| Risk management with expectiles F Bellini, E Di Bernardino The European Journal of Finance 23 (6), 487-506, 2017 | 226 | 2017 |
| On multivariate extensions of value-at-risk A Cousin, E Di Bernardino Journal of multivariate analysis 119, 32-46, 2013 | 102 | 2013 |
| On multivariate extensions of conditional-tail-expectation A Cousin, E Di Bernardino Insurance: Mathematics and Economics 55, 272-282, 2014 | 54 | 2014 |
| Plug-in estimation of level sets in a non-compact setting with applications in multivariate risk theory E Di Bernardino, T Laloë, V Maume-Deschamps, C Prieur ESAIM: Probability and Statistics 17, 236-256, 2013 | 48 | 2013 |
| On multivariate extensions of the conditional value-at-risk measure E Di Bernardino, JM Fernández-Ponce, F Palacios-Rodríguez, ... Insurance: Mathematics and Economics 61, 1-16, 2015 | 43 | 2015 |
| On tail dependence coefficients of transformed multivariate Archimedean copulas E Di Bernardino, D Rullière Fuzzy sets and systems 284, 89-112, 2016 | 29 | 2016 |
| On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators E Di Bernardino, D Rulliere Dependence Modeling 1 (2013), 1-36, 2013 | 28 | 2013 |
| A test of Gaussianity based on the Euler characteristic of excursion sets E Di Bernardino, A Estrade, JR León | 25 | 2017 |
| Lipschitz-Killing curvatures of excursion sets for two-dimensional random fields H Biermé, E Di Bernardino, C Duval, A Estrade | 24 | 2019 |
| Distortions of multivariate distribution functions and associated level curves: Applications in multivariate risk theory E Di Bernardino, D Rulliere Insurance: Mathematics and Economics 53 (1), 190-205, 2013 | 22 | 2013 |
| Hidden Markov models for advanced persistent threats G Brogi, ED Bernardino International Journal of Security and Networks 14 (4), 181-190, 2019 | 19 | 2019 |
| Estimation of the multivariate conditional tail expectation for extreme risk levels: Illustration on environmental data sets E Di Bernardino, C Prieur Environmetrics 29 (7), e2510, 2018 | 17 | 2018 |
| Statistics for Gaussian random fields with unknown location and scale using Lipschitz‐Killing curvatures E Di Bernardino, C Duval Scandinavian Journal of Statistics 49 (1), 143-184, 2022 | 13 | 2022 |
| Estimation of multivariate conditional-tail-expectation using Kendall's process E Di Bernardino, C Prieur Journal of Nonparametric Statistics 26 (2), 241-267, 2014 | 13 | 2014 |
| Estimating a bivariate tail: a copula based approach E Di Bernardino, V Maume-Deschamps, C Prieur Journal of Multivariate Analysis 119, 81-100, 2013 | 13 | 2013 |
| Testing marginal symmetry of digital noise images through the perimeter of excursion sets M Abaach, H Biermé, E Di Bernardino Electronic Journal of Statistics 15 (2), 6429-6460, 2021 | 9 | 2021 |
| On an asymmetric extension of multivariate Archimedean copulas based on quadratic form E Di Bernardino, D Rullière Dependence Modeling 4 (1), 000010151520160019, 2016 | 9 | 2016 |
| Estimating covariate functions associated to multivariate risks: a level set approach E Di Bernardino, T Laloë, R Servien Metrika 78, 497-526, 2015 | 9 | 2015 |
| On the estimation of extreme directional multivariate quantiles R Torres, E Di Bernardino, H Laniado, RE Lillo Communications in Statistics-Theory and Methods 49 (22), 5504-5534, 2020 | 6 | 2020 |
| Cross-correlations and joint gaussianity in multivariate level crossing models E Di Bernardino, J León, T Tchumatchenko The Journal of Mathematical Neuroscience 4, 1-25, 2014 | 6 | 2014 |
