Beck, Nicholas; Di Bernardino, Elena; Mailhot, Mélina Semi-parametric estimation of multivariate extreme expectiles. (English) Zbl 1467.62084 J. Multivariate Anal. 184, Article ID 104758, 23 p. (2021). MSC: 62H12 62G32 60F10 60G70 90C53 PDFBibTeX XMLCite \textit{N. Beck} et al., J. Multivariate Anal. 184, Article ID 104758, 23 p. (2021; Zbl 1467.62084) Full Text: DOI HAL
Cousin, Areski; Di Bernardino, Elena On multivariate extensions of conditional-tail-expectation. (English) Zbl 1296.91149 Insur. Math. Econ. 55, 272-282 (2014). MSC: 91B30 62H20 60E15 PDFBibTeX XMLCite \textit{A. Cousin} and \textit{E. Di Bernardino}, Insur. Math. Econ. 55, 272--282 (2014; Zbl 1296.91149) Full Text: DOI HAL
Di Bernardino, Elena; Prieur, Clémentine Estimation of multivariate conditional-tail-expectation using Kendall’s process. (English) Zbl 1359.62183 J. Nonparametric Stat. 26, No. 2, 241-267 (2014). MSC: 62H12 62E17 62G05 62G20 PDFBibTeX XMLCite \textit{E. Di Bernardino} and \textit{C. Prieur}, J. Nonparametric Stat. 26, No. 2, 241--267 (2014; Zbl 1359.62183) Full Text: DOI