Yves Dominicy
Yves Dominicy
Banque et Caisse d'Epargne de l'Etat, Luxembourg
Verifierad e-postadress på bcee.lu - Startsida
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Detecting multivariate outliers: Use a robust variant of the Mahalanobis distance
C Leys, O Klein, Y Dominicy, C Ley
Journal of Experimental Social Psychology 74, 150-156, 2018
1282018
The method of simulated quantiles
Y Dominicy, D Veredas
Journal of Econometrics 172 (2), 235-247, 2013
702013
Multivariate Hill Estimators
Y Dominicy, P Ilmonen, D Veredas
International Statistical Review, 2014
202014
Inference for vast dimensional elliptical distributions
Y Dominicy, H Ogata, D Veredas
Computational statistics 28 (4), 1853-1880, 2013
18*2013
On sample marginal quantiles for stationary processes
Y Dominicy, S Hörmann, H Ogata, D Veredas
Statistics & probability letters 83 (1), 28-36, 2013
102013
Distributions and composite models for size-type data
Y Dominicy, C Sinner
Advances in statistical methodologies and their application to real problems 159, 2017
7*2017
Macro-driven VaR forecasts: From very high to very low-frequency data
Y Dominicy, H Vander Elst
Available at SSRN 2701256, 2015
52015
A stochastic analysis of table tennis
Y Dominicy, C Ley, Y Swan
Brazilian Journal of Probability and Statistics 27 (4), 467-486, 2013
42013
An interpolating family of size distributions
C Sinner, Y Dominicy, C Ley, J Trufin, P Weber
arXiv preprint arXiv:1606.04430, 2016
32016
Multivariate Moment Based Extreme Value Index Estimators
M Heikkilä, Y Dominicy, P Ilmonen
ECARES Working Papers, 2015
32015
On multivariate separating Hill estimator under estimated location and scatter
M Heikkilä, Y Dominicy, P Ilmonen
Statistics 53 (2), 301-320, 2019
22019
Mutual point-winning probabilities (MPW): a new performance measure for table tennis
C Ley, Y Dominicy, W Bruneel
Journal of sports sciences 36 (23), 2684-2690, 2018
22018
Flexible multivariate Hill estimators
Y Dominicy, M Heikkilä, P Ilmonen, D Veredas
Journal of Econometrics 217 (2), 398-410, 2020
12020
Théorie des jeux: représentations et types de jeux
Y Dominicy
Notes de la quatrième BSSM, 2012
12012
Science meets Sports: when Statistics are more than Numbers
C Ley, Y Dominicy
2020
Quantile-Based Inference and Estimation of Heavy-Tailed Distributions
Y Dominicy
Université libre de Bruxelles, 2014
2014
FQBIED: MATLAB functions for" Inference for vast dimensional elliptical distributions"
Y Dominicy, H Ogata, D Veredas
HSC Software, 2012
2012
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Artiklar 1–17