The Citing articles tool gives a list of articles citing the current article. The citing articles come from EDP Sciences database, as well as other publishers participating in CrossRef Cited-by Linking Program . You can set up your personal account to receive an email alert each time this article is cited by a new article (see the menu on the right-hand side of the abstract page).
Cited article:
Elena Di Bernardino , Thomas Laloë , Véronique Maume-Deschamps , Clémentine Prieur
ESAIM: PS, 17 (2013) 236-256
Published online: 2013-02-08
This article has been cited by the following article(s):
17 articles
Monge-Kantorovich superquantiles and expected shortfalls with applications to multivariate risk measurements
Bernard Bercu, Jérémie Bigot and Gauthier Thurin Electronic Journal of Statistics 18 (2) (2024) https://doi.org/10.1214/24-EJS2279
Depth level set estimation and associated risk measures
Sara Armaut, Roland Diel and Thomas Laloë Electronic Journal of Statistics 16 (2) (2022) https://doi.org/10.1214/22-EJS2095
Semi-parametric estimation of multivariate extreme expectiles
Nicholas Beck, Elena Di Bernardino and Mélina Mailhot Journal of Multivariate Analysis 184 104758 (2021) https://doi.org/10.1016/j.jmva.2021.104758
Exact asymptotic limit for kernel estimation of regression level sets
Hai Dang Dau, Thomas Laloë and Rémi Servien Statistics & Probability Letters 161 108721 (2020) https://doi.org/10.1016/j.spl.2020.108721
MULTIVARIATE GEOMETRIC TAIL- AND RANGE-VALUE-AT-RISK
Klaus Herrmann, Marius Hofert and Mélina Mailhot ASTIN Bulletin 50 (1) 265 (2020) https://doi.org/10.1017/asb.2019.31
On the estimation of extreme directional multivariate quantiles
Raúl Torres, Elena Di Bernardino, Henry Laniado and Rosa E. Lillo Communications in Statistics - Theory and Methods 49 (22) 5504 (2020) https://doi.org/10.1080/03610926.2019.1619770
Confidence Regions for Multivariate Quantiles
Maximilian Coblenz, Rainer Dyckerhoff and Oliver Grothe Water 10 (8) 996 (2018) https://doi.org/10.3390/w10080996
Nonparametric estimation of multivariate quantiles
M. Coblenz, R. Dyckerhoff and O. Grothe Environmetrics 29 (2) (2018) https://doi.org/10.1002/env.2488
Risk tomography
András Prékopa and Jinwook Lee European Journal of Operational Research 265 (1) 149 (2018) https://doi.org/10.1016/j.ejor.2017.07.055
Multivariate geometric expectiles
Klaus Herrmann, Marius Hofert and Mélina Mailhot Scandinavian Actuarial Journal 2018 (7) 629 (2018) https://doi.org/10.1080/03461238.2018.1426038
Estimation of the multivariate conditional tail expectation for extreme risk levels: Illustration on environmental data sets
Elena Di Bernardino and Clémentine Prieur Environmetrics 29 (7) (2018) https://doi.org/10.1002/env.2510
A consistent estimator to the orthant-based tail value-at-risk
Nicholas Beck and Mélina Mailhot ESAIM: Probability and Statistics 22 163 (2018) https://doi.org/10.1051/ps/2018015
Estimation of extreme quantiles conditioning on multivariate critical layers
E. Di Bernardino and F. Palacios‐Rodríguez Environmetrics 27 (3) 158 (2016) https://doi.org/10.1002/env.2385
Estimating covariate functions associated to multivariate risks: a level set approach
Elena Di Bernardino, Thomas Laloë and Rémi Servien Metrika 78 (5) 497 (2015) https://doi.org/10.1007/s00184-014-0498-4
Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and Iterated Function Systems
Juan Fernández Sánchez and Wolfgang Trutschnig Journal of Theoretical Probability 28 (4) 1311 (2015) https://doi.org/10.1007/s10959-014-0541-4
On multivariate extensions of Conditional-Tail-Expectation
Areski Cousin and Elena Di Bernardino Insurance: Mathematics and Economics 55 272 (2014) https://doi.org/10.1016/j.insmatheco.2014.01.013
Estimation of multivariate conditional-tail-expectation using Kendall's process
Elena Di Bernardino and Clémentine Prieur Journal of Nonparametric Statistics 26 (2) 241 (2014) https://doi.org/10.1080/10485252.2014.889137