Nombre de documents

29

CV de Mathieu Ribatet


Article dans une revue20 documents

  • Clément Dombry, Mathieu Ribatet. Functional regular variations, Pareto processes and peaks over threshold. statistics and its interface, 2014, pp.xx-xx. <hal-01076348>
  • Mathieu Ribatet. Spatial extremes: Max-stable processes at work. Journal de la Société Française de Statistiques, SFdS, 2013, 154 (2), pp.156-177. <hal-00863830>
  • Mathieu Ribatet, Mohammed Sedki. Extreme value copulas and max-stable processes. Journal de la Société Française de Statistiques, SFdS, 2013, 154 (1), pp.138-150. <hal-00863828>
  • Eric Gilleland, Mathieu Ribatet, Alec Stephenson. A comparative software review for extreme value analysis. Extremes, Springer Verlag (Germany), 2013, pp.103-119. <hal-00790096>
  • Harald Rieder, Linda Frossard, Mathieu Ribatet, J. Staehelin, J. Maeder, et al.. On the relationship between total ozone and atmospheric dynamics and chemistry at mid-latitudes - Part 2: The effects of the El Nino/Southern Oscillation, volcanic eruptions and contributions of atmospheric dynamics and chemistry to long-term total ozone changes. Atmospheric Chemistry and Physics, European Geosciences Union, 2013, pp.165-179. <hal-00790108>
  • Linda Frossard, Harald Rieder, Mathieu Ribatet, Johannes Staehelin, J. Maeder, et al.. On the relationship between total ozone and atmospheric dynamics and chemistry at mid-latitudes - Part 1: Statistical models and spatial fingerprints of atmospheric dynamics and chemistry. Atmospheric Chemistry and Physics, European Geosciences Union, 2013, pp.147-164. <hal-00790104>
  • Anthony Davison, Simone Padoan, Mathieu Ribatet. Statistical modelling of spatial extremes. Statistical Science, Institute of Mathematical Statistics (IMS), 2012, pp.161-186. <hal-00790091>
  • Mathieu Ribatet, Dan Cooley, Anthony Davison. Bayesian inference from composite likelihoods, with an application to spatial extremes. Statistica Sinica, Taipei : Institute of Statistical Science, Academia Sinica, 2012, pp.813-845. <hal-00790093>
  • Linda Frossard, Harald Rieder, Mathieu Ribatet, J. Staehelin, J. Maeder, et al.. On the relationship between mean and extreme values in total ozone and atmospheric dynamics and chemistry at mid-latitudes: Part 1 - Statistical Models and spatial fingerprints of atmospheric dynamics and chemistry. Atmospheric Chemistry and Physics Discussions, European Geosciences Union, 2012, pp.13161-13199. <hal-00790111>
  • Harald Rieder, Linda Frossard, Mathieu Ribatet, J. Staehelin, J. Maeder, et al.. On the relationship between mean and extreme values in total ozone and atmospheric dynamics and chemistry at mid-latitudes: Part 2 - A special focus on the effects of the El Niño Southern Oscillation and volcanic eruptions and contributions of atmospheric dynamics and chemistry to long-term total ozone changes. Atmospheric Chemistry and Physics Discussions, European Geosciences Union, 2012, pp.13201-13236. <hal-00790114>
  • Amandine Marrel, Bertrand Iooss, Sébastien Da Veiga, Mathieu Ribatet. Global sensitivity analysis of stochastic computer models with joint metamodels. Statistics and Computing, Springer Verlag (Germany), 2012, 22, pp.833-847. <hal-00525489v2>
  • Clément Dombry, Frédéric Eyi-Minko, Mathieu Ribatet. Conditional simulations of max-stable processes. Biometrika, Oxford University Press (OUP), 2012, pp.10.1093/biomet/ass067. <hal-00790102>
  • Harald Rieder, L. Jancso, S. Di Rocco, J. Staehelin, T. Peter, et al.. Extreme events in total ozone over the Northern mid-latitudes: An analysis based on long-term data sets from five European ground-based stations. Tellus B, Co-Action Publishing/Blackwell, 2011, pp.860-874. <hal-00790119>
  • Harald Rieder, J. Staehelin, P. Weihs, L. Vuilleumier, J. A. Maeder, et al.. Relationship between high UV-doses, total ozone, surface albedo and cloudiness: An analysis of 30 years of data from Switzerland and Austria. Atmospheric Research, Elsevier, 2010, pp.9-20. <hal-00790130>
  • Padoan Simone, Mathieu Ribatet, Sisson Scott. Likelihood-based inference for max-stable processes. Journal of the American Statistical Association, Taylor & Francis, 2010, pp.263-277. <hal-00790087>
  • Harald Rieder, J. Staehelin, J. A. Maeder, Th. Peter, Mathieu Ribatet, et al.. Extreme events in total ozone over Arosa - Part 2: Fingerprints of atmospheric dynamics and chemistry and effects on mean values and long-term changes. Atmospheric Chemistry and Physics, European Geosciences Union, 2010, pp.10033-10045. <hal-00790121>
  • Harald Rieder, J. Staehelin, J. A. Maeder, Th. Peter, Mathieu Ribatet, et al.. Extreme events in total ozone over Arosa - Part 1: Application of extreme value theory. Atmospheric Chemistry and Physics, European Geosciences Union, 2010, pp.10021-10031. <hal-00790125>
  • Bertrand Iooss, Mathieu Ribatet. Global sensitivity analysis of computer models with functional inputs. Reliability Engineering and System Safety, Elsevier, 2009, 94 (7), pp.1194-1204. <hal-00243156v2>
  • Mathieu Ribatet, E. Sauquet, Jean-Michel Grésillon, Taha Ouarda. Usefulness of the Reversible Jump Markov Chain Monte Carlo Model in Regional Flood Frequency Analysis. Water Resources Research, American Geophysical Union, 2007, 43 (8), pp.W08403. <10.1029/2006WR005525>. <hal-00232790>
  • Mathieu Ribatet, E. Sauquet, Jean-Michel Grésillon, Taha Ouarda. A regional Bayesian POT model for flood frequency analysis. Stochastic Environmental Research and Risk Assessment, Springer Verlag (Germany), 2006, 21 (4), pp.327-339. <10.1007/s00477-006-0068-z>. <hal-00232788>

Pré-publication, Document de travail6 documents

  • Hanene Ben Salah, Ali Gannoun, Christian De Peretti, Mathieu Ribatet, Abdelwahed Trabelsi. Towards dynamical Portfolio allocation Selections. 2016. <hal-01299566>
  • Hanene Salah, Ali Gannoun, Christian De Peretti, Mathieu Ribatet. Conditional Mean-Variance and Mean-Semivariance models in portfolio optimization. 2016. <hal-01404752>
  • Jean-Michel Marin, Louis Raynal, Pierre Pudlo, Mathieu Ribatet, Christian P. Robert. ABC random forests for Bayesian parameter inference. 16 pages, 7 figures. 2016. <hal-01337189>
  • Hanene Ben Salah, Ali Gannoun, Christian De Peretti, Mathieu Ribatet, Abdelwahed Trabelsi. A New Approach in Nonparametric Estimation of Returns in Mean-DownSide Risk Portfolio frontier. 2016. <hal-01299561>
  • Clément Dombry, Mathieu Ribatet, Stilian Stoev. Probabilities of concurrent extremes. 2015. <hal-01134554>
  • Simone Padoan, Mathieu Ribatet, Scott Sisson. Likelihood-based inference for max-stable processes. 2008. <hal-00361245v2>

Autre publication2 documents

  • Bertrand Iooss, Mathieu Ribatet, Amandine Marrel. Global Sensitivity Analysis of Stochastic Computer Models with joint metamodels. Unpublished. 2009. <hal-00232805v3>
  • Mathieu Ribatet, Taha Ouarda, E. Sauquet, Jean-Michel Grésillon. Modeling All Exceedances Above a Threshold Using an Extremal Dependence Structure: Inferences on Several Flood Characteristics. Article (revised version) submitted to Water Resources Research. 2008. <hal-00232799>

Thèse1 document

  • Mathieu Ribatet. Consolidation de l'information hydrologique disponible localement et régionalement pour l'estimation probabiliste du régime des crues. Mathématiques [math]. Institut National Polytechnique de Grenoble - INPG; Institut National de la Recherche, 2007. Français. <tel-00232772>