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Spatial Expectile Predictions for Elliptical Random Fields

Véronique Maume-Deschamps , Didier Rullière , Antoine Usseglio-Carleve
Methodology and Computing in Applied Probability, 2018, 20 (2), pp.643-671. ⟨10.1007/s11009-017-9583-2⟩
Journal articles hal-01399093v2
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On automatic bias reduction for extreme expectile estimation

Antoine Usseglio-Carleve , Stéphane Girard , Gilles Stupfler
CMStatistics 2020 - 13th International Conference of the ERCIM WG on Computational and Methodological Statistics, Dec 2020, London / Virtual, United Kingdom
Conference papers hal-03087164v1
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Multivariate expectile-based distribution: properties, Bayesian inference, and applications

Julyan Arbel , Stéphane Girard , Hien Duy Nguyen , Antoine Usseglio-Carleve
Journal of Statistical Planning and Inference, 2023, 225, pp.146-170
Journal articles hal-03428827v2
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Semaine d'Etude Maths-Entreprises 14 : Discrimination des différences d'activité cérébrale induites par des stimulations auditives de fréquence variable

Antoine Usseglio-Carleve , Guillaume Cottez , Chloé Audebert
[Rapport de recherche] LM-Besançon - Laboratoire de Mathématiques de Besançon. 2015
Reports hal-01224569v1
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Spatial Quantile Predictions for Elliptical Random Fields

Véronique Maume-Deschamps , Didier Rullière , Antoine Usseglio-Carleve
Journal of Multivariate Analysis, 2017, 159
Journal articles hal-01339520v4

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
Conference papers hal-03301456v1
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Optimal shrinkage for robust covariance matrix estimators in a small sample size setting

Karina Ashurbekova , Antoine Usseglio-Carleve , Florence Forbes , Sophie Achard
2021
Preprints, Working Papers, ... hal-02378034v3
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On automatic bias reduction for extreme expectile estimation

Stéphane Girard , Gilles Stupfler , Antoine Usseglio-Carleve
Statistics 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 expectiles

Stéphane Girard , Gilles Stupfler , Antoine Usseglio-Carleve
Econometrics and Statistics , 2022, 21, pp.131-158. ⟨10.1016/j.ecosta.2021.05.006⟩
Journal articles hal-03117547v2
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Estimation de mesures de risque pour des distributions elliptiques conditionnées

Antoine Usseglio-Carleve
Analyse numérique [cs.NA]. Université de Lyon, 2018. Français. ⟨NNT : 2018LYSE1094⟩
Theses tel-01831860v2

Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model

Stéphane Girard , Aboubacrène Ag Ahmad , El Hadji Deme , Aliou Diop , Antoine Usseglio-Carleve et al.
StressTest-2020 - International Workshop on Stress Test and Risk Management, Nov 2020, Paris / Virtual, France
Conference papers hal-03040245v1
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An $Lp$ −quantile methodology for estimating extreme expectiles

Stéphane Girard , Gilles Stupfler , Antoine Usseglio-Carleve
2020
Preprints, Working Papers, ... hal-02311609v3
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Extreme value modelling of SARS-CoV-2 community transmission using discrete Generalised Pareto distributions

Abdelaati Daouia , Gilles Stupfler , Antoine Usseglio-Carleve
2022
Preprints, Working Papers, ... hal-03392044v2
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Expectile prediction through asymmetric kriging

Véronique Maume-Deschamps , Didier Rullière , Antoine Usseglio-Carleve
MASCOT NUM 2017 meeting, Mar 2017, Paris, France
Poster communications hal-01492754v1
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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⟩
Journal articles hal-02114255v3
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Spatial quantile predictions for elliptical random fields

Véronique Maume-Deschamps , Didier Rullière , Antoine Usseglio-Carleve
Journées MAS 2016, Aug 2016, Grenoble, France
Poster communications hal-01356081v1
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Composite bias-reduced Lp−quantile-based estimators of extreme quantiles and expectiles

Gilles Stupfler , Antoine Usseglio-Carleve
2021
Preprints, Working Papers, ... hal-03197015v2
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Nonparametric extreme conditional expectile estimation

Stéphane Girard , Gilles Stupfler , Antoine Usseglio-Carleve
EVA 2019 - 11th International Conference on Extreme Value Analysis, Jul 2019, Zagreb, Croatia. pp.1
Conference papers hal-02186705v1
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Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors

Antoine Usseglio-Carleve
Electronic Journal of Statistics , 2018, 12 (2), pp.4057-4093. ⟨10.1214/18-EJS1499⟩
Journal articles hal-01570265v5

Estimation of extreme quantiles from heavy-tailed distributions in a semi-parametric location-dispersion regression model

Aboubacrène Ag Ahmad , Stéphane Girard , Antoine Usseglio-Carleve , Aliou Diop , El Hadji Deme et al.
2020 - Quatrièmes rencontres des jeunes chercheurs africains en France, Dec 2020, Virtual, France. pp.1-5
Conference papers hal-03065938v1
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Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model

Aboubacrène Ag Ahmad , Hadji Deme , Aliou Diop , Stéphane Girard , Antoine Usseglio-Carleve et al.
Electronic Journal of Statistics , 2020, 14 (2), pp.4421--4456. ⟨10.1214/20-EJS1779⟩
Journal articles hal-02486937v3

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
Conference papers hal-02413682v1