Spatial Expectile Predictions for Elliptical Random Fields
Véronique Maume-Deschamps
,
Didier Rullière
,
Antoine Usseglio-Carleve
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
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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
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
Journal articles
hal-03086048v2
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Functional estimation of extreme conditional expectiles
Stéphane Girard
,
Gilles Stupfler
,
Antoine Usseglio-Carleve
Journal articles
hal-03117547v2
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Estimation de mesures de risque pour des distributions elliptiques conditionnées
Antoine Usseglio-Carleve
Theses
tel-01831860v2
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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
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
Journal articles
hal-01570265v5
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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.
Journal articles
hal-02486937v3
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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
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