On the limiting spectral distribution of the covariance matrices of time-lagged processes. - Christian Y. Robert; Mathieu Rosenbaum (J. Multivar. Anal., 2010)

On the Microstructural Hedging Error. - Christian Y. Robert; Mathieu Rosenbaum (SIAM J. Financial Math., 2010)

On the De Vylder and Goovaerts Conjecture About Ruin for Equalized Claims. - Christian Y. Robert (J. Appl. Probab., 2014)

New efficient estimators in rare event simulation with heavy tails. - Quang Huy Nguyen; Christian Y. Robert (J. Comput. Appl. Math., 2014)

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)

Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs. - Ihsan Chaoubi; Hélène Cossette; Etienne Marceau; Christian Y. Robert (Comput. Stat. Data Anal., 2021)

Efron's asymptotic monotonicity property in the Gaussian stable domain of attraction. - Michel Denuit; Christian Y. Robert (J. Multivar. Anal., 2021)

Stochastic derivative estimation for max-stable random fields. - Erwan Koch; Christian Y. Robert (Eur. J. Oper. Res., 2022)

Efficient conditional Monte Carlo simulations for the exponential integrals of Gaussian random fields. - Quang Huy Nguyen; Christian Y. Robert (J. Appl. Probab., 2022)