Christian Y. Robert

According to our database, Christian Y. Robert authored at least 9 papers between 2010 and 2022.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2022

Efficient conditional Monte Carlo simulations for the exponential integrals of Gaussian random fields.

Quang Huy Nguyen, Christian Y. Robert

J. Appl. Probab., 2022

Stochastic derivative estimation for max-stable random fields.

Erwan Koch, Christian Y. Robert

Eur. J. Oper. Res., 2022

2021

Efron's asymptotic monotonicity property in the Gaussian stable domain of attraction.

Michel Denuit, Christian Y. Robert

J. Multivar. Anal., 2021

Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs.

Ihsan Chaoubi, Hélène Cossette, Etienne Marceau, Christian Y. Robert

Comput. Stat. Data Anal., 2021

2019

Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions.

Hélène Cossette, Simon-Pierre Gadoury, Etienne Marceau, Christian Y. Robert

J. Multivar. Anal., 2019

2014

New efficient estimators in rare event simulation with heavy tails.

Quang Huy Nguyen, Christian Y. Robert

J. Comput. Appl. Math., 2014

On the De Vylder and Goovaerts Conjecture About Ruin for Equalized Claims.

Christian Y. Robert

J. Appl. Probab., 2014

2010

On the Microstructural Hedging Error.

Christian Y. Robert, Mathieu Rosenbaum

SIAM J. Financial Math., 2010

On the limiting spectral distribution of the covariance matrices of time-lagged processes.

Christian Y. Robert, Mathieu Rosenbaum

J. Multivar. Anal., 2010