| Modelling the dependence of parametric bivariate extreme value copulas DB S Dossou-Gbete, B Some Asian Journal of Mathematics & Statistics 2 (3), 41-54, 2009 | 14 | 2009 |
| Spatial tail dependence and survival stability in a class of Archimedean copulas B Diakarya, D Moumouni, RG Bagré Inter J. Math. Math. Sci, 2016 | 12 | 2016 |
| Spatial stochastic framework for sampling time parametric max-stable processes B Diakarya, K Blami, S Moussa International Journal of Statistics and Probability 1 (2), 203, 2012 | 12 | 2012 |
| Prediction of US General Aviation fatalities from extreme value approach A Diamoutene, B Kamsu-Foguem, F Noureddine, D Barro Transportation research part A: policy and practice 109, 65-75, 2018 | 11 | 2018 |
| Quality control in machining using order statistics A Diamoutene, F Noureddine, B Kamsu-Foguem, D Barro Measurement 116, 596-601, 2018 | 11 | 2018 |
| Reliability analysis with proportional hazard model in aeronautics A Diamoutene, F Noureddine, B Kamsu-Foguem, D Barro International Journal of Aeronautical and Space Sciences 22 (5), 1222-1234, 2021 | 10 | 2021 |
| Survival analysis in living and engineering sciences A Diamoutene, D Barro, SMA Somda, F Noureddine, B Kamsu-Foguem JP Journal of Biostatistics 13 (2), 223-238, 2016 | 10 | 2016 |
| Analysis of stochastic spatial processes via copulas and measures of extremal dependence B Diakarya Archives des Sciences 65 (12), 665-673, 2012 | 10 | 2012 |
| Conditional dependence of trivariate generalized Pareto distributions D Barro Asian Journal of Mathematics & Statistics 2 (2), 20-32, 2009 | 10 | 2009 |
| Value-at-risk modeling with conditional copulas in euclidean space framework VYB Loyara, D Barro European Journal of Pure and Applied Mathematics 12 (1), 194-207, 2019 | 8 | 2019 |
| Space‐Time Trend Detection and Dependence Modeling in Extreme Event Approaches by Functional Peaks‐Over‐Thresholds: Application to Precipitation in Burkina Faso S Béwentaoré, D Barro International Journal of Mathematics and Mathematical Sciences 2022 (1), 2608270, 2022 | 7 | 2022 |
| Modeling the dependence of losses of a financial portfolio using nested archimedean copulas W Yaméogo, D Barro International Journal of Mathematics and Mathematical Sciences 2021 (1), 4651044, 2021 | 7 | 2021 |
| Geostatistical analysis with conditional extremal copulas D Barro, S Diouf, K Blami International Journal of Statistics and Probability 1 (2), 244, 2012 | 7 | 2012 |
| Extremal copulas and tail dependence in modeling stochastic financial risk HA Mallam, ND Moutari, B Diakarya, S Bisso European Journal of Pure and Applied Mathematics 14 (3), 1057-1081, 2021 | 5 | 2021 |
| Estimation of the value at risk using the stochastic approach of taylor formula VYB Loyara, R Guillaume Bagré, D Barro International Journal of Mathematics and Mathematical Sciences 2020 (1), 6802932, 2020 | 5 | 2020 |
| Geostatistical analysis with copula-based models of madograms, correlograms and variograms F Ouoba, B Diakarya, HY Talkibing European Journal of Pure and Applied Mathematics 12 (3), 1052-1068, 2019 | 5 | 2019 |
| Multivariate risks modeling for financial portfolio management and climate applications YBV Loyara, RG Bagré, D Barro Far East Journal of Mathematical Sciences 101 (4), 909, 2017 | 5 | 2017 |
| Sampling a survival and conditional class of Archimedean processes B Diakarya Journal of Mathematics Research 5 (1), 53, 2013 | 5 | 2013 |
| A stochastic approach to modeling food pattern KE Adedje, D Barro International Journal of Mathematics and Mathematical Sciences 2022 (1), 9011873, 2022 | 4 | 2022 |
| Proportional hazard model for cutting tool recovery in machining A Diamoutene, F Noureddine, R Noureddine, B Kamsu-Foguem, D Barro Proceedings of the Institution of Mechanical Engineers, Part O: Journal of …, 2020 | 4 | 2020 |
Bernard KAMSU-FOGUEMProfessor of Computer Science, Toulouse Universityכתובת אימייל מאומתת בדומיין enit.fr