Elena Di Bernardino

According to our database, Elena Di Bernardino authored at least 7 papers between 2013 and 2024.

Collaborative distances:

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

2024

Estimation of extreme multivariate expectiles with functional covariates.

Elena Di Bernardino, Thomas Laloë, Cambyse Pakzad

J. Multivar. Anal., 2024

2022

Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework.

Alexis Boulin, Elena Di Bernardino, Thomas Laloë, Gwladys Toulemonde

J. Multivar. Anal., 2022

2021

Semi-parametric estimation of multivariate extreme expectiles.

Nicholas Beck, Elena Di Bernardino, Mélina Mailhot

J. Multivar. Anal., 2021

2019

Hidden Markov models for advanced persistent threats.

Guillaume Brogi, Elena Di Bernardino

Int. J. Secur. Networks, 2019

2016

On tail dependence coefficients of transformed multivariate Archimedean copulas.

Elena Di Bernardino, Didier Rullière

Fuzzy Sets Syst., 2016

2013

On multivariate extensions of Value-at-Risk.

Areski Cousin, Elena Di Bernardino

J. Multivar. Anal., 2013

Estimating a bivariate tail: A copula based approach.

Elena Di Bernardino, Véronique Maume-Deschamps, Clémentine Prieur

J. Multivar. Anal., 2013