Olivier Faugeras

Olivier Faugeras, and Gilles Pages, “Risk quantization by magnitude and propensity”, Insurance: Mathematics and Economics, vol. 116, May 2024, pp. 134–147.

Olivier Faugeras, and Esmaeil Shirazi, “A new wavelet-based estimation of conditional density via block threshold method”, Communications in Statistics - Theory and Methods, 2024, forthcoming.

Olivier Faugeras, and Ludger Rüschendorf, “Functional, randomized and smoothed multivariate quantile regions”, Journal of Multivariate Analysis, vol. 186, n. 104802, November 2021.

Olivier Faugeras, and Ludger Rüschendorf, “Risk excess measures induced by hemi-metrics”, Probability, Uncertainty and Quantitative Risk, vol. 3, n. 1, 2018, pp. 1–35.

Olivier Faugeras, “Inference for copula modeling of discrete data: a cautionary tale and some facts”, Dependence Modeling, vol. 5, n. 1, January 2017, pp. 121–132.

Olivier Faugeras, and Ludger Rüschendorf, “Markov morphisms : a combined copula and mass transportation approach to multivariate quantiles”, Mathematica Applicanda, vol. 48, n. 1, 2017.

Olivier Faugeras, “Maximal coupling of empirical copulas for discrete vectors”, Journal of Multivariate Analysis, vol. 137, May 2015, pp. 179–186.

Olivier Faugeras, “Sklar's theorem derived using probabilistic continuation and two consistency results”, Journal of Multivariate Analysis, vol. 122, August 2013, pp. 271–277.

Olivier Faugeras, “Prediction via the Quantile-Copula Conditional Density Estimator”, Communications in Statistics - Theory and Methods, vol. 41, n. 1, 2012, pp. 16–33.