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Classification of very high resolution SAR images of urban areas
In the framework of the assessment of environmental risks, we propose herein a new supervised Bayesian classification method. It combines statistical image modeling... -
Copula analysis of mixture models
International audience -
Maintaining tail dependence in data shuffling using t copula
International audience -
Dependence models in risk theory
Initially, it was supposed in risk theory that the random variables and other parameters of actuarial models were independent. Nowadays, this hypothesis is often... -
Decomposition of bivariate inequality indices by attributes
We provide, for the class of relative bidimensional inequality indices, a decomposition of inequality into two univariate Atkinson-Kolm-Sen indices and a third... -
La Prédication
Présentation : http://aune.lpl.univ-aix.fr/~fulltext/3528.pdf -
The joint distribution of stock returns is not elliptical
23 pages; 13 figures -
Modeling of Multipath Environment Using Copulas for Particle Filtering Based ...
International audience -
Unsupervised segmentation of non-stationary hidden Markov chains with copulas
International audience -
On Multivariate Extensions of Value-at-Risk
In this paper, we introduce two alternative extensions of the classical univariate Value-at-Risk (VaR) in a multivariate setting. The two proposed multivariate VaR are... -
An approach to constructing a homogeneous time series of soil moisture using ...
Overlapping soil moisture time series derived from two satellite microwave radiometers (the Soil Moisture and Ocean Salinity (SMOS) and the Advanced Microwave Scanning... -
Dependence structure and limiting results: some applications in finance and i...
This thesis focuses on risk dependencies, based on copula functions. Taking dependencies into account is now crucial in risk management, since amount can be huge... -
Unsupervised data classification using pairwise Markov chains with automatic ...
International audience -
Copulas and time series with long-ranged dependencies
International audience
