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Mean-variance and mean-semivariance portfolio selection: a multivariate nonparametric approach
Hanen Ben Salah
,
Jan G. de Gooijer
,
Ali Gannoun
,
Mathieu Ribatet
Article dans une revue
hal-02019135v1
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Extreme events in total ozone over Arosa - Part 1: Application of extreme value theory
Harald Rieder
,
J. Staehelin
,
J. A. Maeder
,
Th. Peter
,
Mathieu Ribatet
,
et al.
Article dans une revue
hal-00790125v1
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Global sensitivity analysis of stochastic computer models with joint metamodels
Bertrand Iooss
,
Mathieu Ribatet
,
Amandine Marrel
2009
Autre publication scientifique
hal-00232805v3
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Bayesian inference from composite likelihoods, with an application to spatial extremes
Mathieu Ribatet
,
Dan Cooley
,
Anthony Davison
Article dans une revue
hal-00790093v1
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Simulation of max-stable processes
Marco Oesting
,
Mathieu Ribatet
,
Clément Dombry
Extreme Value Modeling and Risk Analysis: Methods and Applications, Chapman and Hall / CRC, chapter 10, 2015, 9781498701297
Chapitre d'ouvrage
hal-01812191v1
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Modeling All Exceedances Above a Threshold Using an Extremal Dependence Structure: Inferences on Several Flood Characteristics
Mathieu Ribatet
,
Taha Ouarda
,
Eric Sauquet
,
Jean-Michel Grésillon
2008
Autre publication scientifique
hal-00232799v1
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Conditional Mean-Variance and Mean-Semivariance models in portfolio optimization
Hanene Ben Salah
,
Ali Gannoun
,
Mathieu Ribatet
2016
Pré-publication, Document de travail
hal-01299566v1
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A regional Bayesian POT model for flood frequency analysis
Mathieu Ribatet
,
Eric Sauquet
,
Jean-Michel Grésillon
,
Taha Ouarda
Article dans une revue
hal-00232788v1
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Comparing the spatial attractiveness of hospitals using zero-inflated spatial models
I. Saley
,
Nicolas Molinari
,
Mathieu Ribatet
Article dans une revue
hal-01821493v1
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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
Harald Rieder
,
Linda Frossard
,
Mathieu Ribatet
,
J. Staehelin
,
J. Maeder
,
et al.
Atmospheric Chemistry and Physics Discussions, 2012, pp.13201-13236
Article dans une revue
hal-00790114v1
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A New Approach in Nonparametric Estimation of Returns in Mean-DownSide Risk Portfolio frontier
Hanene Ben Salah
,
Ali Gannoun
,
Mathieu Ribatet
Article dans une revue
hal-01299561v1
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Measuring effect of distance on probability of choosing hospital by patient
I. Saley
,
Nicolas Molinari
,
Mathieu Ribatet
Article dans une revue
hal-01821503v1
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Extreme value copulas and max-stable processes
Mathieu Ribatet
,
Mohammed Sedki
Journal de la Société Française de Statistique, 2013, 154 (1), pp.138-150
Article dans une revue
hal-00863828v1
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Full-likelihood inference for max-stable processes
Clément Dombry
,
Marc G. Genton
,
Raphaël Huser
,
Mathieu Ribatet
2018
Pré-publication, Document de travail
hal-01812206v1
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Conditional Mean-Variance and Mean-Semivariance models in portfolio optimization
Hanene Ben Salah
,
Ali Gannoun
,
Mathieu Ribatet
2016
Pré-publication, Document de travail
hal-01404752v1
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Global sensitivity analysis for assessing the parameters importance and setting a stopping criterion in a biomedical inverse problem
Robert Rapadamnaba
,
Mathieu Ribatet
,
Bijan Mohammadi
International Journal for Numerical Methods in Biomedical Engineering, 2021, 37 (6), pp.e3458. ⟨10.1002/cnm.3458⟩
Article dans une revue
hal-03216532v1
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Conditional simulations of max-stable processes
Clément Dombry
,
Frédéric Eyi-Minko
,
Mathieu Ribatet
Article dans une revue
hal-00790102v1
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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
Linda Frossard
,
Harald Rieder
,
Mathieu Ribatet
,
J. Staehelin
,
J. Maeder
,
et al.
Atmospheric Chemistry and Physics Discussions, 2012, pp.13161-13199
Article dans une revue
hal-00790111v1
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Relationship between high UV-doses, total ozone, surface albedo and cloudiness: An analysis of 30 years of data from Switzerland and Austria
Harald Rieder
,
J. Staehelin
,
P. Weihs
,
L. Vuilleumier
,
J. A. Maeder
,
et al.
Atmospheric Research, 2010, pp.9-20
Article dans une revue
hal-00790130v1
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Usefulness of the Reversible Jump Markov Chain Monte Carlo Model in Regional Flood Frequency Analysis
Mathieu Ribatet
,
Eric Sauquet
,
Jean-Michel Grésillon
,
Taha Ouarda
Article dans une revue
hal-00232790v1
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Conditional simulation of max-stable processes
Clément Dombry
,
Marco Oesting
,
Mathieu Ribatet
Extreme Value Modeling and Risk Analysis: Methods and Applications, Chapman and Hall / CRC, chapter 11, 2015, 9781498701310
Chapitre d'ouvrage
hal-01812188v1
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Probabilities of concurrent extremes
Clément Dombry
,
Mathieu Ribatet
,
Stilian Stoev
Article dans une revue
hal-01134554v1
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Analysis of heavy rainfall events and extremes over the Polynesian Islands
Jean-Pierre Barriot
,
Lydie Sichoix
,
Mathieu Ribatet
San Francisco AGU Fall Meeting, Dec 2013, San Francisco, United States
Poster de conférence
hal-02109553v1
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Reinsurance and Extremal Events
Eric Gilleland
,
Mathieu Ribatet
Computational actuarial science with R, Chapman & Hall / CRC, chapter 6, 2014, The R Series, 9781138033788
Chapitre d'ouvrage
hal-01812194v1
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Consolidation de l'information hydrologique disponible localement et régionalement pour l'estimation probabiliste du régime des crues
Mathieu Ribatet
Mathématiques [math]. Institut National Polytechnique de Grenoble - INPG; Institut National de la Recherche, 2007. Français. ⟨NNT : ⟩
Thèse
tel-00232772v1
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Likelihood-based inference for max-stable processes
Padoan Simone
,
Mathieu Ribatet
,
Sisson Scott
Journal of the American Statistical Association, 2010, pp.263-277
Article dans une revue
hal-00790087v1
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Extreme events in total ozone over the Northern mid-latitudes: An analysis based on long-term data sets from five European ground-based stations
Harald Rieder
,
L. Jancso
,
S. Di Rocco
,
J. Staehelin
,
Jörg A. Maeder
,
et al.
Article dans une revue
hal-00790119v1
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Spatial extremes and max-stable processes
Mathieu Ribatet
,
Clément Dombry
,
Marco Oesting
Extreme Value Modeling and Risk Analysis: Methods and Applications, Chapman and Hall / CRC, chapter 9, 2015, 9781498701310
Chapitre d'ouvrage
hal-01812192v1
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Spatial extremes: Max-stable processes at work
Mathieu Ribatet
Journal de la Société Française de Statistique, 2013, 154 (2), pp.156-177
Article dans une revue
hal-00863830v1
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Modelling spatial extremes using max-stable processes
Mathieu Ribatet
Chapitre d'ouvrage
hal-01812115v1
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