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322 Results
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A sliced inverse regression approach for data streamComputational Statistics, 2014, 29 (5), pp.1129-1152. ⟨10.1007/s00180-014-0483-4⟩
Journal articles
hal-01139870v4
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On automatic bias reduction for extreme expectile estimationStatistics and Computing, 2022, 32, pp.64. ⟨10.1007/s11222-022-10118-x⟩
Journal articles
hal-03086048v2
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Functional estimation of extreme conditional expectilesEconometrics and Statistics , 2022, 21, pp.131-158. ⟨10.1016/j.ecosta.2021.05.006⟩
Journal articles
hal-03117547v2
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Estimation of extreme quantiles from heavy-tailed distributions with neural networksCMStatistics 2022 - 15th International Conference of the ERCIM WG on Computational and Methodological Statistics, Dec 2022, London, United Kingdom
Conference papers
hal-03910645v1
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Auto-Associative Models and Generalized Principal Component AnalysisJournal of Multivariate Analysis, 2005, 93 (1), pp.21-39. ⟨10.1016/j.jmva.2004.01.006⟩
Journal articles
hal-00383139v1
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On the relative approximation error of extreme quantiles by the block maxima method10th International Conference on Extreme Value Analysis, Jun 2017, Delft, Netherlands
Conference papers
hal-01571047v1
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Bayesian neural network unit priors and generalized Weibull-tail propertyACML 2021 - 13th Asian Conference on Machine Learning, Nov 2021, Virtual, Unknown Region. pp.1-16
Conference papers
hal-03368522v1
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Régression inverse par tranches sur flux de données44e Journées de Statistique, May 2012, Bruxelles, Belgique. 7 p
Conference papers
hal-00736584v1
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On the Convergence of the ET Method for Extreme Upper Quantile EstimationRR-3389, INRIA. 1998
Reports
inria-00073300v1
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Bayesian estimation of natural extreme risk measures. Application to agricultural insuranceIDRiM 2019 - 10th conference of the international society for Integrated Disaster Risk Management, Oct 2019, Nice, France
Conference papers
hal-02276292v1
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On the estimation of the functional Weibull tail-coefficientJournal of Multivariate Analysis, 2016, Special Issue on Statistical Models and Methods for High or Infinite Dimensional Spaces, 146 (C), pp.29--45. ⟨10.1016/j.jmva.2015.05.007⟩
Journal articles
hal-01063569v3
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A new location-scale model for conditional heavy-tailed distributionsIFSS 2018 - 2nd Italian-French Statistics Seminar, Sep 2018, Grenoble, France
Poster communications
hal-01942204v1
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Un nouvel estimateur des quantiles extrêmes basé sur le modèle “log Weibull-tail” généraliséSFDS 2018 - 50èmes Journées de Statistique, May 2018, Saclay, France. pp.1-6
Conference papers
hal-01807672v1
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A Pickands type estimator of the extreme value index2004
Preprints, Working Papers, ...
hal-00001307v1
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Estimating extreme quantiles of Weibull tail-distributionsCommunications in Statistics - Theory and Methods, 2005, 34, pp.1065-1080
Journal articles
hal-00326609v1
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On Reparameterisations of the Poisson Process Model for Extremes in a Bayesian FrameworkJDS 2021 - 52èmes Journées de Statistique de la Société Française de Statistique (SFdS), Jun 2021, Nice / Virtual, France. pp.1-6
Conference papers
hal-03264261v1
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Estimation of the largest tail-index and extreme quantiles from a mixture of heavy-tailed distributionsCMStatistics 2021 - 14th International Conference of the ERCIM WG on Computational and Methodological Statistics, Dec 2021, London, United Kingdom
Conference papers
hal-03501785v1
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Advanced topics in Sliced Inverse Regression V2JMVA 2022 - 50th Anniversary Jubilee, Apr 2022, Virtual Meeting, United States
Conference papers
hal-03842478v1
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Bias-reduced extreme quantiles estimators of Weibull distributionsJournal of Statistical Planning and Inference, 2008, 138 (5), pp.1389-1401. ⟨10.1016/j.jspi.2007.04.025⟩
Journal articles
hal-00015778v2
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Considering hazard estimation uncertain in urban resilience strategiesNatural Hazards and Earth System Sciences, 2015, 15 (1), pp.25-34. ⟨10.5194/nhess-15-25-2015⟩
Journal articles
hal-01100539v1
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Asymptotic properties of a Pickands type estimator of the extreme value indexFocus on probability theory, Nova Science, pp.133-149, 2006
Book sections
hal-00104066v1
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Smoothed extreme value estimators of non-uniform point processes boundaries with application to star-shaped supports estimationCommunications in Statistics - Theory and Methods, 2008, 37 (6), pp.881-897. ⟨10.1080/03610920701693884⟩
Journal articles
inria-00317239v1
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On the asymptotic behaviour of extreme geometric quantiles9th International Conference on Extreme Value Analysis, Jun 2015, Ann Arbor, United States
Conference papers
hal-01168521v1
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Estimation of extreme expectiles from heavy tailed distributions9th International Conference of the ERCIM WG on Computational and Methodological Statistics, Dec 2016, Seville, Spain
Conference papers
hal-01415586v1
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Estimation de quantiles extrêmes pour les lois à queue de type Weibull : une synthèse bibliographiqueJournal de la Société Française de Statistique, 2013, 154 (2), pp.98-118
Journal articles
hal-00799249v2
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Robust supervised classification with Gaussian mixtures: learning from data with uncertain labelsCOMPSTAT'2008 - 18th International Conference on Computational Statistics, Aug 2008, Porto, Portugal. pp.129-136
Conference papers
hal-00270654v1
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Nonparametric estimation of the conditional tail copulaJournal of Multivariate Analysis, 2015, 137, pp.1-16. ⟨10.1016/j.jmva.2015.01.018⟩
Journal articles
hal-00964514v3
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On kernel smoothing for extremal quantile regressionBernoulli, 2013, 19 (5B), pp.2557-2589. ⟨10.3150/12-BEJ466⟩
Journal articles
hal-00630726v3
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Auto-associative models, nonlinear Principal component analysis, manifolds and projection pursuitAlexander N. Gorban, Balázs Kégl, Donald C. Wunsch, and Andrei Y. Zinovyev. Principal Manifolds for Data Visualisation and Dimension Reduction, Springer-Verlag, pp.202-218, 2008, Lecture Notes in Computational Science and Engineering, 978-3-540-73749-0. ⟨10.1007/978-3-540-73750-6_8⟩
Book sections
hal-00383137v1
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A new semi-parametric family of estimators for the second order parameterEVA 2011 - 7th International Conference on Extreme Value Analysis, Jun 2011, Lyon, France. pp.CDROM
Conference papers
hal-00764313v1
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