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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
Financial Markets and Portfolio Management, 2018, 32 (4), pp.419-436. ⟨10.1007/s11408-018-0317-4⟩
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.
Atmospheric Chemistry and Physics, 2010, 10, pp.10021-10031. ⟨10.5194/acp-10-10021-2010⟩
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

Bayesian inference from composite likelihoods, with an application to spatial extremes

Mathieu Ribatet , Dan Cooley , Anthony Davison
Statistica Sinica, 2012, 22, pp.813-845. ⟨10.5705/ss.2009.248⟩
Article dans une revue hal-00790093v1

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
Stochastic Environmental Research and Risk Assessment, 2006, 21 (4), pp.327-339. ⟨10.1007/s00477-006-0068-z⟩
Article dans une revue hal-00232788v1

Comparing the spatial attractiveness of hospitals using zero-inflated spatial models

I. Saley , Nicolas Molinari , Mathieu Ribatet
Health Services and Outcomes Research Methodology, 2018, 18 (2), pp.128-141. ⟨10.1007/s10742-018-0181-8⟩
Article dans une revue hal-01821493v1

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
International Journal of Portfolio Analysis and Management, 2018, 2 (2), pp.162-197. ⟨10.1504/IJPAM.2018.092642⟩
Article dans une revue hal-01299561v1

Measuring effect of distance on probability of choosing hospital by patient

I. Saley , Nicolas Molinari , Mathieu Ribatet
JP Journal of Biostatistics, 2016, 13 (2), pp.155-164. ⟨10.17654/BO013020155⟩
Article dans une revue hal-01821503v1

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

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

Conditional simulations of max-stable processes

Clément Dombry , Frédéric Eyi-Minko , Mathieu Ribatet
Biometrika, 2012, 100 (1), pp.111-124. ⟨10.1093/biomet/ass067⟩
Article dans une revue hal-00790102v1

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

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
Water Resources Research, 2007, 43 (8), pp.W08403. ⟨10.1029/2006WR005525⟩
Article dans une revue hal-00232790v1

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
Journal of the American Statistical Association, 2018, 113 (524), pp.1565-1582. ⟨10.1080/01621459.2017.1356318⟩
Article dans une revue hal-01134554v1

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

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

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.
Tellus B - Chemical and Physical Meteorology, 2011, 63 (5), pp.860-874. ⟨10.1111/j.1600-0889.2011.00575.x⟩
Article dans une revue hal-00790119v1

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

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

Modelling spatial extremes using max-stable processes

Mathieu Ribatet
Nonlinear and Stochastic Climate Dynamics, Cambridge University Press, pp.369-391, 2017, 9781316339251. ⟨10.1017/9781316339251.014⟩
Chapitre d'ouvrage hal-01812115v1