Estimating a bivariate tail: A copula based approach. - Elena Di Bernardino; Véronique Maume-Deschamps; Clémentine Prieur (J. Multivar. Anal., 2013)

On multivariate extensions of Value-at-Risk. - Areski Cousin; Elena Di Bernardino (J. Multivar. Anal., 2013)

On tail dependence coefficients of transformed multivariate Archimedean copulas. - Elena Di Bernardino; Didier Rullière (Fuzzy Sets Syst., 2016)

Hidden Markov models for advanced persistent threats. - Guillaume Brogi; Elena Di Bernardino (Int. J. Secur. Networks, 2019)

Semi-parametric estimation of multivariate extreme expectiles. - Nicholas Beck; Elena Di Bernardino; Mélina Mailhot (J. Multivar. Anal., 2021)

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)

Estimation of extreme multivariate expectiles with functional covariates. - Elena Di Bernardino; Thomas Laloë; Cambyse Pakzad (J. Multivar. Anal., 2024)