Cécile Mercadier

According to our database, Cécile Mercadier authored at least 4 papers between 2012 and 2017.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2017

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

François Wahl, Cécile Mercadier, Céline Helbert

Stat. Comput., 2017

2016

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

Laurens de Haan, Cécile Mercadier, Chen Zhou

Finance Stochastics, 2016

2013

Dense classes of multivariate extreme value distributions.

Anne-Laure Fougères, Cécile Mercadier, John P. Nolan

J. Multivar. Anal., 2013

2012

Risk Measures and Multivariate Extensions of Breiman's Theorem.

Anne-Laure Fougères, Cécile Mercadier

J. Appl. Probab., 2012