Risk Measures and Multivariate Extensions of Breiman's Theorem. - Anne-Laure Fougères; Cécile Mercadier (J. Appl. Probab., 2012)

Dense classes of multivariate extreme value distributions. - Anne-Laure Fougères; Cécile Mercadier; John P. Nolan (J. Multivar. Anal., 2013)

Adapting extreme value statistics to financial time series: dealing with bias and serial dependence. - Laurens de Haan; Cécile Mercadier; Chen Zhou (Finance Stochastics, 2016)

A standardized distance-based index to assess the quality of space-filling designs. - François Wahl; Cécile Mercadier; Céline Helbert (Stat. Comput., 2017)