Boris Beranger
Home
Research
Teaching
About
CV
Contact
B. Beranger
Latest
Logistic Regression Models for Aggregated Data
Using symbolic data to understand underlying data behaviour
High-dimensional inference using the extremal skew-t process
Estimation and uncertainty quantification for extreme quantile regions
Estimation and uncertainty quantification for extreme quantile regions
Fitting models to underlying data using aggregates
Logistic regression models for aggregated data
High-dimensional inference for max-stable processes
Estimation and uncertainty quantification for extreme quantile regions
High-dimensional inference for max-stable processes
Likelihood-based inference for modelling packet transit from thinned flow summaries
Composite likelihood and logistic regression models for aggregated data
Composite likelihood methods for histogram-valued random variables
Estimating Equations for Data Summaries
Constructing likelihood functions for interval-valued random variables
Advances in the analysis of aggregated data
New models for symbolic data analysis
New Models for Symbolic Data
Extremal properties of the multivariate extended skew-normal distribution, Part B
Extremal properties of the univariate extended skew-normal distribution, Part A
Tail density estimation for exploratory data analysis using kernel methods
Inference for extremal-$t$ and skew-$t$ max-stable models in high dimensions
First steps in the analysis of Symbolic Data
Models for Extremal Dependence Derived from Skew-symmetric Families
A composite likelihood based approach for max-stable processes using histogram-valued variables
On some features of the skewed families of max-stable processes
Extreme Dependence Models
Cite
×