Publications

Papers

• Cécile Mercadier Testing copula-based dependence hypotheses: a proofreading based on functional decompositions In Review, August 2023.
  {Manuscript}

• Cécile Mercadier The satdad R package, 2023.
  {html Version 1.0.0 Vignette} {PDF Version 1.0.0 Vignette} {CRAN Description}

• Cécile Mercadier, Olivier Roustant and Christian Genest Linking the Hoeffding--Sobol and Möbius formulas through a decomposition of Kuo, Sloan, Wasilkowski, and Wozniakowski Statistics & Probability Letters, vol. 185, (2022).
  {Manuscript on HAL} {Other link}
  

• Cécile Mercadier and Paul Ressel Hoeffding--Sobol decomposition of homogeneous co-survival functions: from Choquet representation to extreme value theory application. Dependence Modeling, vol. 9, no. 1, pp. 179-198, (2021).
  {Doi link}{Manuscript on HAL}

• Cécile Mercadier and Olivier Roustant The tail dependograph Extremes volume 22, pages 343–372 (2019).

  {Manuscript on HAL} {Other link}
  

• Anne-Laure Fougères, Cécile Mercadier and John P. Nolan Estimating semi-parametric models for multivariate extreme value data Working Paper.

• Quentin Sebille, Anne-Laure Fougères, Cécile Mercadier Modeling extreme rainfall: A comparative study of spatial extreme value models Spatial Statistics Volume 21 (Part A), pp.187-208 (2017).

• François Wahl, Cécile Mercadier and Céline Helbert A standardized distance-based index to assess the quality of space-filling designs Statistics and Computing (2016).
  {Other link}

• Laurens de Haan, Cécile Mercadier and Chen Zhou Adapting extreme value statistics to financial time series: dealing with bias and serial dependence Finance and Stochastics Volume 20, Issue 2, 321–354 (2016).
  {Manuscript on HAL} {Other link}

• Anne-Laure Fougères, Laurens de Haan and Cécile Mercadier Bias correction in multivariate extremes Annals of Statistics 43 (2), 903-934 (2015).
  {Manuscript on arxiv} {Other link}

• Juan-Juan Cai, Anne-Laure Fougères and Cécile Mercadier Environmental data: multivariate Extreme Value Theory in practice Journal de la Société Française de Statistique 154(2), 178-199 (2013).
  {Manuscript on SFdS website} {Other link}

• Anne-Laure Fougères, Cécile Mercadier and John P. Nolan Dense classes of multivariate extreme value distributions Journal of Multivariate Analysis 116, 109-129 (2013).
  {Manuscript on HAL} {Other link}

• Cécile Mercadier and Philippe Soulier Optimal rates of convergence in the Weibull model based on kernel-type estimators Statistics and Probability letters, 82(3), 548-556 (2012).
  {Manuscript on HAL} {Other link}

• Anne-Laure Fougères and Cécile Mercadier Risk measures and multivariate extensions of Breiman’s theorem Journal of Applied Probability 49, 1-21 (2012).
  {Manuscript on HAL} {Other link}

• Gabriela Ciuperca and Cécile Mercadier Semi-parametric estimation for heavy tailed distributions Extremes Vol. 13 (1), p. 55–87 (2010).
  {Manuscript on HAL} {Other link}

• Jean-Marc Azaïs, Sébastien Gadat, Jean-Christophe Lévy, Benjamin Rols, Cécile Mercadier and Norbert Suard GNSS Integrity Achievement by using Extreme Value theory ION GNSS (2009).
  {Manuscript}

• Jean-Marc Azaïs, Elisabeth Gassiat and Cécile Mercadier The likelihood ratio test for general mixture models with possibly structural parameter ESAIM: PS Vol. 13, p. 301–327 (2009).
  {Manuscript}

• Cécile Mercadier Numerical bounds for the distribution of the maximum of one- and two-dimensional processes Advances in Applied Probability 38, no. 1, 149-170 (2006).
  {Manuscript}

• Jean-Marc Azaïs, Elisabeth Gassiat and Cécile Mercadier Asymptotic distribution and local power of the likelihood ratio test for mixtures Bernoulli 12, no. 5, 775-799 (2006).
  {Manuscript}

• Jean-Marc Azaïs and Cécile Mercadier Asymptotic poisson character of extremes in non-stationary Gaussian models Extremes 6(4) 301-318 (2005).
  {Manuscript}

PhD Thesis

Extrema de processus stochastiques. Propriétés asymptotiques de tests d'hypothèses. Defended on 1st July 2005.
Adviser: Jean-Marc Azaïs.
{Thesis Manuscript}

Research report or unpublished paper

• Quentin Sebille, Anne-Laure Fougères, Cécile Mercadier A comparison of spatial extreme value models. Application to precipitation data (2016) The main difference with the paper Modeling extreme rainfall: A comparative study of spatial extreme value models is the relevance of the dataset. Actually, this has a huge impact on the comparison.
  {Manuscript on HAL}

• Sébastien Gadat and Cécile Mercadier Application de la Théorie des extrêmes à la mesure d'intégrité (2009)

• Cécile Mercadier Almost sure max-limit theorem for non-stationary Gaussian sequences (2006).
  Amazing but submitted at the same time and to the same journal as {Link} Unlucky Cécile!

Toolbox

• Anne-Laure Fougères, Cécile Mercadier and John P. Nolan R package mvevd

• Cécile Mercadier MAGP, Maximum Analysis for Gaussian Processes on Matlab (2006)
  {Website link}