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Christian P. Robert

National Institute of Statistics and Economic Studies (INSEE) - Laboratory of Statistics

Insee Timbre J340

92245 Malakoff Cedex

Paris

France

  • National Institute of Statistics and Economic Studies (INSEE) - Laboratory of Statistics

SCHOLARLY PAPERS

4

DOWNLOADS

384

TOTAL CITATIONS

5

Scholarly Papers (4)

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1.

Are Risk Averse Agents More Optimistic? A Bayesian Estimation Approach

Number of pages: 18 Posted: 13 Jul 2007
Selima Ben Mansour, Elyes Jouini, Jean-Michel Marin, Clotilde Napp and Christian P. Robert
Paris Dauphine University, Univ. Paris Dauphine - CEREMADE, I3M, CNRS and Université Paris-Dauphine and National Institute of Statistics and Economic Studies (INSEE) - Laboratory of Statistics
Downloads 312 (241,719)
Citation 4

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Bayesian estimation, MCMC scheme, importance sampling, pessimism, risk tolerance, risk aversion, consensus belief

2.

Subsampling Weakly Dependent Times Series and Application to Extremes

NCCR Working Paper No. 680, Financial Valuation and Risk Management, Forthcoming
Number of pages: 29 Posted: 04 Oct 2010
Paul Doukhan, Silika Prohl and Christian P. Robert
University of Cergy-Pontoise - Geometry and Modeling, University of Zurich - Swiss Banking Institute (ISB) and National Institute of Statistics and Economic Studies (INSEE) - Laboratory of Statistics
Downloads 72 (860,052)
Citation 1

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Subsampling, weak dependence, extremes

3.

Bayesian Computational Tools

Annual Review of Statistics and Its Application, Vol. 1, Issue 1, pp. 153-177, 2014
Posted: 07 Mar 2014
Christian P. Robert
National Institute of Statistics and Economic Studies (INSEE) - Laboratory of Statistics

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4.

A Pathological MCMC Algorithm and its Use as a Benchmark for Convergence Assessment Techniques

Posted: 29 Jul 1998
Christian P. Robert
National Institute of Statistics and Economic Studies (INSEE) - Laboratory of Statistics

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