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- Arthur Charpentier, Johan Segers
- J. Multivariate Analysis
- 2009

A complete and user-friendly directory of tails of Archimedean copulas is presented which can be used in the selection and construction of appropriate models with desired properties. The results areâ€¦ (More)

- Arthur Charpentier, Anika Bednarek, +5 authors C. Marcelo Aldaz
- Cancer research
- 2000

The important role played by the sex hormone estrogen in disease and physiological processes has been well documented. However, the mechanisms by which this hormone elicits many of its normal as wellâ€¦ (More)

Copula modelling has become ubiquitous in modern statistics. Here, the problem of nonparametrically estimating a copula density is addressed. Arguably the most popular nonparametric densityâ€¦ (More)

Dependence structures for bivariate extremal events are analyzed using particular types of copula. Weak convergence results for copulas along the lines of the Pickandsâ€“Balkemaâ€“ de Haan theoremâ€¦ (More)

INTRODUCTION Copulas are a way of formalising dependence structures of random vectors. Although they have been known about for a long time (Sklar (1959)), they have been rediscovered relativelyâ€¦ (More)

The IPCC 2007 report noted that both the frequency and strength of hurricanes, floods and droughts have increased during the past few years. Thus, climate risk, and more specifically naturalâ€¦ (More)

- Arthur Charpentier, Abder Oulidi
- Statistics and Computing
- 2010

In this paper we suggest several nonparametric quantile estimators based on Beta kernel. They are applied to transformed data by the generalized Champernowne distribution initially fitted to theâ€¦ (More)

Convergence of a sequence of bivariate Archimedean copulas to another Archimedean copula or to the comonotone copula is shown to be equivalent with convergence of the corresponding sequence ofâ€¦ (More)

- Arthur Charpentier
- Kybernetika
- 2008

This paper proposes a general framework to compare the strength of the dependence in survival models, as time changes, i. e. given remaining lifetimes X , to compare the dependence of X given X > t,â€¦ (More)

- Arthur Charpentier, StÃ©phane Mussard, Arthur Charpentier, StÃ©phane Mussard, ECOLE POLYTECHNIQUE, DEPARTEMENT D'ECONOMIE
- 2010

The paper explores different applications of the Shapley value for either inequality or poverty measures. We first investigate the problem of source decomposition of inequality measures, theâ€¦ (More)