat.AP) #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML)