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27 résultats
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triés par
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Spatial Expectile Predictions for Elliptical Random FieldsMethodology and Computing in Applied Probability, 2018, 20 (2), pp.643-671. ⟨10.1007/s11009-017-9583-2⟩
Article dans une revue
hal-01399093v2
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Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles2023
Pré-publication, Document de travail
hal-04097302v2
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On automatic bias reduction for extreme expectile estimationCMStatistics 2020 - 13th International Conference of the ERCIM WG on Computational and Methodological Statistics, Dec 2020, London / Virtual, United Kingdom
Communication dans un congrès
hal-03087164v1
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Multivariate expectile-based distribution: properties, Bayesian inference, and applicationsJournal of Statistical Planning and Inference, 2023, 225, pp.146-170. ⟨10.1016/j.jspi.2022.12.001⟩
Article dans une revue
hal-03428827v2
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EFFICIENT ESTIMATION IN EXTREME VALUE REGRESSION MODELS OF HEDGE FUND TAIL RISKS2023
Pré-publication, Document de travail
hal-04090916v1
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Composite bias-reduced Lp−quantile-based estimators of extreme quantiles and expectilesCanadian Journal of Statistics, 2023, 51 (2), 10 p. ⟨10.1002/cjs.11703⟩
Article dans une revue
hal-03197015v3
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Optimal shrinkage for robust covariance matrix estimators in a small sample size setting2021
Pré-publication, Document de travail
hal-02378034v3
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Functional estimation of extreme conditional expectilesEconometrics and Statistics , 2022, 21, pp.131-158. ⟨10.1016/j.ecosta.2021.05.006⟩
Article dans une revue
hal-03117547v2
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On automatic bias reduction for extreme expectile estimationStatistics and Computing, 2022, 32, pp.64. ⟨10.1007/s11222-022-10118-x⟩
Article dans une revue
hal-03086048v2
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Nonparametric extreme conditional expectile estimationEVA 2019 - 11th International Conference on Extreme Value Analysis, Jul 2019, Zagreb, Croatia. pp.1
Communication dans un congrès
hal-02186705v1
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Spatial quantile predictions for elliptical random fieldsJournées MAS 2016, Aug 2016, Grenoble, France
Poster de conférence
hal-01356081v1
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An expectile computation cookbook2023
Pré-publication, Document de travail
hal-04165034v1
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Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression modelStressTest-2020 - International Workshop on Stress Test and Risk Management, Nov 2020, Paris / Virtual, France
Communication dans un congrès
hal-03040245v1
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An $Lp$ −quantile methodology for estimating extreme expectiles2020
Pré-publication, Document de travail
hal-02311609v3
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Semaine d'Etude Maths-Entreprises 14 : Discrimination des différences d'activité cérébrale induites par des stimulations auditives de fréquence variable[Rapport de recherche] LM-Besançon - Laboratoire de Mathématiques de Besançon. 2015
Rapport
hal-01224569v1
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ANOVEX: ANalysis Of Variability for heavy-tailed EXtremes2023
Pré-publication, Document de travail
hal-04200300v1
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Analysis of variability in extremesJournée "Evénements extrêmes et risques", réseau RESSTE (Risques, Extrêmes et Statistique Spatio-TEmporelle), Jun 2023, Marseille, France
Communication dans un congrès
hal-04124109v1
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Extreme expectile regression: theory and applicationsEVA 2021 - 12th International Conference on Extreme Value Analysis, Jun 2021, Edinburgh / Virtual, United Kingdom
Communication dans un congrès
hal-03301456v1
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Spatial Quantile Predictions for Elliptical Random FieldsJournal of Multivariate Analysis, 2017, 159
Article dans une revue
hal-01339520v4
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Extreme value modelling of SARS-CoV-2 community transmission using discrete Generalised Pareto distributionsRoyal Society Open Science, 2023, 10 (3), pp.220977. ⟨10.1098/rsos.220977⟩
Article dans une revue
hal-03392044v4
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Nonparametric extreme conditional expectile estimationScandinavian Journal of Statistics, 2022, 49 (1), pp.78-115. ⟨10.1111/sjos.12502⟩
Article dans une revue
hal-02114255v3
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Expectile prediction through asymmetric krigingMASCOT NUM 2017 meeting, Mar 2017, Paris, France
Poster de conférence
hal-01492754v1
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Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectorsElectronic Journal of Statistics , 2018, 12 (2), pp.4057-4093. ⟨10.1214/18-EJS1499⟩
Article dans une revue
hal-01570265v5
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Nonparametric extreme conditional expectile estimationCMStatistics 2019 - 12th International Conference of the ERCIM WG on Computational and Methodological Statistics, Dec 2019, London, United Kingdom
Communication dans un congrès
hal-02413682v1
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Estimation of extreme quantiles from heavy-tailed distributions in a semi-parametric location-dispersion regression model2020 - Quatrièmes rencontres des jeunes chercheurs africains en France, Dec 2020, Virtual, France. pp.1-5
Communication dans un congrès
hal-03065938v1
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Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression modelElectronic Journal of Statistics , 2020, 14 (2), pp.4421--4456. ⟨10.1214/20-EJS1779⟩
Article dans une revue
hal-02486937v3
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Analysis of variability in extremes with application in clustering of extreme eventsEVA 2023 - 13th International Conference on Extreme Value Analysis, Probabilistic and Statistical Models and their Applications, Jun 2023, Milan, Italy
Communication dans un congrès
hal-04170189v1
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