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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

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

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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Extreme Lp-quantile kernel regression

 Stéphane Girard , Gilles Stupfler , Antoine Usseglio-Carleve
Advances in Contemporary Statistics and Econometrics, Springer, pp.197-219, 2021, ⟨10.1007/978-3-030-73249-3_11⟩
Chapitre d'ouvrage hal-03182032v1
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Nonparametric extreme conditional expectile estimation

 Stéphane Girard , Gilles Stupfler , Antoine Usseglio-Carleve
Scandinavian Journal of Statistics, 2022, 49 (1), pp.78-115. ⟨10.1111/sjos.12502⟩
Article dans une revue hal-02114255v3
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Estimation of the parameters of a Markov-modulated loss process in insurance

 Armelle Guillou , Stéphane Loisel , Gilles Stupfler
Insurance: Mathematics and Economics, 2013, 53, pp.388-404. ⟨10.1016/j.insmatheco.2013.07.003⟩
Article dans une revue hal-00589696v1
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Optimal weighted pooling for inference about the tail index and extreme quantiles

 Abdelaati Daouia , Simone A Padoan , Gilles Stupfler
2022
Pré-publication, Document de travail hal-03435415v3
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Extremiles: A new perspective on asymmetric least squares

 Abdelaati Daouia , Irène Gijbels , Gilles Stupfler
Journal of the American Statistical Association, 2019, 114 (527), pp.1366-1381. ⟨10.1080/01621459.2018.1498348⟩
Article dans une revue hal-03109979v1

Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models

 Antoine Usseglio-Carleve , Stéphane Girard , Gilles Stupfler
Insurance Data Science Conference 2022, Jun 2022, Milan, Italy. pp.1-65
Communication dans un congrès hal-03683646v1

Nonparametric extreme conditional expectile estimation

 Antoine Usseglio-Carleve , Stéphane Girard , Gilles Stupfler
CMStatistics 2019 - 12th International Conference of the ERCIM WG on Computational and Methodological Statistics, Dec 2019, London, United Kingdom
Communication dans un congrès hal-02413682v1

Extreme versions of Wang risk measures and their estimation

 Gilles Stupfler , Jonathan El Methni
The 9th international conference on Extreme Value Analysis, Jun 2015, Ann Arbor, United States
Communication dans un congrès hal-01169904v1

Some negative results on extreme multivariate quantiles defined through convex optimisation

 Stéphane Girard , Gilles Stupfler
10th International Conference of the ERCIM WG on Computing and Statistics, Dec 2017, London, United Kingdom
Communication dans un congrès hal-01667186v1
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Estimation of the conditional tail index using a smoothed local Hill estimator

 Laurent Gardes , Gilles Stupfler
Extremes, 2014, 17 (1), pp.45-75
Article dans une revue hal-00739454v2
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Estimating the conditional extreme-value index under random right-censoring

 Gilles Stupfler
2015
Pré-publication, Document de travail hal-00881846v2

Estimating the conditional extreme-value index under random right-censoring

 Gilles Stupfler
Journal of Multivariate Analysis, 2016, 144, pp.1--24. ⟨10.1016/j.jmva.2015.10.015⟩
Article dans une revue hal-01446199v1
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An expectile computation cookbook

 Abdelaati Daouia , Gilles Stupfler , Antoine Usseglio-Carleve
2023
Pré-publication, Document de travail hal-04165034v1

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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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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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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Extreme versions of Wang risk measures and their estimation for heavy-tailed distributions

 Jonathan El Methni , Gilles Stupfler
Statistica Sinica, 2017, 27 (2), pp.907-930. ⟨10.5705/ss.202015.0460⟩
Article dans une revue hal-01145417v3
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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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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 expectile process and risk assessment

 Abdelaati Daouia , Stéphane Girard , Gilles Stupfler
Bernoulli, 2020, 26 (1), pp.531-556. ⟨10.3150/19-BEJ1137⟩
Article dans une revue hal-01744505v3
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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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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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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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Extreme geometric quantiles in a multivariate regular variation framework

 Stéphane Girard , Gilles Stupfler
Extremes, 2015, 18 (4), pp.629-663. ⟨10.1007/s10687-015-0226-0⟩
Article dans une revue hal-01155112v2

On the asymptotic behaviour of extreme geometric quantiles

 Gilles Stupfler , Stéphane Girard
Workshop on Extreme Value Theory, with an emphasis on spatial and temporal aspects, Nov 2014, Besançon, France
Communication dans un congrès hal-01086054v1

Estimation of tail risk based on extreme expectiles

 Stéphane Girard , Abdelaati Daouia , Gilles Stupfler
Workshop Extremes - Copulas - Actuarial science, Feb 2016, Luminy, France
Communication dans un congrès hal-01311778v1
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