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Nonparametric extreme conditional expectile estimation
Stéphane Girard
,
Gilles Stupfler
,
Antoine Usseglio-Carleve
Article dans une revue
hal-02114255v3
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Extreme Lp-quantile kernel regression
Stéphane Girard
,
Gilles Stupfler
,
Antoine Usseglio-Carleve
Chapitre d'ouvrage
hal-03182032v1
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Estimating a frontier function using a high-order moments method
Gilles Stupfler
,
Stéphane Girard
,
Armelle Guillou
31st European Meeting of Statisticians, Jul 2017, Helsinki, Finland
Communication dans un congrès
hal-01571126v1
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Estimating an endpoint using high order moments
Stéphane Girard
,
Armelle Guillou
,
Gilles Stupfler
EVA 2011 - 7th International Conference on Extreme Value Analysis, Jun 2011, Lyon, France
Communication dans un congrès
hal-00847585v1
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Estimation of the parameters of a Markov-modulated loss process in insurance
Armelle Guillou
,
Stéphane Loisel
,
Gilles Stupfler
Article dans une revue
hal-00589696v1
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Estimation de point terminal dans le domaine d'attraction de Weibull par une méthode des moments d'ordre élevé
Gilles Stupfler
,
Stéphane Girard
,
Armelle Guillou
44e Journées de Statistique, May 2012, Bruxelles, Belgique
Communication dans un congrès
hal-00801381v1
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Inference for extremal regression with dependent heavy-tailed data
Abdelaati Daouia
,
Gilles Stupfler
,
Antoine Usseglio-Carleve
2023
Pré-publication, Document de travail
hal-03612202v3
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Extreme expectile regression: theory and applications
Antoine Usseglio-Carleve
,
Stéphane Girard
,
Gilles Stupfler
EVA 2021 - 12th International Conference on Extreme Value Analysis, Jun 2021, Edinburgh / Virtual, United Kingdom
Communication dans un congrès
hal-03301456v1
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Beyond tail median and conditional tail expectation: extreme risk estimation using tail $L^p$−optimisation
Laurent Gardes
,
Stéphane Girard
,
Gilles Stupfler
Article dans une revue
hal-01726328v4
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Frontier estimation with kernel regression on high order moments
Stéphane Girard
,
Armelle Guillou
,
Gilles Stupfler
Article dans une revue
hal-00499369v3
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Estimation of high-dimensional extreme conditional expectiles
Stéphane Girard
,
Gilles Stupfler
CRoNoS & MDA 2019 - Final CRoNoS meeting and 2nd workshop on Multivariate Data Analysis, Apr 2019, Limassol, Cyprus
Communication dans un congrès
hal-02099370v1
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Extremile Regression: A concrete application in geology to extreme seismic moments of earthquakes conditional on their geographical locations
Abdelaati Daouia
,
Thibault Laurent
,
Gilles Stupfler
2018
Pré-publication, Document de travail
hal-01925656v2
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Extreme versions of Wang risk measures and their estimation
Jonathan El Methni
,
Gilles Stupfler
Extremes, Copulas and Actuarial Sciences, Feb 2016, Marseille, France
Communication dans un congrès
hal-01313679v1
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Intriguing properties of extreme geometric quantiles
Stéphane Girard
,
Gilles Stupfler
REVSTAT - Statistical Journal, 2017, 15 (1), pp.107--139
Article dans une revue
hal-00865767v3
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Extreme geometric quantiles
Stéphane Girard
,
Gilles Stupfler
7th International Conference of the ERCIM WG on Computing and Statistics, Dec 2014, Pise, Italy
Communication dans un congrès
hal-01093048v1
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Estimation of Tail Risk based on Extreme Expectiles
Abdelaati Daouia
,
Stéphane Girard
,
Gilles Stupfler
Article dans une revue
hal-01142130v5
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On the weak convergence of kernel density estimators in Lp spaces
Gilles Stupfler
Article dans une revue
hal-01474248v1
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Estimation of high-dimensional extreme conditional expectiles
Gilles Stupfler
,
Stéphane Girard
CMStatistics 2018 - 11th International Conference of the ERCIM WG on Computing and Statistics, Dec 2018, Pisa, Italy
Communication dans un congrès
hal-01942210v1
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The min-characteristic function: characterizing distributions by their min-linear projections
Michael Falk
,
Gilles Stupfler
Sankhya A, 2019
Article dans une revue
hal-04061139v1
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An $Lp$ −quantile methodology for estimating extreme expectiles
Stéphane Girard
,
Gilles Stupfler
,
Antoine Usseglio-Carleve
2020
Pré-publication, Document de travail
hal-02311609v3
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Estimating the conditional extreme-value index under random right-censoring
Gilles Stupfler
Article dans une revue
hal-01446199v1
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Uniform asymptotic properties of a nonparametric regression estimator of conditional tails
Yuri Goegebeur
,
Armelle Guillou
,
Gilles Stupfler
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2015, 51 (3), pp.1190-1213. ⟨10.1214/14-AIHP624⟩
Article dans une revue
hal-00794724v2
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Asymptotic behaviour of extreme geometric quantiles and their estimation under moment conditions
Stéphane Girard
,
Gilles Stupfler
2014
Pré-publication, Document de travail
hal-01060985v1
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On the weak convergence of the kernel density estimator in the uniform topology
Gilles Stupfler
2016
Pré-publication, Document de travail
hal-01220124v2
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An expectile computation cookbook
Abdelaati Daouia
,
Gilles Stupfler
,
Antoine Usseglio-Carleve
2023
Pré-publication, Document de travail
hal-04165034v1
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Tail expectile process and risk assessment
Abdelaati Daouia
,
Stéphane Girard
,
Gilles Stupfler
Article dans une revue
hal-01744505v3
|
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Extreme versions of Wang risk measures and their estimation for heavy-tailed distributions
Jonathan El Methni
,
Gilles Stupfler
Article dans une revue
hal-01145417v3
|
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Estimating the conditional extreme-value index under random right-censoring
Gilles Stupfler
2015
Pré-publication, Document de travail
hal-00881846v2
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GARCH-UGH: a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Hibiki Kaibuchi
,
Yoshinori Kawasaki
,
Gilles Stupfler
Quantitative Finance, 2022
Article dans une revue
hal-04061113v1
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Tail Risk Inference via Expectiles in Heavy-Tailed Time Series
Anthony Davison
,
Simone A. Padoan
,
Gilles Stupfler
2023
Pré-publication, Document de travail
hal-02541663v4
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