Cécile Mercadier

GNSS Integrity Achievement by using Extreme Value Theory

Sébastien Gadat, J-M. Azais, J-C. Lévy, 2009 .

Dense classes of multivariate extreme value distributions

John P. Nolan, Cécile Mercadier, Anne-Laure Fougères, 2013, J. Multivar. Anal..

A standardized distance-based index to assess the quality of space-filling designs

Céline Helbert, François Wahl, Cécile Mercadier, 2017, Stat. Comput..

Adapting extreme value statistics to financial time series: dealing with bias and serial dependence

Chen Zhou, Laurens de Haan, Cécile Mercadier, 2016, Finance Stochastics.

Risk Measures and Multivariate Extensions of Breiman's Theorem

Cécile Mercadier, Anne-Laure Fougères, Cécile Mercadier, 2012, J. Appl. Probab..

Semi-parametric estimation for heavy tailed distributions

Cécile Mercadier, Gabriela Ciuperca, Gabriela Ciuperca, 2010 .

Numerical bounds for the distributions of the maxima of some one- and two-parameter Gaussian processes

Cécile Mercadier, Cécile Mercadier, 2006, Advances in Applied Probability.

The likelihood ratio test for general mixture models with or without structural parameter

Jean-Marc Azaïs, Elisabeth Gassiat, Cécile Mercadier, 2009 .