Vini Yves Bernadin Loyara

• PhD Statistics and probability
• Faculty Member at Centre Universitaire Polytechnique de Kaya

In this work, we study some properties of the family of copulas introduced previously by Bagré et al. We discuss from dependence metrics such as Spearman's rho, the medial correlation coefficient and distances separating this family of copulas from the Fréchet bounds (lower and upper bounds) and the product copula, respectively. The tail coefficien...

The basement aquifers in Burkina Faso are increasingly exposed to groundwater pollution, largely due to socio-economic activities and climatic fluctuations, particularly the reduction in rainfall. This pollution makes the management and understanding of these aquifers particularly complex. To elucidate the processes controlling this contamination,...

The analytical expression for the degree of multivariate discordance in probability has a high level of mathematical elegance. This is why we were interested in the degree of discrepancy. In addition, while working on this expression, an application to the Bernstein copula appeared more accessible. We therefore modeled the expression for the Bernst...

The construction of multivariate distributions with arbitrary margins has been a problem of interest to statisticians for many years, but nowadays, by virtue of Sklar’s theorem, this problem can be reduced to the construction of a copula. However, there is no general method for constructing a copula. In order to provide a partial solution to this p...

To obtain the links between the incomplete gamma function and the two copulas (independent and Gumbel). We went through some integral function transformations. The transformations used are Laplace, Fourier, and Mellin. Our work can be seen as a bridge between the notion of copula in probability and Euler’s gamma function which has a lot of applicat...

In Burkina Faso, human activities around water points in rural areas affect groundwater resources, which become unfit for consumption. Nearly 33.5% of boreholes are subject to point source pollution. The assessment of the evolution of such pollution should be monitored to assess groundwater quality. In addition, withdrawals for irrigation alone are...

The definition of a copula function and the study of its properties are at the same time not obvious tasks, as there is no general method for constructing them. In this paper, we present a method that allows us to obtain a class of copula as a solution to a boundary value problem. For this, we use the finite difference method which is a common tech...

Notre objectif dans l’élaboration de ce document, était d’établir une estimation de la moyenne de différentes variables notamment, le cas de contamination quotidienne de covid-19, le cas de récupération et enfin le cas de létalité de COVID-19 au Burkina pour donner une idée du taux réel de contamination au Burkina Faso. Pour atteindre cet objectif,...

Our objective in the development of this document, was to establish an estimate of the average of di erent variables in particular, the case of daily contamination of covid-19, the case of recovery and finally the case of lethality of COVID-19 in Burkina to give an idea of the real rate of contamination in Burkina Faso. To achieve this objective we...

This paper aims to propose some approaches for modeling stochastic processes through the underlying copula in a spatial context. Specifically, we provide a spatial characterization of distribution of statistics order. Moreover, we propose a Poisson point process with intensity in a spatial framework.

The aim of this paper is to provide an approximation of the value-at-risk of the multivariate copula associated with financial loss and profit function. A higher dimensional extension of the Taylor–Young formula is used for this estimation in a Euclidean space. Moreover, a time-varying and conditional copula is used for the modeling of the VaR. 1....

This paper aims to establish an analytic relation between a time-varying conditional copula and the value at risk modeled by the underlying. Specically, under the asumption that the space is euclidean we use scalar product to clarify a link between the conditional copula varying with time and norms. It is then established a new expression on the ge...

This paper investigates some properties of derivative measures of the Value at Risk (VaR) of random variables modeling the stochastic behavior of a portfolio asset. Specifically, coherentness and convex properties of the conditional, the tail VaR and the standard deviation are established. Moreover, a new version of high risk scenario is characteri...