Nonparametric extreme conditional expectile estimation - Archive ouverte HAL Access content directly
Conference Papers Year : 2019
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hal-02413682 , version 1 (16-12-2019)

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  • HAL Id : hal-02413682 , version 1

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Antoine Usseglio-Carleve, Stéphane Girard, Gilles Stupfler. Nonparametric extreme conditional expectile estimation. CMStatistics 2019 - 12th International Conference of the ERCIM WG on Computational and Methodological Statistics, Dec 2019, London, United Kingdom. ⟨hal-02413682⟩
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