Concepedia

Cécile Mercadier

CM

Statistics

Publications

7

Citations

290

H-Index

7

Active since

2006

Affiliations

Université Claude Bernard Lyon 1(Current)

Institut Camille Jordan

Centre National de la Recherche Scientifique

Université Toulouse III - Paul Sabatier

Cécile Mercadier is an author at Université Claude Bernard Lyon 1 specializing in natural sciences, mathematics, and probability theory.

Publications per year

2006–2016

7

Publications

7

Semi-parametric estimation for heavy tailed distributions

Gabriela Ciuperca, Cécile Mercadier · Extremes · 2009 · 66 citations

Natural Sciences, Biostatistics, Econometrics +10

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

Laurens de Haan, Cécile Mercadier, Chen Zhou · Finance and Stochastics · 2016 · 62 citations · Full text

Social Sciences, Economics, Finance +15

Risk Measures and Multivariate Extensions of Breiman's Theorem

Anne‐Laure Fougères, Cécile Mercadier · Journal of Applied Probability · 2012 · 38 citations · Full text

Business, Insurance, Mathematics +11

The likelihood ratio test for general mixture models with or without structural parameter

Jean‐Marc Azäis, Élisabeth Gassiat, Cécile Mercadier · ESAIM Probability and Statistics · 2008 · 37 citations · Full text

Natural Sciences, Mathematics, Bayesian Data Analysis +15

Dense classes of multivariate extreme value distributions

Anne‐Laure Fougères, Cécile Mercadier, John P. Nolan · Journal of Multivariate Analysis · 2012 · 33 citations · Full text

Natural Sciences, Biostatistics, Stochastic Processes +7

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